Emerging Markets Related Correlations
REMYX Fund | USD 15.26 0.02 0.13% |
Correlations
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Emerging Mutual Fund performing well and Emerging Markets 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 Emerging Markets' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VEMAX | 0.54 | (0.01) | (0.03) | 0.03 | 0.77 | 0.98 | 3.81 | |||
VEIEX | 0.54 | (0.01) | (0.03) | 0.03 | 0.77 | 0.98 | 3.85 | |||
VEMIX | 0.54 | (0.01) | (0.03) | 0.03 | 0.78 | 0.98 | 3.82 | |||
FWWNX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.28 | |||
FNFWX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.28 | |||
NEWFX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.98 | 3.28 | |||
NWFFX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.29 | |||
NEWCX | 0.47 | (0.01) | (0.03) | 0.03 | 0.62 | 0.99 | 3.29 | |||
ODVYX | 0.61 | (0.03) | (0.03) | 0.02 | 0.94 | 1.24 | 3.94 |