Timber Point Correlations

Mutual Funds . USA . 
Fund . Timber Point Alternative
AIIFX Fund  USD 8.23  0.01  0.12%   
The current 90-days correlation between Timber Point Alternative and Crow Point Defined is 0.76 (i.e., Poor diversification). The correlation of Timber Point 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.

Timber Point Correlation With Market

Poor diversification

The correlation between Timber Point Alternative and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timber Point Alternative and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Timber Point Alternative. 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 census.

Moving together with Timber Mutual Fund

  0.97CGHIX Crow Point DefinedPairCorr
  0.96BSIKX Blackrock StrategicPairCorr
  0.96BSICX Blackrock Strategic OppsPairCorr
  0.96BASIX Blackrock Strategic OppsPairCorr
  0.96BSIIX Blackrock StrategicPairCorr
  0.95JSORX Jpmorgan Strategic IncomePairCorr
  0.95JSOZX Jpmorgan Strategic IncomePairCorr
  0.95JSOCX Jpmorgan Strategic IncomePairCorr
  0.95JSOSX Jpmorgan Strategic IncomePairCorr
  0.96JSOAX Jpmorgan Strategic IncomePairCorr
  0.83PMZCX Pimco Mortgage OpporPairCorr
  0.98FTYPX Fidelity Freedom IndexPairCorr
  0.98FFBTX Fidelity Freedom BlendPairCorr
  0.8GAAVX Gmo Alternative AlloPairCorr
  0.95GCAVX Gmo Small CapPairCorr
  0.97GQLOX Gmo Quality FundPairCorr
  0.98GHVIX Gmo High YieldPairCorr
  0.97GMCQX Gmo Equity AllocationPairCorr
  0.95GVEZX Value Equity InvestorPairCorr
  0.97VQNPX Vanguard Growth AndPairCorr
  0.96SSCVX Columbia Select SmallerPairCorr
  0.84DREYX Davis Real EstatePairCorr
  0.97RSEJX Victory Rs SmallPairCorr
  0.86FFACX Franklin Founding FundsPairCorr
  0.7PRTXX T Rowe PricePairCorr
  0.98CYBIX Calvert High YieldPairCorr
  0.98MUIGX Nationwide GrowthPairCorr
  0.95AAIZX Alger Ai Enablers Steady GrowthPairCorr
  0.97SSCYX Small CapitalizationPairCorr
  0.97AMANX Amana IncomePairCorr
  0.94BGESX Eafe FundPairCorr
  0.98DREIX World Core EquityPairCorr
  0.97GCSCX Goldman Sachs SmallPairCorr
  0.81ADVYX Diversified BondPairCorr
  0.96DICEX Dfa Intl CorePairCorr
  0.96HLDSX Hartford EmergingPairCorr
  0.96SEMCX Simt Mid CapPairCorr
  0.98AFLIX Anfield Universal FixedPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Timber Mutual Fund performing well and Timber Point 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 Timber Point'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
CGHIX  0.60  0.18  0.18  0.36  0.34 
(0.73)
 1.82 
(1.17)
 4.54 
AIIFX  0.22  0.04 (0.17) 0.29  0.05 
(0.27)
 0.51 
(0.49)
 1.38 
PFONX  0.14  0.01 (0.57) 0.26  0.00 
(0.20)
 0.41 
(0.30)
 0.81 
VTSAX  0.66  0.12  0.11  0.27  0.54 
(0.76)
 2.07 
(1.17)
 5.05 
FFTYX  0.69  0.14  0.14  0.28  0.48 
(0.80)
 1.99 
(1.59)
 5.11 
MRMLX  0.28  0.04 (0.09) 0.26  0.17 
(0.35)
 0.69 
(0.54)
 1.92 
SAMHX  0.17  0.05 (0.29) 0.50  0.00 
(0.28)
 0.65 
(0.25)
 1.05 
INFCX  0.71  0.11  0.01  0.62  0.72 
(0.76)
 1.52 
(1.37)
 5.25 
DLEUX  0.63  0.10 (0.03) 1.47  0.64 
(0.67)
 1.30 
(1.13)
 2.81 
QCELX  0.67  0.14  0.16  0.29  0.43 
(0.79)
 1.99 
(1.16)
 4.81 

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