Cullen Small Correlations

CUSCX Fund

USD 11.26 0.04 0.36%

The current 90-days correlation between Cullen Small Cap and Dodge International Stock is -0.17 (i.e., Good diversification). The correlation of Cullen Small 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.

Cullen Small Correlation With Market

Poor diversification

The correlation between Cullen Small Cap and DJI is 0.67 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cullen Small Cap 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 Cullen Small Cap. 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 main economic indicators.

Moving together with Cullen Mutual Fund

0.81	CUSIX	Cullen Small Cap	Pair Corr
0.63	CVLVX	Cullen Value	Pair Corr
0.82	CVLFX	Cullen Value	Pair Corr
0.63	CVLEX	Cullen Value	Pair Corr
0.78	ENHNX	Cullen Enhanced Equity	Pair Corr
0.61	ENHCX	Cullen Enhanced Equity	Pair Corr
0.63	CHDEX	Cullen High Dividend	Pair Corr
0.81	CHVCX	Cullen High Dividend	Pair Corr
0.74	CIHIX	Cullen International High	Pair Corr
0.63	VSIIX	Vanguard Small Cap	Pair Corr
0.63	VISVX	Vanguard Small Cap	Pair Corr
0.65	DFSVX	Us Small Cap	Pair Corr
0.64	DFFVX	Us Targeted Value	Pair Corr
0.65	UBVCX	Undiscovered Managers	Pair Corr
0.62	UBVAX	Undiscovered Managers	Pair Corr
0.62	UBVSX	Undiscovered Managers	Pair Corr
0.65	AVFIX	American Beacon Small	Pair Corr
0.69	MSFRX	Mfs Total Return	Pair Corr

Moving against Cullen Mutual Fund

0.53	XNBHX	Neuberger Berman Int	Pair Corr
0.41	XDSMX	Dreyfus Strategic	Pair Corr

Related Correlations Analysis

	DODFX	TOIIX	JGECX	FREIX	RTIUX	GMADX	HCEGX
DODFX		0.98	0.99	0.95	1.0	0.98	0.97	DODFX
TOIIX	0.98		0.97	0.94	0.98	0.98	0.96	TOIIX
JGECX	0.99	0.97		0.97	0.99	0.99	0.98	JGECX
FREIX	0.95	0.94	0.97		0.95	0.96	0.97	FREIX
RTIUX	1.0	0.98	0.99	0.95		0.98	0.97	RTIUX
GMADX	0.98	0.98	0.99	0.96	0.98		0.99	GMADX
HCEGX	0.97	0.96	0.98	0.97	0.97	0.99		HCEGX
	DODFX	TOIIX	JGECX	FREIX	RTIUX	GMADX	HCEGX

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Risk-Adjusted Indicators

There is a big difference between Cullen Mutual Fund performing well and Cullen Small 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 Cullen Small'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
DODFX	0.52	0.26	0.18	(3.37)	0.12	(0.62)	1.50	(0.81)	3.43
TOIIX	0.47	0.18	0.13	0.78	0.28	(0.56)	1.15	(0.87)	3.25
JGECX	0.52	0.20	0.08	(2.83)	0.33	(0.58)	1.49	(1.04)	3.38
FREIX	0.55	0.22	0.10	(2.06)	0.40	(0.62)	1.52	(0.95)	4.22
RTIUX	0.47	0.23	0.15	(4.66)	0.06	(0.58)	1.57	(0.85)	2.99
GMADX	0.50	0.12	0.09	0.33	0.30	(0.59)	1.41	(1.09)	3.02
HCEGX	0.64	0.11	0.10	0.25	0.51	(0.71)	2.08	(1.09)	4.90

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