Capital World Related Correlations
RWIGX Fund | USD 63.24 0.01 0.02% |
Correlations
0.84 | 0.86 | 0.92 | 0.89 | CIBFX | ||
0.84 | 0.99 | 0.87 | 0.97 | GFAFX | ||
0.86 | 0.99 | 0.91 | 0.97 | AFIFX | ||
0.92 | 0.87 | 0.91 | 0.9 | IFAFX | ||
0.89 | 0.97 | 0.97 | 0.9 | NWFFX | ||
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Risk-Adjusted Indicators
There is a big difference between Capital Mutual Fund performing well and Capital World Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Capital World's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
CIBFX | 0.36 | (0.03) | (0.10) | 0.03 | 0.48 | 0.85 | 2.63 | |||
GFAFX | 0.75 | 0.00 | 0.02 | 0.08 | 0.74 | 1.61 | 4.28 | |||
AFIFX | 0.62 | 0.02 | 0.03 | 0.10 | 0.61 | 1.43 | 3.83 | |||
IFAFX | 0.36 | 0.04 | (0.07) | 2.81 | 0.43 | 0.77 | 2.48 | |||
NWFFX | 0.46 | 0.01 | (0.01) | 0.09 | 0.51 | 1.01 | 3.29 |