Western Asset Related Correlations
XDMOX Fund | USD 12.09 0.02 0.17% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Western Mutual Fund performing well and Western Asset 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 Western Asset'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VTSAX | 0.61 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.49 | |||
VFIAX | 0.57 | 0.01 | 0.02 | 0.07 | 0.59 | 1.13 | 3.56 | |||
VTSMX | 0.61 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.48 | |||
VITSX | 0.61 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.49 | |||
VSTSX | 0.60 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.49 | |||
VSMPX | 0.60 | 0.00 | 0.01 | 0.06 | 0.64 | 1.22 | 3.49 | |||
VFINX | 0.58 | 0.01 | 0.02 | 0.07 | 0.58 | 1.20 | 3.56 | |||
VFFSX | 0.58 | 0.01 | 0.02 | 0.07 | 0.60 | 1.22 | 3.56 | |||
VGTSX | 0.48 | (0.01) | (0.03) | 0.04 | 0.63 | 1.00 | 2.83 | |||
VTIAX | 0.48 | (0.01) | (0.03) | 0.04 | 0.62 | 0.99 | 2.79 |