Ivy E Related Correlations
WCEYX Fund | USD 19.28 0.06 0.31% |
Correlations
0.94 | 0.97 | 0.78 | 0.71 | 0.92 | 0.37 | DGBCX | ||
0.94 | 0.98 | 0.81 | 0.81 | 0.9 | 0.33 | MSRDX | ||
0.97 | 0.98 | 0.83 | 0.75 | 0.94 | 0.34 | NMMGX | ||
0.78 | 0.81 | 0.83 | 0.81 | 0.89 | 0.58 | RRRZX | ||
0.71 | 0.81 | 0.75 | 0.81 | 0.65 | 0.4 | DAREX | ||
0.92 | 0.9 | 0.94 | 0.89 | 0.65 | 0.49 | MSURX | ||
0.37 | 0.33 | 0.34 | 0.58 | 0.4 | 0.49 | APRIX | ||
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Risk-Adjusted Indicators
There is a big difference between Ivy Mutual Fund performing well and Ivy E 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 Ivy E'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
DGBCX | 0.73 | (0.06) | 0.00 | (0.52) | 0.00 | 1.17 | 5.55 | |||
MSRDX | 0.69 | (0.04) | 0.00 | (0.29) | 0.00 | 1.24 | 5.45 | |||
NMMGX | 0.71 | (0.06) | 0.00 | (0.82) | 0.00 | 1.07 | 5.43 | |||
RRRZX | 0.86 | (0.19) | 0.00 | (0.06) | 0.00 | 1.27 | 6.54 | |||
DAREX | 0.93 | (0.14) | 0.00 | (0.01) | 0.00 | 1.72 | 6.05 | |||
MSURX | 0.84 | (0.07) | 0.00 | (0.78) | 0.00 | 1.26 | 6.01 | |||
APRIX | 0.54 | (0.10) | 0.00 | (0.08) | 0.00 | 1.23 | 4.17 |