Sparinvest USA Related Correlations
SPIUSVKL | DKK 92.36 0.44 0.48% |
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Correlations
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Risk-Adjusted Indicators
There is a big difference between Sparinvest Fund performing well and Sparinvest USA 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 Sparinvest USA'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
JYINOB | 0.36 | 0.02 | (0.16) | (0.09) | 0.43 | 0.72 | 1.82 | |||
JYINOBV | 0.26 | (0.02) | 0.00 | (0.81) | 0.00 | 0.49 | 2.71 | |||
JYIHRV | 0.21 | 0.00 | (0.30) | 0.23 | 0.21 | 0.38 | 1.11 | |||
JYILOB | 0.15 | 0.00 | (0.37) | 0.49 | 0.20 | 0.32 | 1.20 |