Victory Sophus Correlations

RSERX Fund

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The current 90-days correlation between Victory Sophus Emerging and Columbia Porate Income is -0.1 (i.e., Good diversification). The correlation of Victory Sophus 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.

Victory Sophus Correlation With Market

Average diversification

The correlation between Victory Sophus Emerging and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Victory Sophus Emerging and DJI in the same portfolio, assuming nothing else is changed.

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 signals in metropolitan statistical area.

Moving together with Victory Mutual Fund

0.7	SRINX	Columbia Porate Income	Pair Corr
0.82	CUSBX	Columbia Ultra Short	Pair Corr
0.82	CDAZX	Multi Manager Direct	Pair Corr
0.73	CUURX	Columbia Small Cap	Pair Corr
0.78	CDDYX	Columbia Dividend Income	Pair Corr
0.77	CDDRX	Columbia Dividend Income	Pair Corr
0.75	CDEYX	Columbia Diversified	Pair Corr
0.79	CDIRX	Columbia Dividend Income	Pair Corr
0.76	AMTCX	Columbia Capital All	Pair Corr
0.77	CDOYX	Columbia Dividend	Pair Corr
0.69	CVERX	Columbia Mid Cap	Pair Corr
0.75	CDVZX	Columbia Diversified	Pair Corr
0.7	CVQZX	Columbia Disciplined	Pair Corr
0.74	CEBYX	Columbia Emerging Markets	Pair Corr
0.77	CEBRX	Columbia Emerging Markets	Pair Corr
0.75	CECYX	Columbia Large Cap	Pair Corr
0.7	SSVIX	Columbia Select Smaller	Pair Corr
0.72	CEKYX	Columbia Emerging Markets	Pair Corr
0.72	CEKRX	Columbia Emerging Markets	Pair Corr
0.77	CEPRX	Columbia Income Oppo	Pair Corr
0.81	CEVYX	Columbia Global Equity	Pair Corr
0.8	CEVZX	Columbia Global Equity	Pair Corr
0.73	RPCCX	Columbia Capital All	Pair Corr
0.77	GEGTX	Columbia Large Cap	Pair Corr
0.76	CFCYX	Columbia Flexible Capital	Pair Corr
0.74	CFCIX	Columbia Large Cap	Pair Corr
0.89	CLM	Cornerstone Strategic	Pair Corr
0.76	CFIZX	Columbia Flexible Capital	Pair Corr
0.78	SCIRX	Columbia Seligman	Pair Corr
0.75	CFRZX	Columbia Floating Rate	Pair Corr
0.79	SCMIX	Columbia Seligman	Pair Corr
0.76	CFXRX	Columbia Flexible Capital	Pair Corr
0.77	APECX	Columbia High Yield	Pair Corr
0.72	CGEZX	Columbia Select Global	Pair Corr
0.75	CGFYX	Columbia Large Cap	Pair Corr
0.7	CXXRX	Columbia Small Cap	Pair Corr

Related Correlations Analysis

	SRINX	CUSBX	CUTRX	CDAZX	CUURX	CUTYX	CDDYX	CDDRX	CDEYX	CDIRX
SRINX		0.89	0.71	0.89	0.85	0.71	0.87	0.63	0.85	0.85	SRINX
CUSBX	0.89		0.39	0.94	0.93	0.4	0.95	0.69	0.94	0.95	CUSBX
CUTRX	0.71	0.39		0.37	0.29	1.0	0.32	0.27	0.28	0.28	CUTRX
CDAZX	0.89	0.94	0.37		0.91	0.38	0.95	0.7	0.95	0.94	CDAZX
CUURX	0.85	0.93	0.29	0.91		0.29	0.98	0.66	0.99	0.96	CUURX
CUTYX	0.71	0.4	1.0	0.38	0.29		0.32	0.27	0.29	0.28	CUTYX
CDDYX	0.87	0.95	0.32	0.95	0.98	0.32		0.72	1.0	0.98	CDDYX
CDDRX	0.63	0.69	0.27	0.7	0.66	0.27	0.72		0.67	0.72	CDDRX
CDEYX	0.85	0.94	0.28	0.95	0.99	0.29	1.0	0.67		0.97	CDEYX
CDIRX	0.85	0.95	0.28	0.94	0.96	0.28	0.98	0.72	0.97		CDIRX
	SRINX	CUSBX	CUTRX	CDAZX	CUURX	CUTYX	CDDYX	CDDRX	CDEYX	CDIRX

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Risk-Adjusted Indicators

There is a big difference between Victory Mutual Fund performing well and Victory Sophus 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 Victory Sophus' 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
SRINX	0.24	0.02	(0.28)	0.28	0.16	(0.29)	0.56	(0.44)	1.23
CUSBX	0.05	0.01	0.00	1.96	0.00	0.00	0.11	0.00	0.55
CUTRX	0.25	(0.01)	(0.40)	(0.01)	0.28	(0.27)	0.41	(0.51)	1.12
CDAZX	0.38	0.04	(0.08)	0.26	0.30	(0.47)	0.96	(0.67)	2.20
CUURX	0.96	0.11	0.11	0.24	0.86	(1.15)	2.39	(1.92)	6.37
CUTYX	0.24	(0.01)	(0.39)	0.02	0.27	(0.27)	0.41	(0.51)	1.22
CDDYX	0.53	0.04	0.00	0.19	0.48	(0.61)	1.47	(1.00)	3.51
CDDRX	0.50	0.12	0.11	0.36	0.16	(0.62)	1.44	(0.72)	3.55
CDEYX	0.61	0.08	0.07	0.23	0.47	(0.71)	1.61	(1.11)	4.39
CDIRX	0.54	0.15	0.02	(2.04)	0.50	(0.62)	1.47	(1.02)	3.53

Victory Sophus Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Victory Sophus mutual fund to make a market-neutral strategy. Peer analysis of Victory Sophus could also be used in its relative valuation, which is a method of valuing Victory Sophus by comparing valuation metrics with similar companies.

Columbia Porate Income Columbia Ultra Short Columbia Treasury Index Multi Manager Directional Alternative Columbia Small Cap Columbia Treasury Index Columbia Dividend Income Columbia Dividend Income Columbia Diversified Equity Columbia Dividend Income American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

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