Growth Fund Related Correlations
CGFEX Fund | USD 68.73 0.13 0.19% |
Correlations
FAFGX | FFAFX | GFAFX | AGTHX | CGFFX | CGFCX | CGFAX | CGFEX | ||
FAFGX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FAFGX | |
FFAFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FFAFX | |
GFAFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | GFAFX | |
AGTHX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | AGTHX | |
CGFFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CGFFX | |
CGFCX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CGFCX | |
CGFAX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CGFAX | |
CGFEX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CGFEX | |
FAFGX | FFAFX | GFAFX | AGTHX | CGFFX | CGFCX | CGFAX | CGFEX |
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Risk-Adjusted Indicators
There is a big difference between Growth Mutual Fund performing well and Growth 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 Growth 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FAFGX | 0.68 | 0.03 | 0.07 | 0.15 | 0.53 | 1.61 | 4.07 | |||
FFAFX | 0.68 | 0.03 | 0.07 | 0.15 | 0.53 | 1.59 | 4.06 | |||
GFAFX | 0.66 | 0.03 | 0.07 | 0.15 | 0.53 | 1.59 | 4.07 | |||
AGTHX | 0.68 | 0.03 | 0.07 | 0.15 | 0.53 | 1.59 | 4.06 | |||
CGFFX | 0.68 | 0.03 | 0.07 | 0.15 | 0.53 | 1.59 | 4.08 | |||
CGFCX | 0.68 | 0.02 | 0.06 | 0.14 | 0.54 | 1.58 | 4.06 | |||
CGFAX | 0.68 | 0.03 | 0.07 | 0.15 | 0.53 | 1.60 | 4.07 | |||
CGFEX | 0.68 | 0.02 | 0.07 | 0.14 | 0.54 | 1.59 | 4.08 |