Tcw Artificial Correlations
| TGJNX Fund | USD 23.41 0.00 0.00% |
The correlation of Tcw Artificial 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.
Tcw |
Related Correlations Analysis
| 0.91 | 0.96 | 0.87 | 0.28 | PIEFX | ||
| 0.91 | 0.91 | 0.93 | 0.23 | DBELX | ||
| 0.96 | 0.91 | 0.88 | 0.41 | SFGIX | ||
| 0.87 | 0.93 | 0.88 | 0.38 | SEDAX | ||
| 0.28 | 0.23 | 0.41 | 0.38 | EGLNX | ||
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Risk-Adjusted Indicators
There is a big difference between Tcw Mutual Fund performing well and Tcw Artificial 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 Tcw Artificial'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PIEFX | 0.96 | 0.11 | 0.09 | 0.20 | 1.16 | 2.06 | 6.94 | |||
| DBELX | 0.33 | 0.03 | 0.10 | (13.88) | 0.25 | 0.71 | 1.78 | |||
| SFGIX | 0.50 | 0.06 | 0.08 | 0.17 | 0.68 | 1.09 | 4.18 | |||
| SEDAX | 0.24 | 0.03 | 0.10 | 0.62 | 0.16 | 0.59 | 1.30 | |||
| EGLNX | 1.02 | 0.18 | 0.13 | 0.25 | 1.18 | 1.97 | 6.25 |