Frost Low Correlations

Mutual Funds . USA . 
Fund . Frost Low Duration
FILDX Fund  USD 9.92  0.01  0.10%   
The current 90-days correlation between Frost Low Duration and Frost Growth Equity is -0.05 (i.e., Good diversification). The correlation of Frost Low 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.

Frost Low Correlation With Market

Good diversification

The correlation between Frost Low Duration and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Frost Low Duration 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 Frost Low Duration. 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 unemployment.

Moving together with Frost Mutual Fund

  0.77FACEX Frost Growth EquityPairCorr
  0.99FADLX Frost Low DurationPairCorr
  0.92FAJEX Frost Total ReturnPairCorr
  0.93FATRX Frost Total ReturnPairCorr
  0.91FCFIX Frost CreditPairCorr
  0.91FCFBX Fidelity Advisor FreedomPairCorr
  0.91FCFAX Frost CreditPairCorr
  0.77FICEX Frost Growth EquityPairCorr
  0.9VBIRX Vanguard Short TermPairCorr
  0.88VFSUX Vanguard Short TermPairCorr
  0.96VFSIX Vanguard Short TermPairCorr
  0.96VFSTX Vanguard Short TermPairCorr
  0.97VBITX Vanguard Short TermPairCorr
  0.97VBISX Vanguard Short TermPairCorr
  0.89LALDX Lord Abbett ShortPairCorr
  0.97VSCSX Vanguard Short TermPairCorr
  0.93LDLAX Lord Abbett ShortPairCorr
  0.9LDLRX Lord Abbett ShortPairCorr
  0.87PFN Pimco Income StrategyPairCorr
  0.81CIF Mfs Intermediate HighPairCorr
  0.77PCF Putnam High IncomePairCorr
  0.76SMGAX Saat Servative StrategyPairCorr
  0.77PPNMX Smallcap GrowthPairCorr
  0.81FBKFX Fidelity BalancedPairCorr
  0.79HRNRX Hood River New Steady GrowthPairCorr
  0.7MSQLX International EquityPairCorr
  0.91PRVDX Versatile Bond PortfolioPairCorr
  0.78MAANX Mutual Of AmericaPairCorr
  0.85SMHYX Aim Counselor SeriesPairCorr
  0.76FIFRX Franklin GrowthPairCorr
  0.88TEIMX T Rowe PricePairCorr
  0.81FSELX Fidelity Select SemiPairCorr
  0.75FIWCX Fidelity Sai InternaPairCorr
  0.8ISGAX Voya Solution BalancedPairCorr

Moving against Frost Mutual Fund

  0.44XNBHX Neuberger Berman IntPairCorr
  0.41XDSMX Dreyfus StrategicPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Frost Mutual Fund performing well and Frost Low 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 Frost Low'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
FACEX  0.77  0.16  0.16  0.30  0.67 
(0.91)
 2.34 
(1.38)
 5.13 
FADLX  0.11  0.01 (0.64) 2.42  0.00 
(0.13)
 0.20 
(0.30)
 0.51 
FAJEX  0.20  0.00 (0.48) 0.15  0.17 
(0.24)
 0.32 
(0.41)
 0.94 
FATRX  0.20  0.00 (0.46) 0.17  0.19 
(0.21)
 0.31 
(0.42)
 1.04 
FCFIX  0.13  0.03 (0.46) 0.47  0.00 
(0.17)
 0.32 
(0.22)
 0.87 
FCFBX  0.14  0.03 (0.51) 0.47  0.00 
(0.19)
 0.32 
(0.22)
 0.76 
FCFAX  0.14  0.03 (0.46) 0.44  0.00 
(0.18)
 0.33 
(0.22)
 0.76 
FICEX  0.78  0.16  0.16  0.30  0.65 
(0.89)
 2.30 
(1.31)
 5.15 
FIJEX  0.20  0.01 (0.46)(9.52) 0.17 
(0.23)
 0.31 
(0.31)
 0.94 
FILDX  0.11  0.01 (0.61)(6.85) 0.00 
(0.15)
 0.20 
(0.20)
 0.61 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY