Us Government Correlations

CAUSX Fund

USD 9.27 0.03 0.32%

The current 90-days correlation between Us Government Securities and Dodge Global Bond is 0.85 (i.e., Very poor diversification). The correlation of Us Government 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.

Us Government Correlation With Market

Good diversification

The correlation between Us Government Securities and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Government Securities 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 Us Government Securities. 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 state.

Moving together with CAUSX Mutual Fund

1.0	CAUKX	Us Government Securities	Pair Corr
0.89	VFIJX	Vanguard Gnma	Pair Corr
0.79	VSIGX	Vanguard Intermediate	Pair Corr
0.94	UGSFX	Us Government Securities	Pair Corr
0.94	AMUSX	Us Government Securities	Pair Corr
0.91	FSUGX	American Funds Government	Pair Corr
0.95	UGSCX	Us Government Securities	Pair Corr
0.91	FSUUX	American Funds Government	Pair Corr
0.86	VMBSX	Vanguard Mortgage-backed	Pair Corr
0.89	VFIIX	Vanguard Gnma	Pair Corr
0.95	FUTBX	Fidelity Sai Treasury	Pair Corr
0.94	GABFX	Gmo Asset Allocation	Pair Corr

Related Correlations Analysis

	DODLX	RECAX	ANAZX	ARTFX	SBFCX	TECIX	TTRBX
DODLX		0.86	0.95	0.86	0.71	0.9	0.94	DODLX
RECAX	0.86		0.72	0.98	0.89	0.85	0.81	RECAX
ANAZX	0.95	0.72		0.75	0.58	0.89	0.95	ANAZX
ARTFX	0.86	0.98	0.75		0.88	0.91	0.86	ARTFX
SBFCX	0.71	0.89	0.58	0.88		0.78	0.67	SBFCX
TECIX	0.9	0.85	0.89	0.91	0.78		0.96	TECIX
TTRBX	0.94	0.81	0.95	0.86	0.67	0.96		TTRBX
	DODLX	RECAX	ANAZX	ARTFX	SBFCX	TECIX	TTRBX

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Risk-Adjusted Indicators

There is a big difference between CAUSX Mutual Fund performing well and Us Government 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 Us Government'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
DODLX	0.26	0.04	(0.14)	3.15	0.26	(0.30)	0.55	(0.46)	2.13
RECAX	0.79	0.16	0.09	0.36	0.93	(0.95)	2.01	(1.70)	6.68
ANAZX	0.20	0.02	(0.28)	(1.20)	0.16	(0.27)	0.44	(0.44)	1.31
ARTFX	0.18	0.02	(0.14)	0.31	0.21	(0.23)	0.55	(0.34)	1.13
SBFCX	0.44	0.00	(0.08)	0.09	0.72	(0.44)	0.90	(1.32)	3.75
TECIX	0.18	0.01	(0.18)	0.74	0.27	(0.24)	0.54	(0.34)	1.66
TTRBX	0.18	0.01	(0.30)	(0.61)	0.21	(0.21)	0.40	(0.40)	1.01

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Us Government Correlations

Us Government Correlation With Market

Good diversification

Moving together with CAUSX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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