Vanguard New Related Correlations
VNJUX Fund | USD 11.25 0.03 0.27% |
Correlations
0.89 | 0.87 | 0.97 | 0.72 | 0.9 | FHCCX | ||
0.89 | 0.98 | 0.92 | 0.77 | 0.95 | AHSCX | ||
0.87 | 0.98 | 0.91 | 0.76 | 0.95 | DLHIX | ||
0.97 | 0.92 | 0.91 | 0.71 | 0.96 | BHSRX | ||
0.72 | 0.77 | 0.76 | 0.71 | 0.72 | ETAHX | ||
0.9 | 0.95 | 0.95 | 0.96 | 0.72 | SWHFX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard New 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 Vanguard New'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FHCCX | 0.63 | (0.06) | 0.00 | (0.01) | 0.00 | 1.25 | 4.28 | |||
AHSCX | 0.65 | (0.04) | (0.05) | 0.00 | 0.89 | 1.28 | 4.69 | |||
DLHIX | 0.65 | (0.03) | (0.05) | 0.01 | 0.77 | 1.38 | 3.84 | |||
BHSRX | 0.49 | (0.05) | 0.00 | (0.03) | 0.00 | 1.17 | 3.34 | |||
ETAHX | 1.31 | (0.17) | 0.00 | (0.06) | 0.00 | 2.49 | 8.01 | |||
SWHFX | 0.46 | (0.06) | 0.00 | (0.03) | 0.00 | 1.11 | 2.59 |