Us E Correlations

Mutual Funds . USA . 
Fund . Us E Equity
REQSX Fund  USD 22.91  0.04  0.17%   
The current 90-days correlation between Us E Equity and International Developed Markets is 0.69 (i.e., Poor diversification). The correlation of Us E 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.

Us E Correlation With Market

Good diversification

The correlation between Us E Equity and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us E Equity 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 Us E Equity. 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 REQSX Mutual Fund

  0.95RNTTX International DevelopedPairCorr
  0.88RREAX Global Real EstatePairCorr
  0.88RREYX Global Real EstatePairCorr
  0.88RRESX Global Real EstatePairCorr
  0.87RRSCX Global Real EstatePairCorr
  0.88RRSRX Global Real EstatePairCorr
  0.99RALAX Growth StrategyPairCorr
  0.99RALCX Growth StrategyPairCorr
  0.99RALSX Growth StrategyPairCorr
  0.99RALRX Growth StrategyPairCorr
  0.97RALVX Growth StrategyPairCorr
  0.69RSBRX Strategic BondPairCorr
  0.9RSBTX Short Duration BondPairCorr
  0.88RSBYX Short Duration BondPairCorr
  0.99RSCRX Us Small CapPairCorr
  0.86RSBCX Short Duration BondPairCorr
  0.99RSECX Us Strategic EquityPairCorr
  0.99RSEAX Us Strategic EquityPairCorr
  0.97RSESX Us Strategic EquityPairCorr
  0.89RSDTX Short Duration BondPairCorr
  0.99RAZAX Multi Asset GrowthPairCorr
  0.97RAZCX Multi Asset GrowthPairCorr
  0.97RSQAX Us E EquityPairCorr
  0.89RBCUX Tax Exempt BondPairCorr
  0.71RSYTX Strategic BondPairCorr
  0.99RBLCX Balanced StrategyPairCorr
  0.99RBLAX Balanced StrategyPairCorr
  0.99RBLSX Balanced StrategyPairCorr
  0.97RBLVX Balanced StrategyPairCorr
  0.97RBLRX Balanced StrategyPairCorr
  0.99RTDAX Multifactor EquityPairCorr
  0.99RTDCX Multifactor EquityPairCorr
  0.97RTDYX Select EquityPairCorr
  0.99RTDSX Select EquityPairCorr
  0.99RTDRX Select EquityPairCorr
  0.97RTDTX Select EquityPairCorr
  0.89RTEAX Tax Exempt BondPairCorr
  0.84RTECX Tax Exempt BondPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between REQSX Mutual Fund performing well and Us E 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 Us E'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
RNTTX  0.50  0.18  0.01 (5.49) 0.33 
(0.59)
 1.27 
(0.95)
 3.12 
RREAX  0.52  0.11 (0.08)(1.35) 0.59 
(0.53)
 1.36 
(1.15)
 3.71 
RREYX  0.52  0.11 (0.08)(1.45) 0.58 
(0.52)
 1.34 
(1.17)
 3.68 
RRESX  0.52  0.12 (0.08)(1.33) 0.61 
(0.53)
 1.41 
(1.14)
 3.68 
RRSCX  0.52  0.11 (0.08)(1.30) 0.63 
(0.52)
 1.36 
(1.14)
 3.70 
RRSRX  0.52  0.12 (0.08)(1.33) 0.60 
(0.55)
 1.38 
(1.14)
 3.71 
RALAX  0.46  0.19  0.01 (2.47) 0.34 
(0.53)
 1.43 
(1.07)
 3.42 
RALCX  0.46  0.18  0.00 (2.47) 0.34 
(0.51)
 1.46 
(1.08)
 3.46 
RALSX  0.46  0.19  0.01 (2.33) 0.36 
(0.51)
 1.46 
(1.12)
 3.31 
RALRX  0.46  0.19  0.01 (2.51) 0.35 
(0.51)
 1.46 
(1.12)
 3.30 

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