Auxier Focus Correlations

Mutual Funds . USA . 
Fund . Auxier Focus Fund
AUXIX Fund  USD 32.12  0.04  0.12%   
The current 90-days correlation between Auxier Focus and Auxier Focus Fund is 1.0 (i.e., No risk reduction). The correlation of Auxier Focus 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.

Auxier Focus Correlation With Market

Good diversification

The correlation between Auxier Focus Fund and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Auxier Focus Fund 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 Auxier Focus Fund. 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 gross domestic product.

Moving together with Auxier Mutual Fund

  1.0AUXFX Auxier FocusPairCorr
  0.95VVIAX Vanguard Value IndexPairCorr
  0.95DOXGX Dodge Cox StockPairCorr
  0.96AFMFX American MutualPairCorr
  0.96FFMMX American Funds AmericanPairCorr
  0.96FFFMX American Funds AmericanPairCorr
  0.99AMRMX American MutualPairCorr
  0.99AMFFX American MutualPairCorr
  0.99AMFCX American MutualPairCorr
  0.95DODGX Dodge Stock FundPairCorr
  0.95VIVAX Vanguard Value IndexPairCorr
  0.98VSTSX Vanguard Total StockPairCorr
  0.98VSMPX Vanguard Total StockPairCorr
  0.95VITSX Vanguard Total StockPairCorr
  0.98VFFSX Vanguard 500 IndexPairCorr
  0.96VFIAX Vanguard 500 IndexPairCorr
  0.97VTISX Vanguard Total InterPairCorr
  0.97VTSNX Vanguard Total InterPairCorr
  0.95VTPSX Vanguard Total InterPairCorr
  0.96VINIX Vanguard InstitutionalPairCorr
  0.97VTSAX Vanguard Total StockPairCorr
  0.92PRIKX T Rowe PricePairCorr
  0.81TGRKX Tiaa Cref GreenPairCorr
  0.92PYEMX Payden Emerging MarketsPairCorr
  0.67IMAAX Ivy Apollo MultiPairCorr
  0.95TNBIX 1290 Smartbeta EquityPairCorr
  0.94FFFCX Fidelity Freedom 2010PairCorr
  0.95DILCX Davis InternationalPairCorr
  0.93DDVRX Delaware ValuePairCorr
  0.95MDIJX Mfs InternationalPairCorr
  0.96NWASX Nationwide DestinationPairCorr
  0.65FBIOX Biotechnology PortfolioPairCorr
  0.95SSCVX Columbia Select SmallerPairCorr
  0.98FSTBX Federated Global AllPairCorr
  0.93PDARX Diversified Real AssetPairCorr
  0.67PFRSX Real Estate SecuritiesPairCorr
  0.95CBLSX Cb Large CapPairCorr
  0.96TNXAX 1290 Doubleline DynamicPairCorr
  0.94FFC Flaherty CrumrinePairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Auxier Mutual Fund performing well and Auxier Focus 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 Auxier Focus' 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
AUXIX  0.52  0.08 (0.09)(1.73) 0.55 
(0.56)
 1.10 
(1.07)
 3.40 
AUXFX  0.52  0.08 (0.09)(1.76) 0.54 
(0.56)
 1.10 
(1.07)
 3.38 
AUXAX  0.46  0.03 (0.08) 0.20  0.43 
(0.51)
 1.02 
(0.81)
 2.68 
PLUDX  0.06  0.00 (1.12) 0.00  0.00 
(0.16)
 0.10 
(0.10)
 0.51 
BCIAX  0.11  0.01 (0.65)(0.26) 0.00 
(0.16)
 0.27 
(0.18)
 0.74 
OTRFX  0.12  0.02 (0.54) 0.72  0.00 
(0.14)
 0.29 
(0.20)
 1.19 
JASOX  0.91  0.19  0.02 (0.79) 0.98 
(1.03)
 2.19 
(1.67)
 6.73 
BTEUX  1.03  0.49  0.29 (8.00) 0.61 
(1.25)
 2.92 
(1.77)
 6.51 
RBOFX  0.19  0.01 (0.51) 1.85  0.15 
(0.23)
 0.40 
(0.40)
 1.04 
BUFTX  0.73  0.06  0.06  0.19  0.70 
(0.89)
 1.93 
(1.42)
 5.88 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY