Great West Correlations

Mutual Funds . USA . 
Fund . Great West Inflation Protected Securities
MXIOX Fund  USD 9.26  0.02  0.22%   
The current 90-days correlation between Great West Inflation and Great West Securefoundation Balanced is -0.08 (i.e., Good diversification). The correlation of Great West 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.

Great West Correlation With Market

Good diversification

The correlation between Great West Inflation Protected and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Great West Inflation Protected 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 Great West Inflation Protected Securities. 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 persons.

Moving together with Great Mutual Fund

  0.81SFBPX Great-west SecurefoundationPairCorr
  0.81MXAGX Great West LifetimePairCorr
  0.81MXAKX Great West LifetimePairCorr
  0.81MXAHX Great West LifetimePairCorr
  0.77MXBQX Great West LifetimePairCorr
  0.76MXBOX Great West LifetimePairCorr
  0.76MXBPX Great West ModeratelyPairCorr
  0.75MXBUX Great West SpPairCorr
  0.8MXCJX Great West SecurefouPairCorr
  0.83MXCOX Great West BondPairCorr
  0.75MXAPX Great West AggressivePairCorr
  0.79MXATX Great West LifetimePairCorr
  0.79MXAUX Great West LifetimePairCorr
  0.79MXAYX Great West LifetimePairCorr
  0.76MXBEX Great West LifetimePairCorr
  0.78MXBDX Great West LifetimePairCorr
  0.86MXBIX Great West BondPairCorr
  0.78MXBGX Great West LifetimePairCorr
  0.71MXECX Great West EPairCorr
  0.79MXEBX Great West EPairCorr
  0.99MXEGX Great West EPairCorr
  0.9MXEDX Great West EPairCorr
  0.79MXEOX Great West EmergingPairCorr
  0.79MXENX Great West EmergingPairCorr
  0.8MXELX Great West LifetimePairCorr
  0.75MXERX Great West SpPairCorr
  0.82MXCPX Great West ServativePairCorr
  0.78MXDQX Great West GovernmentPairCorr
  0.79MXDPX Great West ModeratelyPairCorr
  0.77MXGBX Great West TempletonPairCorr
  0.76MXGNX Great West LifetimePairCorr
  0.81MXGMX Great West GovernmentPairCorr
  0.78MXGSX Great West MultiPairCorr
  0.75MXGQX Great West LifetimePairCorr
  0.77MXGPX Great West ModeratePairCorr
  0.75MXGTX Great West AggressivePairCorr
  0.76MXGUX Great West LifetimePairCorr
  0.88MXFDX Great West EPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Great Mutual Fund performing well and Great West 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 Great West'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SFBPX  0.36  0.07 (0.03) 0.30  0.24 
(0.43)
 1.25 
(0.76)
 2.68 
MXAGX  0.27  0.05 (0.13) 0.31  0.00 
(0.35)
 0.86 
(0.46)
 1.86 
MXAKX  0.26  0.05 (0.14) 0.32  0.00 
(0.34)
 0.86 
(0.46)
 1.85 
MXAHX  0.26  0.05 (0.15) 0.33  0.00 
(0.34)
 0.85 
(0.37)
 1.83 
MXBQX  0.46  0.10  0.06  0.33  0.21 
(0.59)
 1.58 
(0.83)
 3.41 
MXBOX  0.48  0.19  0.02 (2.50) 0.24 
(0.60)
 1.61 
(1.17)
 3.46 
MXBPX  0.40  0.14 (0.05)(4.56) 0.10 
(0.53)
 1.29 
(0.74)
 2.80 
MXBUX  0.78  0.07  0.07  0.23  0.70 
(0.96)
 2.19 
(1.57)
 6.17 
MXBSX  0.41  0.08 (0.01) 0.36  0.19 
(0.51)
 1.09 
(0.73)
 3.53 
MXCJX  0.36  0.06 (0.04) 0.28  0.09 
(0.46)
 1.23 
(0.66)
 2.74 

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