Ab Global Related Correlations
GCEAX Fund | USD 16.17 0.02 0.12% |
Correlations
0.47 | 0.45 | 0.46 | 0.55 | 0.42 | GCEAX | ||
0.47 | 0.99 | 0.99 | 0.83 | 0.64 | ANAZX | ||
0.45 | 0.99 | 0.99 | 0.81 | 0.65 | ANAYX | ||
0.46 | 0.99 | 0.99 | 0.81 | 0.65 | ANAGX | ||
0.55 | 0.83 | 0.81 | 0.81 | 0.39 | ANBIX | ||
0.42 | 0.64 | 0.65 | 0.65 | 0.39 | ANIAX | ||
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Risk-Adjusted Indicators
There is a big difference between GCEAX Mutual Fund performing well and Ab Global 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 Ab Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GCEAX | 0.49 | (0.02) | (0.03) | 0.06 | 0.63 | 0.94 | 2.56 | |||
ANAZX | 0.25 | (0.03) | 0.00 | (0.12) | 0.00 | 0.44 | 1.61 | |||
ANAYX | 0.26 | (0.03) | 0.00 | (0.15) | 0.00 | 0.44 | 1.61 | |||
ANAGX | 0.23 | (0.03) | 0.00 | (0.14) | 0.00 | 0.44 | 1.46 | |||
ANBIX | 0.19 | (0.02) | 0.00 | (0.09) | 0.00 | 0.30 | 1.27 | |||
ANIAX | 0.07 | (0.01) | (0.53) | (0.18) | 0.11 | 0.22 | 0.67 |