Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTVNX Fund  USD 33.73  0.31  0.93%   
The current 90-days correlation between Fuller Thaler Behavioral and Jpmorgan High Yield is 0.09 (i.e., Significant diversification). 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

Good diversification

The correlation between Fuller Thaler Behavioral and DJI is -0.15 (i.e., Good 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 board of governors.

Moving together with Fuller Mutual Fund

  0.86FTHNX Fuller Thaler BehavioralPairCorr
  0.89FTHSX Fuller Thaler BehavioralPairCorr
  0.9FTMSX Fuller Thaler BehavioralPairCorr
  0.86FTSAX Fuller Thaler BehavioralPairCorr
  0.87FTSIX Fuller Thaler BehavioralPairCorr
  0.89FTVAX Fuller Thaler BehavioralPairCorr
  0.89FTVCX Fuller Thaler BehavioralPairCorr
  0.9FTXFX Fuller Thaler BehavioralPairCorr
  0.89FTVSX Fuller Thaler BehavioralPairCorr
  0.89FTZAX Fuller Thaler BehavioralPairCorr
  0.82FTZCX Fuller Thaler BehavioralPairCorr
  0.89FTZIX Fuller Thaler BehavioralPairCorr
  0.89FTXSX Fuller Thaler BehavioralPairCorr
  0.89VMVAX Vanguard Mid CapPairCorr
  0.91JVMAX John Hancock DisciplinedPairCorr
  0.91JVMIX John Hancock DisciplinedPairCorr
  0.89VMVIX Vanguard Mid CapPairCorr
  0.87JMVZX Jpmorgan Mid CapPairCorr
  0.88JMVRX Jpmorgan Mid CapPairCorr
  0.98JMVQX Jpmorgan Mid CapPairCorr
  0.88JMVYX Jpmorgan Mid CapPairCorr
  0.87JMVPX Jpmorgan Mid CapPairCorr
  0.89VETAX Victory Sycamore EstPairCorr
  0.8CPAYX Columbia Pacific/asiaPairCorr
  0.73CASAX Columbia PacificasiaPairCorr
  0.72CASCX Columbia PacificasiaPairCorr
  0.8CISGX Touchstone Sands CapitalPairCorr
  0.88MGHRX Morgan Stanley InstiPairCorr
  0.88MGRPX Growth Portfolio ClassPairCorr
  0.89JSJIX Small Cap GrowthPairCorr
  0.75GBCAX Gabelli DividendPairCorr
  0.89ETIMX Eventide Multi AssetPairCorr
  0.78IMRXX Aim Treasurers SeriesPairCorr
  0.87WCFEX Investment ManagersPairCorr
  0.9DADGX Dunham Small CapPairCorr
  0.92COTZX Columbia ThermostatPairCorr
  0.9TRUBX T Rowe PricePairCorr
  0.82PIMSX Virtus Multi SectorPairCorr

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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