Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTHAX Fund  USD 45.47  0.20  0.44%   
The current 90-days correlation between Fuller Thaler Behavioral and Fuller Thaler Behavioral is 1.0 (i.e., No risk reduction). The correlation of Fuller Thaler 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.

Fuller Thaler Correlation With Market

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fuller Thaler Behavioral 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 Fuller Thaler Behavioral. 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 nation.

Moving together with Fuller Mutual Fund

  1.0FTHFX Fuller Thaler BehavioralPairCorr
  0.97FTXAX Fuller Thaler BehavioralPairCorr
  0.97FTXCX Fuller Thaler BehavioralPairCorr
  0.66FTZFX Fuller Thaler BehavioralPairCorr
  1.0FTYCX Fuller Thaler BehavioralPairCorr
  0.7VSMAX Vanguard Small CapPairCorr
  0.7VSCIX Vanguard Small CapPairCorr
  0.7VSCPX Vanguard Small CapPairCorr
  0.7NAESX Vanguard Small CapPairCorr
  0.68FSSNX Fidelity Small CapPairCorr
  0.63DFSTX Us Small CapPairCorr
  0.99PASVX T Rowe PricePairCorr
  0.71PRVIX T Rowe PricePairCorr
  0.71TRZVX T Rowe PricePairCorr
  0.71PRSVX T Rowe PricePairCorr
  0.71BTMPX Ishares Msci EafePairCorr
  0.91BTMKX Blackrock InternationalPairCorr
  0.72MDIIX Blackrock Intern IndexPairCorr
  0.66SPMPX Invesco Steelpath MlpPairCorr
  0.66MLPNX Oppenheimer Steelpath MlpPairCorr
  0.65SPMJX Invesco Steelpath MlpPairCorr
  0.62DIEZX Destinations InternationalPairCorr
  0.75MFBCX Mfs Porate BondPairCorr
  0.98CSDGX Copeland Smid CapPairCorr
  0.96MBERX Mainstay BalancedPairCorr
  0.97PAFFX T Rowe PricePairCorr
  0.83HUBAX Hartford Ultrashort BondPairCorr
  0.86ASIQX Strategic IncomePairCorr
  0.71TNURX 1290 Unconstrained BondPairCorr
  0.72MSGGX Meridian Small CapPairCorr
  0.92PMFKX Pioneer Multi AssetPairCorr
  0.97NUEIX Northern Quality EsgPairCorr
  0.65CIPIX Champlain Mid CapPairCorr
  0.64TLVAX Timothy Largemid CapPairCorr
  0.68CGAEX Calvert Global EnergyPairCorr
  0.61AFGZX Alger Global GrowthPairCorr
  0.92WFGGX Wcm Focused GlobalPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Fuller Mutual Fund performing well and Fuller Thaler 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 Fuller Thaler'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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