Meeder Funds Correlations
FLPXX Fund | USD 1.00 0.00 0.00% |
The correlation of Meeder Funds is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
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Risk-Adjusted Indicators
There is a big difference between Meeder Money Market Fund performing well and Meeder Funds Money Market 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 Meeder Funds' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VTSAX | 0.61 | 0.02 | 0.01 | (0.26) | 0.92 | 1.08 | 3.96 | |||
VFIAX | 0.59 | 0.01 | 0.01 | 0.03 | 0.87 | 1.09 | 3.76 | |||
VTSMX | 0.61 | 0.00 | 0.00 | 0.01 | 0.94 | 1.08 | 3.98 | |||
VITSX | 0.61 | 0.00 | 0.00 | 0.01 | 0.94 | 1.08 | 3.97 | |||
VSTSX | 0.61 | 0.00 | 0.00 | 0.01 | 0.93 | 1.09 | 3.97 | |||
VSMPX | 0.61 | 0.00 | 0.00 | 0.01 | 0.93 | 1.09 | 3.96 | |||
VFINX | 0.59 | 0.01 | 0.01 | 0.02 | 0.87 | 1.09 | 3.77 | |||
VFFSX | 0.59 | 0.01 | 0.01 | 0.03 | 0.87 | 1.09 | 3.76 | |||
VGTSX | 0.50 | 0.06 | 0.08 | 0.16 | 0.63 | 1.13 | 2.95 | |||
VTIAX | 0.50 | 0.06 | 0.08 | 0.17 | 0.61 | 1.12 | 3.00 |