Delaware Dividend Related Correlations
XDDFXDelisted Fund | USD 8.42 0.00 0.00% |
Correlations
BBINX | HMKFX | MSTPX | FHYVX | PATFX | FGUSX | TMNIX | TWTIX | ||
BBINX | 0.92 | 0.96 | 0.87 | 0.88 | 0.65 | 0.87 | 0.98 | BBINX | |
HMKFX | 0.92 | 0.91 | 0.84 | 0.84 | 0.65 | 0.83 | 0.9 | HMKFX | |
MSTPX | 0.96 | 0.91 | 0.94 | 0.94 | 0.74 | 0.94 | 0.94 | MSTPX | |
FHYVX | 0.87 | 0.84 | 0.94 | 0.99 | 0.91 | 0.98 | 0.83 | FHYVX | |
PATFX | 0.88 | 0.84 | 0.94 | 0.99 | 0.89 | 0.99 | 0.83 | PATFX | |
FGUSX | 0.65 | 0.65 | 0.74 | 0.91 | 0.89 | 0.86 | 0.6 | FGUSX | |
TMNIX | 0.87 | 0.83 | 0.94 | 0.98 | 0.99 | 0.86 | 0.82 | TMNIX | |
TWTIX | 0.98 | 0.9 | 0.94 | 0.83 | 0.83 | 0.6 | 0.82 | TWTIX | |
BBINX | HMKFX | MSTPX | FHYVX | PATFX | FGUSX | TMNIX | TWTIX |
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Risk-Adjusted Indicators
There is a big difference between Delaware Mutual Fund performing well and Delaware Dividend 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 Delaware Dividend'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
BBINX | 0.09 | (0.01) | (0.69) | (0.08) | 0.07 | 0.29 | 0.88 | |||
HMKFX | 0.11 | 0.00 | (0.65) | (0.68) | 0.09 | 0.20 | 0.91 | |||
MSTPX | 0.08 | (0.01) | (0.64) | (0.03) | 0.06 | 0.20 | 0.80 | |||
FHYVX | 0.16 | 0.01 | (0.29) | 0.27 | 0.08 | 0.45 | 1.71 | |||
PATFX | 0.14 | 0.01 | (0.30) | 0.18 | 0.08 | 0.36 | 1.37 | |||
FGUSX | 0.06 | 0.02 | 0.00 | (0.39) | 0.00 | 0.10 | 0.62 | |||
TMNIX | 0.14 | 0.00 | (0.33) | 0.12 | 0.10 | 0.29 | 1.41 | |||
TWTIX | 0.10 | (0.01) | (0.65) | (0.10) | 0.11 | 0.28 | 1.11 |