Acm Dynamic Related Correlations
ADOAX Fund | USD 18.98 0.11 0.58% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Acm Mutual Fund performing well and Acm Dynamic 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 Acm Dynamic'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TINAX | 0.15 | (0.02) | (0.25) | 0.00 | 0.18 | 0.34 | 0.91 | |||
TINIX | 0.16 | (0.02) | (0.20) | 0.01 | 0.21 | 0.34 | 1.03 | |||
ADOIX | 0.59 | 0.02 | 0.02 | 0.10 | 0.61 | 1.27 | 2.98 | |||
FRHMX | 0.24 | (0.03) | (0.19) | (0.01) | 0.34 | 0.45 | 1.41 | |||
HMEZX | 0.06 | 0.02 | (0.58) | 0.44 | 0.00 | 0.15 | 0.56 | |||
VFIAX | 0.61 | 0.01 | 0.02 | 0.08 | 0.59 | 1.20 | 3.69 | |||
MIDAX | 0.52 | 0.00 | (0.03) | 0.07 | 0.51 | 1.28 | 2.75 | |||
FLRJX | 0.56 | 0.01 | 0.01 | 0.08 | 0.60 | 1.12 | 3.92 | |||
EISMX | 0.57 | (0.02) | (0.02) | 0.05 | 0.66 | 0.98 | 3.33 |