Forester Value Correlations

FVRLX Fund

USD 6.26 0.01 0.16%

The current 90-days correlation between Forester Value and Forester Value Fund is 0.97 (i.e., Almost no diversification). The correlation of Forester Value 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.

Forester Value Correlation With Market

Significant diversification

The correlation between Forester Value Fund and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Forester Value Fund 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 Forester Value Fund. 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 bureau of economic analysis.

Moving together with Forester Mutual Fund

0.99	FVALX	Forester Value	Pair Corr
0.77	FVILX	Forester Value	Pair Corr

Moving against Forester Mutual Fund

0.69	VITSX	Vanguard Total Stock	Pair Corr
0.69	VFIAX	Vanguard 500 Index	Pair Corr
0.68	VSTSX	Vanguard Total Stock	Pair Corr
0.68	VSMPX	Vanguard Total Stock	Pair Corr
0.68	VFFSX	Vanguard 500 Index	Pair Corr
0.66	DOXGX	Dodge Cox Stock	Pair Corr
0.66	DODGX	Dodge Stock Fund	Pair Corr
0.66	VTISX	Vanguard Total Inter	Pair Corr
0.65	AFMFX	American Mutual	Pair Corr
0.65	FFMMX	American Funds American	Pair Corr
0.65	FFFMX	American Funds American	Pair Corr
0.63	AMRMX	American Mutual	Pair Corr
0.62	VVIAX	Vanguard Value Index	Pair Corr
0.62	AMFFX	American Mutual	Pair Corr
0.62	AMFCX	American Mutual	Pair Corr
0.62	VIVAX	Vanguard Value Index	Pair Corr
0.7	BARIX	Baron Asset Fund	Pair Corr
0.7	VQSRX	Virtus Kar Small	Pair Corr
0.69	VINIX	Vanguard Institutional	Pair Corr
0.69	BRGKX	Blckrck Fds Iii	Pair Corr
0.69	JRSDX	Intech Managed Volatility	Pair Corr
0.68	VTPSX	Vanguard Total Inter	Pair Corr
0.68	VTSAX	Vanguard Total Stock	Pair Corr
0.68	GMVAX	Goldman Sachs Smallmid	Pair Corr
0.67	HNSGX	Harbor Small Cap	Pair Corr
0.66	VTSNX	Vanguard Total Inter	Pair Corr
0.63	JNVMX	Jpmorgan International	Pair Corr
0.61	GGDPX	Goldman Sachs Intern	Pair Corr
0.61	COAVX	Columbia Overseas Value	Pair Corr
0.51	WTCOX	Westcore Orado Tax	Pair Corr
0.5	DULTX	Delaware Investments	Pair Corr
0.71	CFNDX	Cargile Fund	Pair Corr
0.7	MXBOX	Great West Lifetime	Pair Corr

Related Correlations Analysis

	FVALX	FVILX	FVRLX	SUTXX	SSDWX	FLRMX	TILWX	INFCX	FCPCX	FGUAX
FVALX		0.77	0.99	-0.52	-0.63	-0.63	-0.66	-0.64	-0.65	-0.42	FVALX
FVILX	0.77		0.77	-0.47	-0.56	-0.54	-0.58	-0.51	-0.57	-0.37	FVILX
FVRLX	0.99	0.77		-0.54	-0.67	-0.67	-0.7	-0.67	-0.69	-0.46	FVRLX
SUTXX	-0.52	-0.47	-0.54		0.76	0.81	0.75	0.67	0.8	0.65	SUTXX
SSDWX	-0.63	-0.56	-0.67	0.76		0.89	0.99	0.91	0.99	0.92	SSDWX
FLRMX	-0.63	-0.54	-0.67	0.81	0.89		0.88	0.82	0.92	0.73	FLRMX
TILWX	-0.66	-0.58	-0.7	0.75	0.99	0.88		0.88	0.98	0.91	TILWX
INFCX	-0.64	-0.51	-0.67	0.67	0.91	0.82	0.88		0.91	0.84	INFCX
FCPCX	-0.65	-0.57	-0.69	0.8	0.99	0.92	0.98	0.91		0.88	FCPCX
FGUAX	-0.42	-0.37	-0.46	0.65	0.92	0.73	0.91	0.84	0.88		FGUAX
	FVALX	FVILX	FVRLX	SUTXX	SSDWX	FLRMX	TILWX	INFCX	FCPCX	FGUAX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FVRLX	+ 0.99	FVALX
TILWX	+ 0.99	SSDWX
FCPCX	+ 0.99	SSDWX
FCPCX	+ 0.98	TILWX
FGUAX	+ 0.92	SSDWX
FCPCX	+ 0.92	FLRMX

High negative correlations

TILWX	- 0.7	FVRLX
FCPCX	- 0.69	FVRLX
INFCX	- 0.67	FVRLX
FLRMX	- 0.67	FVRLX
SSDWX	- 0.67	FVRLX
TILWX	- 0.66	FVALX

Risk-Adjusted Indicators

There is a big difference between Forester Mutual Fund performing well and Forester Value 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 Forester Value'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FVALX	0.30	0.00	0.00	0.00	0.00	0.00	0.52	(0.52)	1.57
FVILX	0.28	(0.03)	0.00	(6.26)	0.00	0.00	0.50	(0.50)	1.51
FVRLX	0.27	(0.04)	0.00	(2.94)	0.00	0.00	0.64	(0.48)	1.44
SUTXX	0.03	0.00	0.00	1.47	0.00	0.00	0.00	0.00	1.01
SSDWX	0.47	0.22	0.10	(2.88)	0.26	(0.54)	1.64	(1.13)	3.18
FLRMX	0.31	0.07	(0.10)	(6.90)	0.52	(0.32)	0.96	(0.70)	3.29
TILWX	0.82	0.32	0.18	(7.19)	0.64	(0.98)	2.56	(1.45)	5.70
INFCX	0.71	0.13	0.01	1.81	0.72	(0.76)	1.52	(1.37)	5.25
FCPCX	0.61	0.26	0.15	(2.58)	0.19	(0.68)	1.62	(1.07)	3.84
FGUAX	0.06	0.01	(1.15)	7.34	0.00	(0.16)	0.10	(0.10)	0.52

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