Ivy E Related Correlations
WTRCX Fund | USD 11.78 0.11 0.94% |
Correlations
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ILGRX | 0.66 | (0.05) | (0.05) | 0.03 | 0.92 | 1.39 | 5.79 | |||
WRGCX | 0.93 | (0.06) | (0.02) | 0.04 | 1.15 | 1.85 | 5.97 | |||
WRHIX | 0.25 | (0.01) | (0.17) | 0.03 | 0.28 | 0.51 | 1.99 | |||
IMACX | 0.39 | (0.05) | (0.09) | 0.01 | 0.58 | 0.76 | 4.74 | |||
IMAIX | 0.40 | (0.05) | (0.09) | 0.01 | 0.63 | 0.66 | 5.16 | |||
IMAYX | 0.41 | (0.05) | (0.08) | 0.01 | 0.64 | 0.87 | 5.05 | |||
WSCYX | 0.93 | (0.06) | (0.02) | 0.04 | 1.17 | 1.93 | 5.87 | |||
IMEGX | 0.61 | 0.05 | 0.02 | 0.16 | 0.74 | 1.35 | 4.67 | |||
WSGRX | 0.93 | (0.06) | (0.02) | 0.04 | 1.22 | 1.97 | 5.97 | |||
WASCX | 0.44 | 0.01 | (0.02) | 0.09 | 0.50 | 1.05 | 3.61 |