Tortoise Mlp Related Correlations
TORCX Fund | USD 14.88 0.13 0.88% |
Correlations
USG | TORCX | VSCIX | VGHCX | FSPGX | ETY | MSTSX | FATIX | VIGAX | PCF | ||
USG | 0.82 | 0.72 | 0.45 | 0.49 | 0.55 | 0.76 | 0.55 | 0.49 | 0.63 | USG | |
TORCX | 0.82 | 0.9 | 0.73 | 0.75 | 0.82 | 0.95 | 0.77 | 0.74 | 0.84 | TORCX | |
VSCIX | 0.72 | 0.9 | 0.68 | 0.81 | 0.84 | 0.96 | 0.83 | 0.81 | 0.86 | VSCIX | |
VGHCX | 0.45 | 0.73 | 0.68 | 0.77 | 0.82 | 0.79 | 0.74 | 0.76 | 0.8 | VGHCX | |
FSPGX | 0.49 | 0.75 | 0.81 | 0.77 | 0.98 | 0.83 | 0.99 | 1.0 | 0.88 | FSPGX | |
ETY | 0.55 | 0.82 | 0.84 | 0.82 | 0.98 | 0.88 | 0.97 | 0.98 | 0.92 | ETY | |
MSTSX | 0.76 | 0.95 | 0.96 | 0.79 | 0.83 | 0.88 | 0.85 | 0.83 | 0.89 | MSTSX | |
FATIX | 0.55 | 0.77 | 0.83 | 0.74 | 0.99 | 0.97 | 0.85 | 0.99 | 0.88 | FATIX | |
VIGAX | 0.49 | 0.74 | 0.81 | 0.76 | 1.0 | 0.98 | 0.83 | 0.99 | 0.88 | VIGAX | |
PCF | 0.63 | 0.84 | 0.86 | 0.8 | 0.88 | 0.92 | 0.89 | 0.88 | 0.88 | PCF | |
USG | TORCX | VSCIX | VGHCX | FSPGX | ETY | MSTSX | FATIX | VIGAX | PCF |
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Risk-Adjusted Indicators
There is a big difference between Tortoise Mutual Fund performing well and Tortoise Mlp 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 Tortoise Mlp'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
USG | 0.41 | 0.08 | (0.11) | (0.52) | 0.46 | 0.86 | 2.38 | |||
TORCX | 0.55 | 0.06 | 0.03 | 0.21 | 0.45 | 1.27 | 4.04 | |||
VSCIX | 0.78 | (0.10) | (0.02) | 0.07 | 0.96 | 1.75 | 4.50 | |||
VGHCX | 0.56 | 0.05 | (0.02) | 0.21 | 0.47 | 1.29 | 3.03 | |||
FSPGX | 0.70 | 0.17 | 0.06 | (17.50) | 0.54 | 1.71 | 4.67 | |||
ETY | 0.47 | 0.21 | 0.10 | (4.92) | 0.36 | 1.16 | 2.27 | |||
MSTSX | 0.43 | (0.04) | (0.08) | 0.08 | 0.44 | 0.98 | 2.60 | |||
FATIX | 1.01 | 0.21 | 0.08 | 2.05 | 0.96 | 2.32 | 6.27 | |||
VIGAX | 0.73 | 0.16 | 0.05 | 9.04 | 0.58 | 1.78 | 4.82 | |||
PCF | 0.57 | 0.09 | (0.03) | (10.56) | 0.89 | 0.91 | 11.32 |