Small Capitalization Related Correlations
SSCPX Fund | USD 7.05 0.01 0.14% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Small Mutual Fund performing well and Small Capitalization 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 Small Capitalization'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
NAESX | 0.82 | (0.04) | (0.02) | 0.02 | 1.09 | 1.76 | 4.28 | |||
FSSNX | 1.02 | (0.08) | (0.03) | 0.00 | 1.35 | 2.00 | 5.95 | |||
PASVX | 0.83 | (0.08) | 0.00 | (0.01) | 0.00 | 1.57 | 5.01 | |||
PRSVX | 0.83 | (0.08) | 0.00 | (0.01) | 0.00 | 1.56 | 5.03 |