Amidex35 Israel Related Correlations
Generate correlation matrix for Amidex35 Israel and other related equities to check the degree to which Amidex35 Israel Mutual price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Amidex35 Israel Mutual. To filter out specific equities, please toggle its corresponding legend item. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in income.
Correlations
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Risk-Adjusted Indicators
There is a big difference between Amidex35 Mutual Fund performing well and Amidex35 Israel 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 Amidex35 Israel'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| XXGRX | 0.58 | (0.05) | 0.00 | (2.25) | 0.00 | 1.10 | 4.19 | |||
| SWHFX | 0.46 | (0.06) | 0.00 | (0.03) | 0.00 | 1.11 | 2.59 | |||
| HIAHX | 0.56 | (0.07) | 0.00 | (0.03) | 0.00 | 1.16 | 3.34 | |||
| HHCZX | 0.13 | 0.04 | 0.00 | 0.34 | 0.00 | 0.32 | 1.15 | |||
| DLHIX | 0.65 | (0.03) | (0.05) | 0.01 | 0.77 | 1.38 | 3.84 | |||
| BHCHX | 0.63 | (0.05) | (0.06) | 0.00 | 0.77 | 1.31 | 3.61 | |||
| AAAEX | 0.60 | (0.04) | (0.05) | 0.00 | 0.74 | 1.34 | 4.31 |