Barings Emerging Correlations
| BXECX Fund | USD 7.59 0.00 0.00% |
The correlation of Barings Emerging 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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Moving against Barings Mutual Fund
Related Correlations Analysis
| 0.91 | 0.93 | 0.89 | 0.91 | 0.87 | DNCGX | ||
| 0.91 | 0.98 | 0.83 | 0.93 | 0.71 | BIGLX | ||
| 0.93 | 0.98 | 0.79 | 0.91 | 0.69 | FKFSX | ||
| 0.89 | 0.83 | 0.79 | 0.91 | 0.93 | FCSCX | ||
| 0.91 | 0.93 | 0.91 | 0.91 | 0.81 | TWACX | ||
| 0.87 | 0.71 | 0.69 | 0.93 | 0.81 | SSAGX | ||
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Risk-Adjusted Indicators
There is a big difference between Barings Mutual Fund performing well and Barings Emerging 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 Barings Emerging'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DNCGX | 0.19 | 0.01 | (0.42) | 0.24 | 0.15 | 0.32 | 1.05 | |||
| BIGLX | 0.30 | 0.00 | (0.32) | 0.10 | 0.31 | 0.66 | 1.46 | |||
| FKFSX | 0.25 | 0.00 | (0.33) | 0.11 | 0.26 | 0.60 | 1.41 | |||
| FCSCX | 0.06 | 0.00 | (0.91) | 0.99 | 0.00 | 0.13 | 0.53 | |||
| TWACX | 0.09 | 0.00 | (0.88) | (0.18) | 0.00 | 0.22 | 0.56 | |||
| SSAGX | 0.06 | 0.01 | (1.17) | 0.49 | 0.00 | 0.10 | 0.61 |