Tcw Relative Correlations

TGIGX Fund

USD 22.92 0.00 0.00%

The correlation of Tcw Relative 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.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tcw Relative Value. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Tcw Mutual Fund

1.0	TGDFX	Tcw Relative Value	Pair Corr
1.0	TGJNX	Tcw Artificial Intel	Pair Corr

Related Correlations Analysis

	DOXGX	AFMFX	FFMMX	FFFMX	AMRMX	AMFFX	AMFCX	DODGX	VIVAX
DOXGX		0.81	0.8	0.81	0.8	0.86	0.85	0.95	0.89	DOXGX
AFMFX	0.81		1.0	1.0	1.0	0.92	0.92	0.87	0.96	AFMFX
FFMMX	0.8	1.0		1.0	1.0	0.92	0.92	0.87	0.96	FFMMX
FFFMX	0.81	1.0	1.0		1.0	0.92	0.92	0.87	0.96	FFFMX
AMRMX	0.8	1.0	1.0	1.0		0.92	0.92	0.86	0.96	AMRMX
AMFFX	0.86	0.92	0.92	0.92	0.92		1.0	0.81	0.88	AMFFX
AMFCX	0.85	0.92	0.92	0.92	0.92	1.0		0.8	0.88	AMFCX
DODGX	0.95	0.87	0.87	0.87	0.86	0.81	0.8		0.95	DODGX
VIVAX	0.89	0.96	0.96	0.96	0.96	0.88	0.88	0.95		VIVAX
	DOXGX	AFMFX	FFMMX	FFFMX	AMRMX	AMFFX	AMFCX	DODGX	VIVAX

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Risk-Adjusted Indicators

There is a big difference between Tcw Mutual Fund performing well and Tcw Relative 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 Tcw Relative'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
DOXGX	0.52	0.09	(0.05)	(1.61)	0.45	(0.59)	0.94	(0.93)	4.22
AFMFX	0.46	(0.02)	(0.11)	0.09	0.43	(0.51)	0.90	(0.86)	2.68
FFMMX	0.46	(0.02)	(0.11)	0.09	0.43	(0.51)	0.90	(0.86)	2.66
FFFMX	0.45	(0.02)	(0.11)	0.09	0.42	(0.51)	0.90	(0.86)	2.68
AMRMX	0.45	(0.02)	(0.11)	0.09	0.43	(0.51)	0.91	(0.86)	2.66
AMFFX	0.45	0.05	(0.12)	2.39	0.43	(0.50)	0.90	(0.86)	2.68
AMFCX	0.45	0.05	(0.13)	2.07	0.43	(0.50)	0.90	(0.88)	2.68
DODGX	0.52	(0.02)	(0.05)	0.10	0.45	(0.59)	0.94	(0.94)	4.22
VIVAX	0.51	(0.01)	(0.05)	0.11	0.38	(0.60)	1.05	(0.83)	3.45

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Tcw Relative Correlations

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