Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTXSX Fund  USD 45.80  0.07  0.15%   
The current 90-days correlation between Fuller Thaler Behavioral and T Rowe Price is -0.03 (i.e., Good 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

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.8 (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 state.

Moving together with Fuller Mutual Fund

  0.97FTHNX Fuller Thaler BehavioralPairCorr
  0.97FTHSX Fuller Thaler BehavioralPairCorr
  0.94FTMSX Fuller Thaler BehavioralPairCorr
  0.93FTSAX Fuller Thaler BehavioralPairCorr
  0.96FTSIX Fuller Thaler BehavioralPairCorr
  0.94FTVAX Fuller Thaler BehavioralPairCorr
  0.94FTVCX Fuller Thaler BehavioralPairCorr
  1.0FTXFX Fuller Thaler BehavioralPairCorr
  0.95FTVNX Fuller Thaler BehavioralPairCorr
  0.95FTVSX Fuller Thaler BehavioralPairCorr
  0.95FTVZX Fuller Thaler BehavioralPairCorr
  0.97FTZAX Fuller Thaler BehavioralPairCorr
  0.97FTZCX Fuller Thaler BehavioralPairCorr
  0.94FTZIX Fuller Thaler BehavioralPairCorr
  1.0FTXNX Fuller Thaler BehavioralPairCorr
  0.97VSGAX Vanguard Small CapPairCorr
  0.99VSGIX Vanguard Small CapPairCorr
  0.99VISGX Vanguard Small CapPairCorr
  0.99VEXPX Vanguard ExplorerPairCorr
  0.99VEXRX Vanguard ExplorerPairCorr
  0.97JGMIX Janus TritonPairCorr
  0.97JGMRX Janus TritonPairCorr
  0.95JGMAX Janus TritonPairCorr
  0.98JGMCX Janus TritonPairCorr
  0.95JGMNX Janus TritonPairCorr
  0.67GAAKX Gmo Alternative AlloPairCorr
  0.66GAAGX Gmo Alternative AlloPairCorr
  0.96JSIPX Jpmorgan SmartretirementPairCorr
  0.92DURCX Deutsche European EquityPairCorr
  0.96RPNIX Riverpark/next CenturyPairCorr
  0.88RSFYX Victory Floating RatePairCorr
  0.73FREAX Nuveen Real EstatePairCorr
  0.98BIAFX Brown Advisory FlexiblePairCorr

Moving against Fuller Mutual Fund

  0.57GPMFX Guidepath Managed FuturesPairCorr
  0.38PQTAX Pimco Trends ManagedPairCorr
  0.37PQTNX Pimco Trends ManagedPairCorr
  0.33PQTIX Aa Pimco TrPairCorr

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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