1919 Maryland Related Correlations
LMMDXDelisted Fund | USD 14.88 0.00 0.00% |
Correlations
0.95 | 0.64 | 0.8 | 0.8 | 0.86 | LCFYX | ||
0.95 | 0.73 | 0.84 | 0.72 | 0.87 | VAADX | ||
0.64 | 0.73 | 0.59 | 0.34 | 0.78 | XNCVX | ||
0.8 | 0.84 | 0.59 | 0.61 | 0.87 | AVK | ||
0.8 | 0.72 | 0.34 | 0.61 | 0.66 | FSAWX | ||
0.86 | 0.87 | 0.78 | 0.87 | 0.66 | PBXIX | ||
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Risk-Adjusted Indicators
There is a big difference between 1919 Mutual Fund performing well and 1919 Maryland 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 1919 Maryland'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
LCFYX | 0.43 | (0.02) | (0.07) | 0.03 | 0.54 | 0.71 | 2.33 | |||
VAADX | 0.46 | (0.05) | (0.08) | (0.01) | 0.74 | 0.74 | 3.58 | |||
XNCVX | 0.60 | (0.09) | 0.00 | (3.17) | 0.00 | 1.09 | 4.08 | |||
AVK | 0.62 | (0.02) | (0.03) | 0.04 | 0.86 | 1.21 | 4.66 | |||
FSAWX | 0.11 | 0.02 | (0.10) | 0.85 | 0.00 | 0.20 | 2.26 | |||
PBXIX | 0.33 | (0.01) | (0.14) | (0.27) | 0.42 | 0.57 | 1.53 |