Dean Small Correlations

Mutual Funds . USA . 
Fund . Dean Small Cap
DASCX Fund  USD 18.13  0.12  0.66%   
The current 90-days correlation between Dean Small Cap and Unified Series Trust is 0.75 (i.e., Poor diversification). The correlation of Dean 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.

Dean Small Correlation With Market

Poor diversification

The correlation between Dean Small Cap and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dean Small Cap and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Dean 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 Dean Mutual Fund

  0.94DAEIX Unified Series TrustPairCorr
  0.93DALCX Dean Mid CapPairCorr
  0.98VSIIX Vanguard Small CapPairCorr
  0.98VISVX Vanguard Small CapPairCorr
  0.99DFSVX Us Small CapPairCorr
  0.99DFFVX Us Targeted ValuePairCorr
  0.99UBVCX Undiscovered ManagersPairCorr
  0.99UBVAX Undiscovered ManagersPairCorr
  0.99UBVSX Undiscovered ManagersPairCorr
  0.99AVFIX American Beacon SmallPairCorr
  0.94FTYPX Fidelity Freedom IndexPairCorr
  0.94FFBTX Fidelity Freedom BlendPairCorr
  0.81GAAVX Gmo Alternative AlloPairCorr
  0.98GCAVX Gmo Small CapPairCorr
  0.95GQLOX Gmo Quality FundPairCorr
  0.93GHVIX Gmo High YieldPairCorr
  0.96GMCQX Gmo Equity AllocationPairCorr
  0.86NOITX Northern IntermediatePairCorr
  0.88MKVHX Mfs Series TrustPairCorr
  0.9IHIAX Federated Emerging MarketPairCorr
  0.93BOPCX Sterling Capital SpecialPairCorr
  0.94NBMOX Neuberger Berman SmallPairCorr
  0.94JPGSX Jpmorgan Intrepid GrowthPairCorr
  0.95JABEX Jhancock MultimanagerPairCorr
  0.95CHCCX Ab Discovery GrowthPairCorr
  0.91MIOIX Morgan Stanley InstiPairCorr
  0.74WAASX Western Asset TotalPairCorr
  0.95RAFAX Amcap Fund ClassPairCorr
  0.69GBEMX Victory Sophus EmergingPairCorr
  0.86UGSDX Us Government SecuritiesPairCorr
  0.98ARSVX Amg River RoadPairCorr
  0.94SEKCX Deutsche Emerging MarketsPairCorr
  0.93FEAMX First Eagle FundPairCorr
  0.86TRBUX T Rowe PricePairCorr
  0.91MIDGX Mfs International NewPairCorr
  0.93RNPFX New PerspectivePairCorr
  0.95SNOAX Snow Capital OpportunityPairCorr
  0.97ARZMX Amg River RoadPairCorr

Moving against Dean Mutual Fund

  0.35GABFX Gmo Asset AllocationPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Dean Mutual Fund performing well and Dean 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 Dean 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
DAEIX  0.58  0.01 (0.05) 0.15  0.62 
(0.62)
 1.37 
(1.15)
 3.53 
DASCX  1.10  0.05  0.06  0.18  1.02 
(1.30)
 2.77 
(1.82)
 7.43 
WSMGX  0.85  0.08  0.07  0.20  0.85 
(0.97)
 2.14 
(1.52)
 5.51 
VAIGX  0.82  0.19  0.15  0.41  0.47 
(0.92)
 2.58 
(1.49)
 4.52 
FEGRX  0.40  0.09  0.01  0.39  0.08 
(0.43)
 1.11 
(0.66)
 2.32 
FOBPX  0.37  0.06  0.00  0.26  0.26 
(0.42)
 1.08 
(0.81)
 2.96 
GVCAX  0.48  0.11  0.05  0.32  0.50 
(0.53)
 1.03 
(1.11)
 3.40 
GEGTX  0.83  0.17  0.16  0.29  0.69 
(0.97)
 2.47 
(1.37)
 6.06 
BDJ  0.62  0.06  0.02  0.22  0.60 
(0.66)
 1.39 
(1.27)
 4.39 
VIIIX  0.65  0.11  0.11  0.25  0.56 
(0.73)
 2.03 
(1.11)
 4.88 

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