Ginnie Mae Related Correlations
BGNAX Fund | USD 8.65 0.02 0.23% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Ginnie Mutual Fund performing well and Ginnie Mae 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 Ginnie Mae'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ACITX | 0.25 | (0.04) | 0.00 | (0.16) | 0.00 | 0.48 | 1.63 | |||
TWUSX | 0.11 | (0.02) | 0.00 | (0.34) | 0.00 | 0.22 | 1.00 | |||
ADFIX | 0.32 | (0.06) | 0.00 | (0.13) | 0.00 | 0.55 | 2.09 | |||
TWBIX | 0.40 | (0.03) | (0.10) | 0.03 | 0.45 | 0.73 | 2.43 |