WebNov 9, 2024 · MUTUAL FUNDS: Know the risks associated with quant funds Symbolically, Sortino Ratio = R – T/ Downside deviation, where R is the annualised return; T is the … WebMar 26, 2024 · Downside deviation can help you calculate the downside risk on returns that fall below your minimum threshold. A stock with a high downside …
Mutual Funds: Advantages and Disadvantages - Investopedia
Web1 day ago · The lower the standard deviation, the less volatility the fund experiences. Compared to the category average of 17.99%, the standard deviation of MIOPX over the past three years is 27.99%.... Web2 hours ago · When looking at a fund's performance, it is also important to note the standard deviation of the returns. The lower the standard deviation, the less volatility the fund experiences.... china threatening war with the usa
Is Azzad Ethical Mid Cap Fund (ADJEX) a Strong Mutual Fund Pick …
WebSo while high returns during market bull runs is definitely an important criterion to consider, you should also check the downside protection provided by a Mutual Fund. A Mutual … WebApr 14, 2024 · The lower the standard deviation, the less volatility the fund experiences. The standard deviation of ADJEX over the past three years is 22.68% compared to the category average of 25.68%. The... WebApr 13, 2024 · Mutual Fund Report for ... The fund's standard deviation over the past 5 years is 20.56% compared to the category average of 22.76%. ... average downside … gram of protein in chicken