1919 Maryland Related Correlations
LMMDXDelisted Fund | USD 14.88 0.00 0.00% |
Correlations
0.92 | 0.93 | 0.93 | 0.91 | 0.91 | GAVIX | ||
0.92 | 0.89 | 0.95 | 0.91 | 0.91 | DFELX | ||
0.93 | 0.89 | 0.96 | 0.95 | 0.98 | JAAIX | ||
0.93 | 0.95 | 0.96 | 0.98 | 0.95 | JDVNX | ||
0.91 | 0.91 | 0.95 | 0.98 | 0.94 | SMVLX | ||
0.91 | 0.91 | 0.98 | 0.95 | 0.94 | RHSAX | ||
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Risk-Adjusted Indicators
There is a big difference between 1919 Mutual Fund performing well and 1919 Maryland 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 1919 Maryland'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
GAVIX | 0.31 | 0.02 | (0.08) | 0.13 | 0.16 | 0.69 | 1.91 | |||
DFELX | 0.58 | (0.02) | (0.02) | 0.07 | 0.61 | 1.12 | 3.56 | |||
JAAIX | 0.15 | 0.03 | (0.21) | (1.20) | 0.06 | 0.33 | 1.23 | |||
JDVNX | 0.47 | 0.04 | 0.05 | 0.13 | 0.54 | 0.98 | 3.07 | |||
SMVLX | 0.67 | 0.02 | 0.04 | 0.11 | 0.82 | 1.37 | 3.91 | |||
RHSAX | 0.92 | 0.14 | 0.05 | (1.05) | 0.85 | 1.70 | 5.94 |