Intermediate Bond Correlations

The correlation of Intermediate Bond 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 together with Intermediate Mutual Fund

0.77	FPPPX	American Funds Prese	Pair Corr
0.95	AMUSX	Us Government Securities	Pair Corr
0.64	TEPCX	American Funds Tax	Pair Corr
0.93	ANBEX	American Funds Strategic	Pair Corr
0.95	ANBGX	American Funds Strategic	Pair Corr
0.84	ANBFX	American Funds Strategic	Pair Corr

Related Correlations Analysis

	AMECX	REJTX	RNEBX	AMFCX	RNCCX	FPPPX	REITX	AMEFX	RNGGX
AMECX		0.47	0.53	0.99	0.98	0.71	0.52	1.0	0.51	AMECX
REJTX	0.47		0.97	0.5	0.52	0.57	0.98	0.51	0.98	REJTX
RNEBX	0.53	0.97		0.56	0.56	0.49	1.0	0.56	0.99	RNEBX
AMFCX	0.99	0.5	0.56		0.98	0.71	0.55	0.99	0.55	AMFCX
RNCCX	0.98	0.52	0.56	0.98		0.78	0.55	0.99	0.55	RNCCX
FPPPX	0.71	0.57	0.49	0.71	0.78		0.5	0.75	0.51	FPPPX
REITX	0.52	0.98	1.0	0.55	0.55	0.5		0.55	1.0	REITX
AMEFX	1.0	0.51	0.56	0.99	0.99	0.75	0.55		0.55	AMEFX
RNGGX	0.51	0.98	0.99	0.55	0.55	0.51	1.0	0.55		RNGGX
	AMECX	REJTX	RNEBX	AMFCX	RNCCX	FPPPX	REITX	AMEFX	RNGGX

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Risk-Adjusted Indicators

There is a big difference between Intermediate Mutual Fund performing well and Intermediate Bond 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 Intermediate Bond'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
AMECX	0.32	0.13	(0.10)	(1.74)	0.10	(0.35)	0.91	(0.56)	2.22
REJTX	0.20	0.06	(0.26)	0.48	0.00	(0.25)	0.54	(0.31)	1.33
RNEBX	0.40	0.14	0.05	0.53	0.00	(0.47)	1.04	(0.62)	3.41
AMFCX	0.50	0.18	(0.01)	(1.88)	0.45	(0.59)	1.52	(0.83)	3.61
RNCCX	0.26	0.06	(0.11)	0.34	0.00	(0.33)	0.85	(0.50)	1.83
FPPPX	0.13	0.01	(0.76)	(0.45)	0.07	(0.14)	0.21	(0.32)	0.64
REITX	0.41	0.13	0.06	0.44	0.00	(0.50)	1.33	(0.64)	3.53
AMEFX	0.32	0.14	(0.08)	(1.88)	0.00	(0.37)	0.88	(0.53)	2.24
RNGGX	0.57	0.19	0.17	0.50	0.00	(0.70)	1.98	(0.98)	5.17

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Intermediate Bond Correlations

Moving together with Intermediate Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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