Rbc Funds Correlations
| TUGXX Fund | USD 1.00 0.00 0.00% |
The correlation of Rbc 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 Rbc Money Market Fund performing well and Rbc 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 Rbc 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TAAQX | 0.09 | 0.01 | 0.68 | (0.43) | 0.00 | 0.21 | 0.62 | |||
| BDMKX | 0.07 | 0.02 | 0.69 | (4.61) | 0.00 | 0.11 | 0.44 | |||
| TRSTX | 0.06 | 0.01 | 0.00 | (0.36) | 0.00 | 0.20 | 0.60 | |||
| RSDIX | 0.09 | 0.01 | 0.67 | (0.33) | 0.00 | 0.21 | 0.62 | |||
| NWJVX | 0.08 | 0.01 | 0.68 | 0.92 | 0.00 | 0.20 | 0.61 | |||
| SUSAX | 0.06 | 0.01 | 0.75 | (0.35) | 0.00 | 0.10 | 0.51 | |||
| FOSIX | 0.10 | 0.00 | 0.46 | (0.14) | 0.00 | 0.22 | 0.66 | |||
| AOUNX | 0.05 | 0.01 | 0.00 | (0.57) | 0.00 | 0.10 | 0.52 |