Cavanal Hill Correlations
| APHXX Fund | USD 1.00 0.00 0.00% |
The correlation of Cavanal Hill 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 Cavanal Money Market Fund performing well and Cavanal Hill 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 Cavanal Hill'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TAAQX | 0.08 | 0.01 | 0.14 | (0.39) | 0.00 | 0.21 | 0.72 | |||
| BXDCX | 0.08 | 0.01 | 0.13 | (0.30) | 0.00 | 0.22 | 0.65 | |||
| RSDIX | 0.09 | 0.01 | 0.15 | 1.08 | 0.00 | 0.21 | 0.73 | |||
| OWSBX | 0.07 | 0.01 | 0.13 | 0.44 | 0.00 | 0.20 | 0.50 | |||
| SUSAX | 0.06 | 0.01 | 0.14 | (0.47) | 0.00 | 0.10 | 0.51 | |||
| CMGUX | 0.04 | 0.01 | 0.00 | (1.30) | 0.00 | 0.11 | 0.44 | |||
| SIGZX | 0.06 | 0.01 | 0.18 | (6.68) | 0.00 | 0.10 | 0.61 |