Income Fund Downside Deviation 
AMECX  USA Fund  USD 23.51 0.13 0.56% 
Symbol 
 =  0.618 
SQRT  =  Square root notation 
DV  =  Downside Variance of returns over selected period 
Downside Deviation Comparison
The Income Fund Of America Cla is rated below average in downside deviation among similar funds. It is rated below average in maximum drawdown among similar funds reporting about 4.19 of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for The Income Fund Of America Cla is roughly 4.19
It is the square root of the probabilityweighted squared belowtarget returns. The squaring of the belowtarget returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.Downside Deviation 

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Risk Adjusted Performance  0.0513  
Market Risk Adjusted Performance  0.0685  
Mean Deviation  0.325  
Semi Deviation  0.481  
Downside Deviation  0.618  
Coefficient Of Variation  1132.36  
Standard Deviation  0.4948  
Variance  0.2448  
Information Ratio  (0.039904)  
Jensen Alpha  0.0029  
Total Risk Alpha  (0.009938)  
Sortino Ratio  (0.031947)  
Treynor Ratio  0.0585  
Maximum Drawdown  2.59  
Value At Risk  (0.62)  
Potential Upside  0.7331  
Downside Variance  0.382  
Semi Variance  0.2314  
Expected Short fall  (0.34)  
Skewness  (0.46)  
Kurtosis  4.78 
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