Amana Developing Related Correlations
AMDWX Fund | USD 13.11 0.05 0.38% |
Correlations
AMIGX | AMIDX | AMINX | AMIPX | AMANX | AMAPX | AMAGX | VGHCX | VDIGX | ||
AMIGX | 0.87 | 0.96 | 0.59 | 0.92 | 0.58 | 0.98 | 0.76 | 0.96 | AMIGX | |
AMIDX | 0.87 | 0.92 | 0.78 | 0.89 | 0.77 | 0.87 | 0.78 | 0.9 | AMIDX | |
AMINX | 0.96 | 0.92 | 0.63 | 0.94 | 0.61 | 0.94 | 0.85 | 0.96 | AMINX | |
AMIPX | 0.59 | 0.78 | 0.63 | 0.65 | 0.99 | 0.62 | 0.55 | 0.63 | AMIPX | |
AMANX | 0.92 | 0.89 | 0.94 | 0.65 | 0.64 | 0.95 | 0.77 | 0.92 | AMANX | |
AMAPX | 0.58 | 0.77 | 0.61 | 0.99 | 0.64 | 0.6 | 0.52 | 0.61 | AMAPX | |
AMAGX | 0.98 | 0.87 | 0.94 | 0.62 | 0.95 | 0.6 | 0.74 | 0.94 | AMAGX | |
VGHCX | 0.76 | 0.78 | 0.85 | 0.55 | 0.77 | 0.52 | 0.74 | 0.82 | VGHCX | |
VDIGX | 0.96 | 0.9 | 0.96 | 0.63 | 0.92 | 0.61 | 0.94 | 0.82 | VDIGX | |
AMIGX | AMIDX | AMINX | AMIPX | AMANX | AMAPX | AMAGX | VGHCX | VDIGX |
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Risk-Adjusted Indicators
There is a big difference between Amana Mutual Fund performing well and Amana Developing 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 Amana Developing'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AMIGX | 0.66 | 0.16 | 0.06 | 1.64 | 0.54 | 1.71 | 4.16 | |||
AMIDX | 0.53 | (0.02) | (0.05) | 0.10 | 0.54 | 1.33 | 3.03 | |||
AMINX | 0.46 | 0.04 | 0.05 | 0.17 | 0.37 | 1.08 | 3.15 | |||
AMIPX | 0.09 | (0.01) | (0.88) | 0.02 | 0.00 | 0.21 | 0.73 | |||
AMANX | 0.54 | 0.13 | (0.06) | (0.12) | 0.91 | 1.10 | 3.72 | |||
AMAPX | 0.08 | 0.00 | (0.80) | 0.02 | 0.00 | 0.21 | 0.73 | |||
AMAGX | 0.67 | 0.22 | 0.02 | (0.23) | 0.61 | 1.71 | 4.16 | |||
VGHCX | 0.56 | 0.05 | (0.02) | 0.21 | 0.47 | 1.29 | 3.03 | |||
VDIGX | 0.39 | 0.09 | (0.07) | (1.85) | 0.27 | 0.76 | 3.64 |