Income Fund Related Correlations
AMECX Fund | USD 23.79 0.02 0.08% |
Correlations
0.91 | 0.94 | 0.86 | 0.84 | CAIBX | ||
0.91 | 0.99 | 0.99 | 0.98 | CWGIX | ||
0.94 | 0.99 | 0.98 | 0.97 | ABALX | ||
0.86 | 0.99 | 0.98 | 0.99 | ANCFX | ||
0.84 | 0.98 | 0.97 | 0.99 | AGTHX | ||
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Risk-Adjusted Indicators
There is a big difference between Income Mutual Fund performing well and Income Fund 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 Income Fund'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CAIBX | 0.37 | (0.04) | (0.12) | 0.03 | 0.48 | 0.86 | 2.63 | |||
CWGIX | 0.51 | 0.00 | (0.01) | 0.08 | 0.47 | 1.15 | 3.40 | |||
ABALX | 0.40 | (0.02) | (0.08) | 0.06 | 0.41 | 0.98 | 2.28 | |||
ANCFX | 0.62 | 0.02 | 0.03 | 0.10 | 0.62 | 1.42 | 3.83 | |||
AGTHX | 0.75 | 0.01 | 0.02 | 0.09 | 0.73 | 1.60 | 4.29 |