Quantified Tactical Correlations

QTSSX Fund

USD 6.85 0.01 0.15%

The current 90-days correlation between Quantified Tactical and Spectrum Advisors Preferred is 0.73 (i.e., Poor 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.

Quantified Tactical Correlation With Market

Poor diversification

The correlation between Quantified Tactical Sectors and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Tactical Sectors 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 Tactical Sectors. 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 state.

Moving together with Quantified Mutual Fund

0.95	SAPEX	Spectrum Advisors	Pair Corr
0.78	OTRFX	Ontrack E Fund	Pair Corr
0.77	OTRGX	Ontrack E Fund	Pair Corr
1.0	QMLAX	Quantified Market Leaders	Pair Corr
1.0	QMLFX	Quantified Market Leaders	Pair Corr
0.92	SVARX	Spectrum Low Volatility	Pair Corr
0.95	SFHYX	Hundredfold Select	Pair Corr
0.96	QALAX	Quantified Alternative	Pair Corr
0.96	QALTX	Quantified Alternative	Pair Corr
0.9	QSPMX	Quantified Pattern	Pair Corr
0.91	QSTFX	Quantified Stf	Pair Corr
0.91	QSTAX	Quantified Stf	Pair Corr
0.89	QBDSX	Quantified Managed Income	Pair Corr
0.68	QCGDX	Quantified Common Ground	Pair Corr
0.82	QGITX	Quantified Government	Pair Corr
0.97	KAMAX	Kensington Managed Income	Pair Corr
0.97	KAMIX	Kensington Managed Income	Pair Corr
0.95	VTSAX	Vanguard Total Stock	Pair Corr
0.96	VFIAX	Vanguard 500 Index	Pair Corr
0.95	VTSMX	Vanguard Total Stock	Pair Corr
0.96	VITSX	Vanguard Total Stock	Pair Corr
0.95	VSMPX	Vanguard Total Stock	Pair Corr
0.95	VSTSX	Vanguard Total Stock	Pair Corr
0.96	VFINX	Vanguard 500 Index	Pair Corr
0.95	VFFSX	Vanguard 500 Index	Pair Corr
0.96	VINIX	Vanguard Institutional	Pair Corr
0.96	VIIIX	Vanguard Institutional	Pair Corr
0.93	PFN	Pimco Income Strategy	Pair Corr
0.9	CIF	Mfs Intermediate High	Pair Corr
0.61	NXJ	Nuveen New Jersey	Pair Corr
0.85	PCF	Putnam High Income	Pair Corr

Moving against Quantified Mutual Fund

0.31	QETCX	Quantified Eckhardt	Pair Corr
0.57	XDSMX	Dreyfus Strategic	Pair Corr
0.55	XNBHX	Neuberger Berman Int	Pair Corr

Related Correlations Analysis

	SAPEX	OTRFX	OTRGX	QMLAX	QMLFX	SVARX	SFHYX	QRDTX	QALAX	QALTX
SAPEX		0.72	0.71	0.97	0.97	0.95	0.97	0.98	0.97	0.97	SAPEX
OTRFX	0.72		1.0	0.78	0.78	0.8	0.79	0.7	0.83	0.83	OTRFX
OTRGX	0.71	1.0		0.77	0.78	0.8	0.79	0.69	0.82	0.83	OTRGX
QMLAX	0.97	0.78	0.77		1.0	0.93	0.96	0.98	0.97	0.97	QMLAX
QMLFX	0.97	0.78	0.78	1.0		0.93	0.97	0.98	0.97	0.97	QMLFX
SVARX	0.95	0.8	0.8	0.93	0.93		0.96	0.92	0.92	0.92	SVARX
SFHYX	0.97	0.79	0.79	0.96	0.97	0.96		0.95	0.95	0.95	SFHYX
QRDTX	0.98	0.7	0.69	0.98	0.98	0.92	0.95		0.96	0.96	QRDTX
QALAX	0.97	0.83	0.82	0.97	0.97	0.92	0.95	0.96		1.0	QALAX
QALTX	0.97	0.83	0.83	0.97	0.97	0.92	0.95	0.96	1.0		QALTX
	SAPEX	OTRFX	OTRGX	QMLAX	QMLFX	SVARX	SFHYX	QRDTX	QALAX	QALTX

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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
SAPEX	0.38	0.06	(0.03)	0.28	0.00	(0.49)	1.08	(0.56)	2.36
OTRFX	0.12	0.02	(0.53)	0.65	0.00	(0.14)	0.29	(0.20)	1.19
OTRGX	0.13	0.02	(0.52)	0.61	0.00	(0.14)	0.28	(0.23)	1.21
QMLAX	0.68	0.15	0.12	0.33	0.47	(0.74)	1.78	(1.45)	5.89
QMLFX	0.68	0.15	0.12	0.33	0.47	(0.75)	1.82	(1.41)	5.93
SVARX	0.12	0.01	(0.64)	0.23	0.00	(0.14)	0.25	(0.21)	0.71
SFHYX	0.17	0.06	(0.37)	(1.22)	0.00	(0.22)	0.48	(0.26)	1.02
QRDTX	0.69	0.07	0.04	0.21	0.67	(0.79)	1.58	(1.32)	5.32
QALAX	0.27	0.07	(0.09)	0.45	0.00	(0.35)	0.68	(0.44)	1.68
QALTX	0.27	0.07	(0.08)	0.46	0.00	(0.37)	0.65	(0.43)	1.66

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