Quantified Stf Correlations

QSTFX Fund

USD 15.87 0.03 0.19%

The current 90-days correlation between Quantified Stf and Columbia Income Opportunities is 0.07 (i.e., Significant diversification). The correlation of Quantified Stf 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.

Quantified Stf Correlation With Market

Very weak diversification

The correlation between Quantified Stf Fund and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Stf Fund 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 Quantified Stf Fund. 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 census.

Moving together with Quantified Mutual Fund

0.75	SAPEX	Spectrum Advisors	Pair Corr
0.94	OTRFX	Ontrack E Fund	Pair Corr
0.82	OTRGX	Ontrack E Fund	Pair Corr
0.9	SUNBX	Spectrum Unconstrained	Pair Corr
0.9	QMLAX	Quantified Market Leaders	Pair Corr
0.91	QMLFX	Quantified Market Leaders	Pair Corr
0.79	SVARX	Spectrum Low Volatility	Pair Corr
0.87	SFHYX	Hundredfold Select	Pair Corr
0.82	QRDTX	Quantified Rising	Pair Corr
0.91	QALAX	Quantified Alternative	Pair Corr
0.91	QALTX	Quantified Alternative	Pair Corr
0.92	QSPMX	Quantified Pattern	Pair Corr
1.0	QSTAX	Quantified Stf	Pair Corr
0.77	QBDAX	Quantified Managed Income	Pair Corr
0.77	QBDSX	Quantified Managed Income	Pair Corr
0.91	QTSSX	Quantified Tactical	Pair Corr
0.7	QCGDX	Quantified Common Ground	Pair Corr
0.78	QGBLX	Quantified Global	Pair Corr
0.87	QGITX	Quantified Government	Pair Corr
0.93	KAMAX	Kensington Managed Income	Pair Corr
0.84	KAMCX	Kensington Managed Income	Pair Corr
0.91	KAMIX	Kensington Managed Income	Pair Corr
0.85	PAALX	All Asset Fund	Pair Corr
0.85	PATRX	Pimco All Asset	Pair Corr
0.85	PAAIX	All Asset Fund	Pair Corr
0.86	PALPX	Pimco All Asset	Pair Corr
0.75	PASAX	All Asset Fund	Pair Corr
0.85	PASCX	All Asset Fund	Pair Corr
0.86	PAANX	Pimco All Asset	Pair Corr
0.86	PAUPX	Pimco All Asset	Pair Corr
0.87	PAUIX	Pimco All Asset	Pair Corr

Related Correlations Analysis

	CEPRX	EFECX	EFEAX	BIGCX	ATFYX
CEPRX		0.92	-0.39	0.58	0.76	CEPRX
EFECX	0.92		-0.16	0.46	0.6	EFECX
EFEAX	-0.39	-0.16		-0.35	-0.38	EFEAX
BIGCX	0.58	0.46	-0.35		0.66	BIGCX
ATFYX	0.76	0.6	-0.38	0.66		ATFYX
	CEPRX	EFECX	EFEAX	BIGCX	ATFYX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

EFECX	+ 0.92	CEPRX
ATFYX	+ 0.76	CEPRX
ATFYX	+ 0.66	BIGCX
ATFYX	+ 0.6	EFECX
BIGCX	+ 0.58	CEPRX
BIGCX	+ 0.46	EFECX

High negative correlations

EFEAX	- 0.39	CEPRX
ATFYX	- 0.38	EFEAX
BIGCX	- 0.35	EFEAX
EFEAX	- 0.16	EFECX

Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Stf 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 Stf'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
CEPRX	0.14	0.06	(0.43)	1.55	0.00	(0.22)	0.46	(0.12)	0.82
EFECX	0.41	0.23	0.18	(4.76)	0.00	(0.55)	0.98	(0.53)	2.71
EFEAX	0.40	0.28	0.47	125.54	0.00	(0.58)	1.40	(0.36)	1.89
BIGCX	0.29	0.00	(0.31)	0.09	0.34	(0.30)	0.56	(0.66)	1.34
ATFYX	0.07	0.01	(0.91)	0.55	0.00	(0.14)	0.19	(0.09)	0.65

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