Value Fund Correlations

Mutual Funds . USA . 
Fund . The Value Fund
CFVLX Fund  USD 33.45  0.03  0.09%   
The current 90-days correlation between Value Fund and Cullen High Dividend is 0.94 (i.e., Almost no diversification). The correlation of Value Fund 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.

Value Fund Correlation With Market

Good diversification

The correlation between The Value Fund and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Value 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 The Value 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 bureau of economic analysis.

Moving together with Value Mutual Fund

  0.91KTXIX Kansas TaxPairCorr
  0.92CFAGX Midcap GrowthPairCorr
  0.72CFBNX Bond FundPairCorr
  0.95CFGRX Growth FundPairCorr
  0.85CFMOX Missouri TaxPairCorr
  0.9CFNLX National TaxPairCorr
  0.97CFMVX Commerce Midcap ValuePairCorr
  0.81CFSTX Short TermPairCorr
  0.96VVIAX Vanguard Value IndexPairCorr
  0.95DOXGX Dodge Cox StockPairCorr
  0.97AFMFX American MutualPairCorr
  0.97FFMMX American Funds AmericanPairCorr
  0.97FFFMX American Funds AmericanPairCorr
  0.98AMRMX American MutualPairCorr
  0.99AMFFX American MutualPairCorr
  0.99AMFCX American MutualPairCorr
  0.95DODGX Dodge Stock FundPairCorr
  0.96VIVAX Vanguard Value IndexPairCorr
  0.96PFN Pimco Income StrategyPairCorr
  0.93CIF Mfs Intermediate HighPairCorr
  0.9PCF Putnam High IncomePairCorr
  0.97VFINX Vanguard 500 IndexPairCorr
  0.94LRAGX Lord Abbett InternationalPairCorr
  0.93MRLSX Amg Renaissance LargePairCorr
  0.98UPDDX Upright Growth IncomePairCorr
  0.97FRCYX Fidelity SustainablePairCorr
  0.94HRSRX Hood River SmallPairCorr
  0.93THMGX Thornburg InvestmentPairCorr
  0.98BERBX Carillon Chartwell MidPairCorr
  0.95SVAIX Federated Strategic ValuePairCorr
  0.95FTESX Templeton EmergingPairCorr
  0.89AQRNX Aqr Risk ParityPairCorr
  0.94DDVRX Delaware ValuePairCorr
  0.97RMVRX Rbc Emerging MarketsPairCorr

Moving against Value Mutual Fund

  0.61XNBHX Neuberger Berman IntPairCorr
  0.57XDSMX Dreyfus StrategicPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Value Mutual Fund performing well and Value Fund 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 Value Fund'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.

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