Victory Integrity Correlations

MRVSX Fund

USD 26.12 0.14 0.53%

The current 90-days correlation between Victory Integrity Small and Victory Rs International is 0.55 (i.e., Very weak diversification). The correlation of Victory Integrity 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.

Victory Integrity Correlation With Market

Poor diversification

The correlation between Victory Integrity Small Cap and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Victory Integrity Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Victory Integrity Small Cap. 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 Victory Mutual Fund

0.86	GUBGX	Victory Rs International	Pair Corr
0.93	GUHYX	Victory High Yield	Pair Corr
0.99	GETGX	Victory Sycamore Est	Pair Corr
0.99	MMEYX	Victory Integrity	Pair Corr
0.95	MNNCX	Victory Munder Multi	Pair Corr
0.95	MNNYX	Victory Munder Multi	Pair Corr
0.95	RSEJX	Victory Rs Small	Pair Corr
0.86	RSIRX	Victory Rs International	Pair Corr
0.98	RSPKX	Victory Rs Partners	Pair Corr
0.95	RSSRX	Victory Rs Select	Pair Corr
1.0	VSOIX	Victory Sycamore Small	Pair Corr
1.0	VSORX	Victory Sycamore Small	Pair Corr
1.0	VSOYX	Victory Sycamore Small	Pair Corr
0.99	MRIMX	Victory Integrity Mid	Pair Corr
0.99	MAISX	Victory Integrity	Pair Corr
0.91	MAIRX	Victory Trivalent	Pair Corr
0.91	MASCX	Victory Munder Small	Pair Corr
0.89	MSSIX	Victory Trivalent	Pair Corr
0.95	VDSIX	Victory Diversified Stock	Pair Corr
0.66	REMKX	Victory Sophus Emerging	Pair Corr
0.95	VDSRX	Victory Diversified Stock	Pair Corr
0.95	VDSYX	Victory Diversified Stock	Pair Corr
0.99	VEVIX	Victory Sycamore Est	Pair Corr
0.99	VEVYX	Victory Sycamore Est	Pair Corr
0.99	VEVRX	Victory Sycamore Est	Pair Corr
0.99	MCIMX	Victory Integrity Mid	Pair Corr
0.61	VFFRX	Victory Incore	Pair Corr
0.94	RGGCX	Victory Rs Global	Pair Corr
0.94	RGGKX	Victory Rs Global	Pair Corr
0.94	RGGRX	Victory Rs Global	Pair Corr

Related Correlations Analysis

	GUBGX	GUHYX	GETGX	MMEYX	MNNCX	MNNYX	GGIFX	RSEJX	RSIRX	RSHCX
GUBGX		0.92	0.89	0.9	0.93	0.93	0.59	0.95	1.0	0.3	GUBGX
GUHYX	0.92		0.93	0.96	0.98	0.98	0.71	0.96	0.92	0.17	GUHYX
GETGX	0.89	0.93		0.98	0.96	0.96	0.52	0.97	0.89	0.24	GETGX
MMEYX	0.9	0.96	0.98		0.98	0.98	0.6	0.97	0.9	0.18	MMEYX
MNNCX	0.93	0.98	0.96	0.98		1.0	0.63	0.98	0.93	0.16	MNNCX
MNNYX	0.93	0.98	0.96	0.98	1.0		0.63	0.98	0.93	0.16	MNNYX
GGIFX	0.59	0.71	0.52	0.6	0.63	0.63		0.57	0.59	0.26	GGIFX
RSEJX	0.95	0.96	0.97	0.97	0.98	0.98	0.57		0.95	0.23	RSEJX
RSIRX	1.0	0.92	0.89	0.9	0.93	0.93	0.59	0.95		0.3	RSIRX
RSHCX	0.3	0.17	0.24	0.18	0.16	0.16	0.26	0.23	0.3		RSHCX
	GUBGX	GUHYX	GETGX	MMEYX	MNNCX	MNNYX	GGIFX	RSEJX	RSIRX	RSHCX

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Risk-Adjusted Indicators

There is a big difference between Victory Mutual Fund performing well and Victory Integrity 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 Victory Integrity'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
GUBGX	0.55	0.11	0.04	0.39	0.56	(0.59)	1.28	(1.32)	3.25
GUHYX	0.15	0.05	(0.25)	0.52	0.00	(0.30)	0.55	(0.18)	1.11
GETGX	0.67	0.03	0.01	0.17	0.68	(0.78)	1.90	(1.20)	5.01
MMEYX	0.98	0.17	0.15	0.29	0.88	(1.13)	2.58	(1.76)	6.07
MNNCX	0.66	0.14	0.13	0.28	0.55	(0.73)	2.04	(1.29)	4.67
MNNYX	0.66	0.14	0.14	0.29	0.54	(0.73)	2.06	(1.29)	4.72
GGIFX	0.09	0.00	(0.69)	(0.93)	0.05	(0.15)	0.15	(0.15)	0.59
RSEJX	0.94	0.10	0.09	0.22	0.80	(1.04)	2.49	(1.76)	6.22
RSIRX	0.55	0.11	0.04	0.40	0.54	(0.59)	1.30	(1.28)	3.32
RSHCX	0.20	(0.04)	0.00	(1.01)	0.00	0.00	0.44	(0.55)	1.77

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Victory Integrity Correlations

Victory Integrity Correlation With Market

Poor diversification

Moving together with Victory Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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