Adams Natural Correlations

PEO Fund

USD 21.56 0.22 1.01%

The current 90-days correlation between Adams Natural Resources and Valic Company I is 0.25 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Adams Natural moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Adams Natural Resources moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Adams Natural Correlation With Market

Modest diversification

The correlation between Adams Natural Resources and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Adams Natural Resources and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Adams Natural Resources. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as signals in banks.

Moving against Adams Fund

0.4	SRINX	Columbia Porate Income	Pair Corr
0.34	MWTNX	Metropolitan West Total	Pair Corr

Related Correlations Analysis

	VLSMX	VFORX	QLMAFX	MURJX	NADCX	RRTLX
VLSMX		0.99	0.91	0.99	0.92	0.91	VLSMX
VFORX	0.99		0.92	0.99	0.93	0.92	VFORX
QLMAFX	0.91	0.92		0.89	0.97	0.99	QLMAFX
MURJX	0.99	0.99	0.89		0.9	0.89	MURJX
NADCX	0.92	0.93	0.97	0.9		0.98	NADCX
RRTLX	0.91	0.92	0.99	0.89	0.98		RRTLX
	VLSMX	VFORX	QLMAFX	MURJX	NADCX	RRTLX

Risk-Adjusted Indicators

There is a big difference between Adams Fund performing well and Adams Natural 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 Adams Natural'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
VLSMX	0.32	0.02	(0.01)	0.09	0.38	(0.34)	0.72	(0.57)	1.98
VFORX	0.42	0.02	0.01	0.09	0.54	(0.40)	0.87	(0.96)	2.64
QLMAFX	0.31	0.03	(0.04)	0.42	0.42	(0.33)	0.73	(0.71)	2.02
MURJX	0.39	0.01	(0.01)	0.08	0.53	(0.38)	0.85	(0.76)	2.51
NADCX	0.25	0.03	(0.06)	0.34	0.22	(0.30)	0.51	(0.50)	1.38
RRTLX	0.23	0.02	(0.09)	0.38	0.26	(0.24)	0.61	(0.46)	1.45

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Adams Natural Correlations

Adams Natural Correlation With Market

Modest diversification

Moving against Adams Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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