Third Avenue Related Correlations
TVRVX Fund | USD 20.88 0.11 0.52% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Third Mutual Fund performing well and Third Avenue 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 Third Avenue'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VGRNX | 0.49 | (0.06) | (0.11) | 0.01 | 0.64 | 0.95 | 3.23 | |||
PGRUX | 0.73 | (0.16) | 0.00 | (0.04) | 0.00 | 1.24 | 5.16 | |||
PGRVX | 0.73 | (0.16) | 0.00 | (0.04) | 0.00 | 1.24 | 5.17 | |||
MGLAX | 0.71 | (0.16) | 0.00 | (0.05) | 0.00 | 1.11 | 5.43 |