Asg Managed Related Correlations
AMFAX Fund | USD 9.94 0.09 0.91% |
Correlations
0.95 | 0.93 | 1.0 | 0.93 | AQMNX | ||
0.95 | 0.84 | 0.95 | 0.8 | PQTAX | ||
0.93 | 0.84 | 0.93 | 0.97 | EGRAX | ||
1.0 | 0.95 | 0.93 | 0.93 | AQMIX | ||
0.93 | 0.8 | 0.97 | 0.93 | GAFAX | ||
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Risk-Adjusted Indicators
There is a big difference between Asg Mutual Fund performing well and Asg Managed 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 Asg Managed'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AQMNX | 0.46 | 0.20 | 0.31 | 1.81 | 0.00 | 1.17 | 2.63 | |||
PQTAX | 0.35 | 0.07 | 0.05 | 0.52 | 0.27 | 0.76 | 1.72 | |||
EGRAX | 0.16 | 0.04 | (0.04) | 0.33 | 0.00 | 0.39 | 1.46 | |||
AQMIX | 0.45 | 0.20 | 0.29 | 1.87 | 0.00 | 1.07 | 2.72 | |||
GAFAX | 0.26 | 0.03 | 0.00 | 0.14 | 0.13 | 0.50 | 1.40 |