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Fund Rankings
Fund Performance Ranking
Find ETF or mutual fund rankings for the given asset class category based on the specified ranking criteria.
Ranking Criteria
Fund Type
ETF
Mutual Fund
Asset Class
U.S. Equity
International Equity
Taxable Bond
Municipal Bond
Sector Equity
Alternative
Commodities
Miscellaneous
Nontraditional Equity
Category
Performance Period
Past 3 years
Past 5 years
Past 10 years
Performance Weighting
Average
Linear Decreasing
Ranking Criteria
Component
Weight
Sharpe Ratio
Weight for ranking on Sharpe Ratio
%
Sortino Ratio
Weight for ranking on Sortino Ratio
%
Information Ratio
Weight for ranking on Information Ratio
%
Upside Capture Ratio
Weight for ranking on Upside Capture Ratio
%
Downside Capture Ratio
Weight for ranking on Downside Capture Ratio
%
Batting Average
Weight for ranking on Batting Average
%
Tracking Error
Weight for ranking on Tracking Error
%
Maximum Drawdown
Weight for ranking on Maximum Drawdown
%
Expense Ratio
Weight for ranking on Expense Ratio
%
Portfolio Turnover
Weight for ranking on Portfolio Turnover
%
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