Catholic Rspnsbl Correlations
CRHSX Fund | USD 10.03 0.00 0.00% |
The current 90-days correlation between Catholic Rspnsbl Invst and Boston Partners Small is -0.1 (i.e., Good diversification). The correlation of Catholic Rspnsbl 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.
Catholic Rspnsbl Correlation With Market
Good diversification
The correlation between Catholic Rspnsbl Invst and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catholic Rspnsbl Invst and DJI in the same portfolio, assuming nothing else is changed.
Catholic |
Moving together with Catholic Mutual Fund
0.94 | CMMVX | Catholic Responsible | PairCorr |
0.94 | CMMSX | Catholic Responsible | PairCorr |
0.95 | CMNVX | Catholic Responsible | PairCorr |
0.95 | CMNSX | Catholic Responsible | PairCorr |
0.95 | CMPVX | Catholic Responsible | PairCorr |
0.94 | CMUVX | Catholic Responsible | PairCorr |
0.94 | CMUSX | Catholic Responsible | PairCorr |
0.73 | CRBVX | Catholic Responsible | PairCorr |
0.72 | CRBSX | Catholic Responsible | PairCorr |
0.94 | CRDSX | Catholic Responsible | PairCorr |
0.91 | CRLVX | Catholic Responsible | PairCorr |
0.95 | CRNSX | Catholic Responsible | PairCorr |
0.94 | CROVX | Catholic Responsible | PairCorr |
0.93 | CROSX | Catholic Responsible | PairCorr |
0.93 | CRQSX | Catholic Responsible | PairCorr |
0.9 | CRSSX | Catholic Responsible | PairCorr |
0.94 | CRTVX | Catholic Responsible | PairCorr |
0.94 | CRTSX | Catholic Responsible | PairCorr |
0.96 | PTSPX | Pimco Short Term | PairCorr |
0.92 | PTSHX | Short Term Fund | PairCorr |
0.92 | PSFAX | Short Term Fund | PairCorr |
0.93 | PTSRX | Short Term Fund | PairCorr |
0.96 | PSDNX | Putnam Ultra Short | PairCorr |
0.96 | LUSNX | Lord Abbett Ultra | PairCorr |
0.99 | VUBFX | Vanguard Ultra Short | PairCorr |
0.97 | PSDRX | Putnam Short Duration | PairCorr |
0.97 | PSDYX | Putnam Short Duration | PairCorr |
0.74 | NHS | Neuberger Berman High | PairCorr |
0.9 | CCYIX | Columbia Acorn Inter | PairCorr |
0.92 | VSPVX | Vanguard Sp 500 | PairCorr |
0.92 | AVCNX | American Century Etf | PairCorr |
0.88 | MLXIX | Catalyst Mlp Infrast | PairCorr |
0.96 | TNXAX | 1290 Doubleline Dynamic | PairCorr |
0.9 | SSCVX | Columbia Select Smaller | PairCorr |
0.9 | PRIKX | T Rowe Price | PairCorr |
0.74 | GCIGX | Gamco International | PairCorr |
0.95 | IASMX | Guinness Atkinson Asia | PairCorr |
0.95 | FFFCX | Fidelity Freedom 2010 | PairCorr |
0.93 | ICTEX | Icon Information Tec | PairCorr |
Related Correlations Analysis
0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | BPSCX | ||
0.99 | 0.96 | 0.99 | 0.98 | 0.99 | 0.98 | VVSCX | ||
0.99 | 0.96 | 0.97 | 0.99 | 0.98 | 0.99 | MGPIX | ||
0.99 | 0.99 | 0.97 | 0.99 | 1.0 | 0.99 | BOSVX | ||
0.99 | 0.98 | 0.99 | 0.99 | 1.0 | 1.0 | QRSVX | ||
0.99 | 0.99 | 0.98 | 1.0 | 1.0 | 0.99 | AVCNX | ||
0.99 | 0.98 | 0.99 | 0.99 | 1.0 | 0.99 | QRSAX | ||
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Risk-Adjusted Indicators
There is a big difference between Catholic Mutual Fund performing well and Catholic Rspnsbl 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 Catholic Rspnsbl'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
BPSCX | 0.96 | 0.05 | 0.04 | 0.29 | 0.91 | 2.52 | 10.87 | |||
VVSCX | 1.08 | 0.05 | 0.04 | 0.29 | 1.11 | 2.50 | 12.03 | |||
MGPIX | 1.00 | 0.03 | 0.05 | 0.26 | 0.91 | 2.50 | 13.89 | |||
BOSVX | 1.16 | 0.08 | 0.06 | 0.31 | 1.13 | 2.52 | 12.69 | |||
QRSVX | 0.96 | 0.08 | 0.07 | 0.32 | 0.84 | 2.20 | 11.53 | |||
AVCNX | 1.16 | 0.07 | 0.07 | 0.30 | 1.13 | 2.57 | 14.14 | |||
QRSAX | 0.96 | 0.08 | 0.07 | 0.32 | 0.84 | 2.15 | 11.53 |