Tcw Short Correlations
| TGSMX Fund | USD 8.39 0.00 0.00% |
The correlation of Tcw Short 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 Tcw Mutual Fund performing well and Tcw Short 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 Short'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VSBIX | 0.07 | 0.01 | 0.96 | 4.86 | 0.00 | 0.16 | 0.33 | |||
| DCCGX | 0.20 | 0.00 | 0.29 | (0.06) | 0.20 | 0.41 | 1.23 | |||
| RGVAX | 0.26 | 0.01 | 0.25 | 0.27 | 0.26 | 0.60 | 1.56 | |||
| AUNTX | 0.12 | (0.01) | 0.00 | (0.67) | 0.00 | 0.28 | 0.76 | |||
| WMBDX | 0.25 | 0.00 | 0.22 | (0.03) | 0.26 | 0.63 | 1.43 | |||
| FCSCX | 0.06 | 0.01 | 0.58 | (0.52) | 0.00 | 0.13 | 0.66 | |||
| BBINX | 0.14 | (0.02) | 0.00 | 0.88 | 0.00 | 0.29 | 0.78 |