Blackrock 4060 Related Correlations
BKMPX Fund | USD 12.57 0.06 0.48% |
Correlations
STFGX | MSPYX | BHSRX | MSUMX | BHYRX | BHYSX | BHYIX | BHYCX | BHYAX | MKCMX | ||
STFGX | 0.43 | 0.87 | 0.51 | 0.93 | 0.94 | 0.9 | 0.94 | 0.94 | 0.78 | STFGX | |
MSPYX | 0.43 | 0.27 | 0.71 | 0.54 | 0.53 | 0.59 | 0.53 | 0.53 | 0.81 | MSPYX | |
BHSRX | 0.87 | 0.27 | 0.41 | 0.77 | 0.79 | 0.78 | 0.79 | 0.79 | 0.75 | BHSRX | |
MSUMX | 0.51 | 0.71 | 0.41 | 0.69 | 0.69 | 0.71 | 0.69 | 0.69 | 0.72 | MSUMX | |
BHYRX | 0.93 | 0.54 | 0.77 | 0.69 | 0.99 | 0.91 | 0.99 | 1.0 | 0.78 | BHYRX | |
BHYSX | 0.94 | 0.53 | 0.79 | 0.69 | 0.99 | 0.91 | 0.99 | 1.0 | 0.8 | BHYSX | |
BHYIX | 0.9 | 0.59 | 0.78 | 0.71 | 0.91 | 0.91 | 0.91 | 0.92 | 0.85 | BHYIX | |
BHYCX | 0.94 | 0.53 | 0.79 | 0.69 | 0.99 | 0.99 | 0.91 | 0.99 | 0.79 | BHYCX | |
BHYAX | 0.94 | 0.53 | 0.79 | 0.69 | 1.0 | 1.0 | 0.92 | 0.99 | 0.8 | BHYAX | |
MKCMX | 0.78 | 0.81 | 0.75 | 0.72 | 0.78 | 0.8 | 0.85 | 0.79 | 0.8 | MKCMX | |
STFGX | MSPYX | BHSRX | MSUMX | BHYRX | BHYSX | BHYIX | BHYCX | BHYAX | MKCMX |
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Risk-Adjusted Indicators
There is a big difference between Blackrock Mutual Fund performing well and Blackrock 4060 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 Blackrock 4060'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
STFGX | 0.48 | 0.02 | 0.02 | 0.14 | 0.29 | 1.10 | 2.82 | |||
MSPYX | 0.13 | 0.00 | (0.53) | 0.13 | 0.15 | 0.31 | 1.42 | |||
BHSRX | 0.45 | 0.07 | 0.04 | 0.23 | 0.09 | 1.24 | 2.49 | |||
MSUMX | 0.23 | 0.00 | (0.31) | 0.22 | 0.25 | 0.46 | 1.59 | |||
BHYRX | 0.17 | 0.00 | (0.32) | 0.11 | 0.09 | 0.29 | 1.01 | |||
BHYSX | 0.16 | 0.00 | (0.32) | 0.13 | 0.11 | 0.29 | 1.15 | |||
BHYIX | 0.16 | 0.04 | (0.29) | (0.27) | 0.00 | 0.29 | 1.01 | |||
BHYCX | 0.16 | 0.00 | (0.33) | 0.10 | 0.10 | 0.29 | 1.00 | |||
BHYAX | 0.17 | 0.00 | (0.33) | 0.14 | 0.05 | 0.43 | 1.15 | |||
MKCMX | 0.10 | 0.01 | (0.62) | (0.10) | 0.02 | 0.25 | 1.09 |