Income Fund Related Correlations
AMECX Fund | USD 23.79 0.12 0.51% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Income Mutual Fund performing well and Income Fund 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 Income Fund'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
RNEBX | 0.50 | 0.03 | 0.03 | 0.11 | 0.52 | 1.16 | 3.28 | |||
AMFCX | 0.43 | (0.02) | (0.05) | 0.05 | 0.49 | 0.93 | 2.59 | |||
AMFFX | 0.43 | (0.01) | (0.04) | 0.05 | 0.49 | 0.94 | 2.60 | |||
RNCCX | 0.31 | (0.02) | (0.11) | 0.03 | 0.40 | 0.64 | 2.18 | |||
FPPPX | 0.15 | (0.02) | 0.00 | (0.11) | 0.00 | 0.22 | 0.97 | |||
AMEFX | 0.38 | (0.02) | (0.06) | 0.04 | 0.49 | 0.76 | 2.51 | |||
RNGGX | 0.76 | 0.00 | 0.02 | 0.07 | 0.77 | 1.61 | 4.74 | |||
RNGFX | 0.76 | 0.00 | 0.02 | 0.07 | 0.77 | 1.62 | 4.73 | |||
RNGHX | 0.77 | 0.00 | 0.02 | 0.07 | 0.77 | 1.61 | 4.76 |