Quantified Tactical Correlations

QFITX Fund

USD 6.70 0.02 0.30%

The current 90-days correlation between Quantified Tactical Fixed and The Hartford Inflation is 0.18 (i.e., Average diversification). The correlation of Quantified Tactical 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.

Check out Your Equity Center to better understand how to build diversified portfolios. 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 Quantified Mutual Fund

0.74	HD	Home Depot	Pair Corr
0.64	BA	Boeing	Pair Corr

Moving against Quantified Mutual Fund

0.7	JSOSX	Jpmorgan Strategic Income	Pair Corr
0.55	GPICX	Guidepath Conservative	Pair Corr
0.55	CAT	Caterpillar	Pair Corr
0.39	BASIX	Blackrock Strategic Opps	Pair Corr
0.35	AXP	American Express	Pair Corr
0.31	FPXIX	Fidelity Advisor 529	Pair Corr
0.47	KO	Coca Cola Aggressive Push	Pair Corr
0.45	INTC	Intel Aggressive Push	Pair Corr
0.36	AA	Alcoa Corp	Pair Corr
0.34	XOM	Exxon Mobil Corp	Pair Corr

Related Correlations Analysis

	HIPFX	EVOIX	MFTFX	FLIBX	HIPAX	AUNTX	AUNCX	AUNOX
HIPFX		0.81	0.73	0.93	0.98	0.86	0.84	0.86	HIPFX
EVOIX	0.81		0.95	0.71	0.76	0.8	0.77	0.8	EVOIX
MFTFX	0.73	0.95		0.59	0.67	0.78	0.75	0.77	MFTFX
FLIBX	0.93	0.71	0.59		0.96	0.71	0.71	0.71	FLIBX
HIPAX	0.98	0.76	0.67	0.96		0.82	0.81	0.82	HIPAX
AUNTX	0.86	0.8	0.78	0.71	0.82		0.99	1.0	AUNTX
AUNCX	0.84	0.77	0.75	0.71	0.81	0.99		0.99	AUNCX
AUNOX	0.86	0.8	0.77	0.71	0.82	1.0	0.99		AUNOX
	HIPFX	EVOIX	MFTFX	FLIBX	HIPAX	AUNTX	AUNCX	AUNOX

Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Tactical 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 Quantified Tactical'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
HIPFX	0.11	0.01	(0.07)	0.29	0.00	(0.15)	0.19	(0.19)	0.66
EVOIX	0.47	0.06	0.07	0.33	0.55	(0.54)	1.07	(1.05)	3.60
MFTFX	1.05	0.10	0.08	0.14	1.18	(1.25)	2.80	(1.78)	6.84
FLIBX	0.13	0.01	(0.07)	(0.21)	0.07	(0.18)	0.21	(0.21)	0.92
HIPAX	0.11	0.00	(0.09)	0.66	0.04	(0.15)	0.19	(0.19)	0.77
AUNTX	0.09	0.02	(0.01)	0.80	0.00	(0.16)	0.19	(0.09)	0.56
AUNCX	0.08	0.01	(0.04)	0.74	0.00	(0.15)	0.28	(0.09)	0.56
AUNOX	0.09	0.02	0.00	0.53	0.00	(0.15)	0.28	(0.09)	0.56

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Quantified Tactical Correlations

Moving together with Quantified Mutual Fund

Moving against Quantified Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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