Ab Global Related Correlations
GCEAX Fund | USD 16.56 0.02 0.12% |
Correlations
FCWGX | FWCGX | CWGFX | CWGCX | RWIFX | CWICX | RWIAX | CWIAX | WGIFX | ||
FCWGX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FCWGX | |
FWCGX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | FWCGX | |
CWGFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWGFX | |
CWGCX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWGCX | |
RWIFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | RWIFX | |
CWICX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWICX | |
RWIAX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | RWIAX | |
CWIAX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | CWIAX | |
WGIFX | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | WGIFX | |
FCWGX | FWCGX | CWGFX | CWGCX | RWIFX | CWICX | RWIAX | CWIAX | WGIFX |
Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between GCEAX Mutual Fund performing well and Ab Global 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 Ab Global'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FCWGX | 0.47 | 0.01 | 0.00 | 0.13 | 0.29 | 1.03 | 2.52 | |||
FWCGX | 0.47 | 0.01 | 0.00 | 0.13 | 0.29 | 1.01 | 2.52 | |||
CWGFX | 0.48 | 0.00 | 0.00 | 0.13 | 0.31 | 1.02 | 2.52 | |||
CWGCX | 0.47 | 0.00 | (0.01) | 0.13 | 0.31 | 1.02 | 2.52 | |||
RWIFX | 0.48 | 0.00 | 0.00 | 0.13 | 0.32 | 1.01 | 2.58 | |||
CWICX | 0.47 | 0.00 | (0.01) | 0.13 | 0.31 | 1.03 | 2.50 | |||
RWIAX | 0.47 | 0.00 | (0.01) | 0.13 | 0.30 | 1.02 | 2.53 | |||
CWIAX | 0.48 | 0.00 | 0.00 | 0.13 | 0.31 | 1.03 | 2.53 | |||
WGIFX | 0.48 | 0.00 | 0.00 | 0.13 | 0.30 | 1.03 | 2.58 |