Retirement Living Correlations

JRLHX Fund

USD 10.87 0.04 0.37%

The current 90-days correlation between Retirement Living Through and Massmutual Premier Diversified is 0.46 (i.e., Very weak diversification). The correlation of Retirement Living 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.

Retirement Living Correlation With Market

Poor diversification

The correlation between Retirement Living Through and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Retirement Living Through and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Retirement Living Through. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Retirement Mutual Fund

0.99	FSNKX	Fidelity Freedom 2010	Pair Corr
0.97	RRTAX	T Rowe Price	Pair Corr
0.98	PARAX	T Rowe Price	Pair Corr
0.99	AAATX	American Funds 2010	Pair Corr
0.98	FAATX	American Funds 2010	Pair Corr
0.97	CCATX	American Funds 2010	Pair Corr
0.99	FFFCX	Fidelity Freedom 2010	Pair Corr
0.99	FOTKX	Fidelity Freedom 2010	Pair Corr
0.99	REATX	American Funds 2010	Pair Corr
0.98	RAATX	American Funds 2010	Pair Corr
0.92	VSTSX	Vanguard Total Stock	Pair Corr
0.92	VSMPX	Vanguard Total Stock	Pair Corr
0.92	VITSX	Vanguard Total Stock	Pair Corr
0.92	VFFSX	Vanguard 500 Index	Pair Corr
0.92	VFIAX	Vanguard 500 Index	Pair Corr
0.96	VTISX	Vanguard Total Inter	Pair Corr
0.96	VTSNX	Vanguard Total Inter	Pair Corr
0.97	VTPSX	Vanguard Total Inter	Pair Corr
0.92	VINIX	Vanguard Institutional	Pair Corr
0.92	VTSAX	Vanguard Total Stock	Pair Corr
0.96	FPXIX	Fidelity Advisor 529	Pair Corr
0.88	GPICX	Guidepath Conservative	Pair Corr
0.8	IBM	International Business	Pair Corr
0.88	GE	GE Aerospace	Pair Corr
0.75	CAT	Caterpillar	Pair Corr
0.64	WMT	Walmart	Pair Corr
0.61	MMM	3M Company	Pair Corr
0.7	AXP	American Express	Pair Corr
0.77	INTC	Intel Aggressive Push	Pair Corr

Moving against Retirement Mutual Fund

0.71	VZ	Verizon Communications	Pair Corr
0.7	T	ATT Inc	Pair Corr
0.57	PG	Procter Gamble	Pair Corr
0.43	DIS	Walt Disney	Pair Corr
0.41	HD	Home Depot	Pair Corr

Related Correlations Analysis

	MDBYX	LAVVX	ABRTX	FLDFX	REMVX	QDIBX	ARTNX	RNECX
MDBYX		0.74	0.83	0.85	0.83	0.93	0.79	0.85	MDBYX
LAVVX	0.74		0.77	0.88	0.84	0.61	0.92	0.82	LAVVX
ABRTX	0.83	0.77		0.94	0.93	0.74	0.91	0.95	ABRTX
FLDFX	0.85	0.88	0.94		0.9	0.71	0.94	0.98	FLDFX
REMVX	0.83	0.84	0.93	0.9		0.75	0.92	0.91	REMVX
QDIBX	0.93	0.61	0.74	0.71	0.75		0.7	0.71	QDIBX
ARTNX	0.79	0.92	0.91	0.94	0.92	0.7		0.92	ARTNX
RNECX	0.85	0.82	0.95	0.98	0.91	0.71	0.92		RNECX
	MDBYX	LAVVX	ABRTX	FLDFX	REMVX	QDIBX	ARTNX	RNECX

Risk-Adjusted Indicators

There is a big difference between Retirement Mutual Fund performing well and Retirement Living 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 Retirement Living'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
MDBYX	0.15	0.03	0.03	1.11	0.00	(0.20)	0.35	(0.24)	0.83
LAVVX	0.46	0.03	0.04	0.07	0.56	(0.49)	0.99	(0.98)	3.08
ABRTX	0.46	0.03	0.03	0.08	0.62	(0.45)	0.99	(1.07)	3.81
FLDFX	0.41	0.03	0.03	0.06	0.56	(0.40)	0.89	(0.73)	2.65
REMVX	0.65	0.13	0.13	0.22	0.73	(0.73)	1.38	(0.83)	4.64
QDIBX	0.18	0.02	0.02	(0.90)	0.06	(0.22)	0.44	(0.33)	1.09
ARTNX	0.50	0.03	0.04	0.06	0.65	(0.50)	0.99	(0.97)	3.81
RNECX	0.73	0.05	0.04	0.07	1.03	(0.71)	1.39	(1.48)	4.90

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