Ivy Science Related Correlations
ISTNX Fund | USD 71.23 0.19 0.27% |
Correlations
VTINX | AGTFX | DIHRX | CDCRX | PARCX | CABIX | NHMRX | CBSYX | ||
VTINX | 0.96 | 0.96 | 0.93 | 0.96 | 0.93 | 0.87 | 0.98 | VTINX | |
AGTFX | 0.96 | 0.98 | 0.98 | 1.0 | 0.86 | 0.85 | 0.91 | AGTFX | |
DIHRX | 0.96 | 0.98 | 0.95 | 0.98 | 0.86 | 0.91 | 0.91 | DIHRX | |
CDCRX | 0.93 | 0.98 | 0.95 | 0.98 | 0.81 | 0.8 | 0.87 | CDCRX | |
PARCX | 0.96 | 1.0 | 0.98 | 0.98 | 0.87 | 0.86 | 0.92 | PARCX | |
CABIX | 0.93 | 0.86 | 0.86 | 0.81 | 0.87 | 0.83 | 0.93 | CABIX | |
NHMRX | 0.87 | 0.85 | 0.91 | 0.8 | 0.86 | 0.83 | 0.82 | NHMRX | |
CBSYX | 0.98 | 0.91 | 0.91 | 0.87 | 0.92 | 0.93 | 0.82 | CBSYX | |
VTINX | AGTFX | DIHRX | CDCRX | PARCX | CABIX | NHMRX | CBSYX |
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Risk-Adjusted Indicators
There is a big difference between Ivy Mutual Fund performing well and Ivy Science 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 Ivy Science'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VTINX | 0.25 | (0.03) | (0.28) | 0.06 | 0.22 | 0.54 | 1.47 | |||
AGTFX | 0.47 | (0.02) | (0.03) | 0.10 | 0.38 | 1.03 | 2.87 | |||
DIHRX | 0.53 | (0.05) | (0.07) | 0.08 | 0.53 | 1.18 | 2.81 | |||
CDCRX | 0.55 | (0.06) | (0.05) | 0.07 | 0.59 | 1.35 | 3.63 | |||
PARCX | 0.36 | (0.01) | (0.09) | 0.11 | 0.25 | 0.76 | 2.14 | |||
CABIX | 0.37 | 0.03 | (0.16) | 0.72 | 0.41 | 0.72 | 2.09 | |||
NHMRX | 0.21 | 0.01 | (0.30) | 0.22 | 0.21 | 0.54 | 1.97 | |||
CBSYX | 0.36 | (0.05) | (0.17) | 0.06 | 0.41 | 0.68 | 2.08 |