Capital Income Related Correlations
RIRFX Fund | USD 65.49 0.02 0.03% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Capital Mutual Fund performing well and Capital Income 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 Capital Income'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
RERPX | 0.31 | (0.03) | (0.10) | 0.01 | 0.43 | 0.60 | 1.80 | |||
SRJIX | 0.41 | (0.01) | (0.04) | 0.05 | 0.45 | 0.78 | 2.40 | |||
SCGCX | 0.44 | (0.01) | (0.02) | 0.05 | 0.57 | 0.89 | 3.56 | |||
CMACX | 0.40 | 0.00 | (0.10) | 0.05 | 0.51 | 0.77 | 2.41 | |||
TWSMX | 0.38 | (0.02) | (0.07) | 0.03 | 0.44 | 0.80 | 2.28 | |||
CMATX | 0.40 | 0.01 | (0.07) | (0.31) | 0.52 | 0.86 | 2.83 | |||
SAWMX | 0.31 | 0.02 | (0.01) | 0.08 | 0.33 | 0.65 | 1.76 | |||
TCTZX | 0.29 | (0.03) | (0.11) | 0.01 | 0.37 | 0.65 | 1.94 |