Cref Money Correlations

QCMMIX Fund

USD 30.29 0.01 0.03%

The current 90-days correlation between Cref Money Market and Transamerica Large Cap is -0.26 (i.e., Very good diversification). The correlation of Cref Money 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.

Cref Money Correlation With Market

Very good diversification

The correlation between Cref Money Market and DJI is -0.27 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cref Money Market 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 Cref Money Market. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with Cref Fund

0.61	LINVX	L Abbett International	Pair Corr
0.65	T	ATT Inc Sell-off Trend	Pair Corr
0.61	KO	Coca Cola	Pair Corr

Moving against Cref Fund

0.8	DD	Dupont De Nemours	Pair Corr
0.79	PFE	Pfizer Inc	Pair Corr
0.78	HPQ	HP Inc	Pair Corr
0.64	VTSAX	Vanguard Total Stock	Pair Corr
0.64	VTSMX	Vanguard Total Stock	Pair Corr
0.64	VSTSX	Vanguard Total Stock	Pair Corr
0.64	VSMPX	Vanguard Total Stock	Pair Corr
0.64	DIS	Walt Disney Aggressive Push	Pair Corr
0.64	MRK	Merck Company	Pair Corr
0.63	VFIAX	Vanguard 500 Index	Pair Corr
0.63	VFFSX	Vanguard 500 Index	Pair Corr
0.59	VITSX	Vanguard Total Stock	Pair Corr
0.58	VFINX	Vanguard 500 Index	Pair Corr
0.58	CAT	Caterpillar	Pair Corr
0.57	MMM	3M Company	Pair Corr
0.55	BAC	Bank of America Aggressive Push	Pair Corr
0.53	JNJ	Johnson Johnson	Pair Corr
0.45	AXP	American Express	Pair Corr
0.36	JPM	JPMorgan Chase	Pair Corr

Related Correlations Analysis

	TALCX	PAFDX	GMLGX	JDVNX	LGPIX	DLCIX	GMLVX	FCLKX
TALCX		0.98	0.96	0.98	0.88	0.96	0.78	0.96	TALCX
PAFDX	0.98		0.9	0.94	0.79	0.89	0.77	0.89	PAFDX
GMLGX	0.96	0.9		0.99	0.93	1.0	0.74	0.98	GMLGX
JDVNX	0.98	0.94	0.99		0.91	0.98	0.77	0.98	JDVNX
LGPIX	0.88	0.79	0.93	0.91		0.93	0.67	0.9	LGPIX
DLCIX	0.96	0.89	1.0	0.98	0.93		0.75	0.98	DLCIX
GMLVX	0.78	0.77	0.74	0.77	0.67	0.75		0.83	GMLVX
FCLKX	0.96	0.89	0.98	0.98	0.9	0.98	0.83		FCLKX
	TALCX	PAFDX	GMLGX	JDVNX	LGPIX	DLCIX	GMLVX	FCLKX

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Risk-Adjusted Indicators

There is a big difference between Cref Fund performing well and Cref Money 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 Cref Money'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
TALCX	1.01	0.03	0.00	(0.05)	0.00	0.00	1.83	(2.07)	10.40
PAFDX	0.98	0.04	0.00	(0.03)	0.00	0.00	1.76	(2.08)	9.68
GMLGX	1.30	0.05	0.00	(0.04)	0.00	0.00	2.28	(2.77)	13.49
JDVNX	1.06	0.03	0.00	(0.05)	0.00	0.00	1.97	(2.21)	10.24
LGPIX	1.57	(0.03)	0.00	0.21	0.00	0.00	2.63	(3.80)	15.37
DLCIX	1.29	0.05	0.00	(0.03)	0.00	0.00	2.45	(2.93)	13.37
GMLVX	0.95	0.12	0.10	0.12	1.42	(0.95)	2.38	(2.44)	7.39
FCLKX	1.25	0.09	0.04	0.00	2.14	(1.13)	2.37	(3.01)	12.96

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