Stadion Trilogy Related Correlations
STTIX Fund | USD 10.05 0.01 0.1% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Stadion Mutual Fund performing well and Stadion Trilogy 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 Stadion Trilogy'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
JHQCX | 0.28 | (0.02) | (0.14) | 0.05 | 0.35 | 0.80 | 1.86 | |||
JHQAX | 0.28 | (0.01) | (0.14) | 0.06 | 0.32 | 0.80 | 1.84 | |||
GTENX | 0.28 | (0.01) | (0.16) | 0.06 | 0.27 | 0.62 | 1.68 | |||
GTEYX | 0.28 | (0.01) | (0.16) | 0.06 | 0.28 | 0.62 | 1.70 | |||
GATEX | 0.28 | (0.01) | (0.16) | 0.06 | 0.28 | 0.61 | 1.65 | |||
JHDCX | 0.27 | 0.03 | (0.06) | 0.16 | 0.00 | 0.82 | 1.90 | |||
JHDRX | 0.27 | 0.04 | (0.05) | 0.18 | 0.00 | 0.81 | 1.89 | |||
JHDAX | 0.27 | 0.03 | (0.06) | 0.17 | 0.00 | 0.82 | 1.84 |