Rising Rates Correlations

RTPSX Fund

USD 13.83 0.03 0.22%

The current 90-days correlation between Rising Rates Opportunity and Barings High Yield is -0.26 (i.e., Very good diversification). The correlation of Rising Rates 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.

Rising Rates Correlation With Market

Good diversification

The correlation between Rising Rates Opportunity and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rising Rates Opportunity 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 Rising Rates Opportunity. 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 Rising Mutual Fund

0.95

RRPSX

Rising Rates Opportunity

Pair Corr

Moving against Rising Mutual Fund

0.96	GVPIX	Us Government Plus	Pair Corr
0.95	GVPSX	Us Government Plus	Pair Corr
0.32	UIPIX	Ultrashort Mid Cap	Pair Corr
0.32	UIPSX	Ultrashort Mid Cap	Pair Corr
0.32	FDPSX	Falling Dollar Profund	Pair Corr

Related Correlations Analysis

	BXHCX	AAEZX	LCCMX	ABNCX	TSDUX	TPYYX
BXHCX		0.98	0.95	0.74	0.97	0.93	BXHCX
AAEZX	0.98		0.92	0.78	0.95	0.9	AAEZX
LCCMX	0.95	0.92		0.65	0.98	0.88	LCCMX
ABNCX	0.74	0.78	0.65		0.74	0.56	ABNCX
TSDUX	0.97	0.95	0.98	0.74		0.89	TSDUX
TPYYX	0.93	0.9	0.88	0.56	0.89		TPYYX
	BXHCX	AAEZX	LCCMX	ABNCX	TSDUX	TPYYX

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Risk-Adjusted Indicators

There is a big difference between Rising Mutual Fund performing well and Rising Rates 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 Rising Rates' 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
BXHCX	0.16	0.06	(0.27)	0.59	0.00	(0.25)	0.50	(0.13)	1.02
AAEZX	0.23	0.04	(0.15)	0.31	0.00	(0.31)	0.61	(0.40)	1.83
LCCMX	0.12	0.05	(0.57)	2.40	0.00	(0.26)	0.51	(0.13)	1.00
ABNCX	0.14	0.02	(0.37)	(2.69)	0.09	(0.17)	0.30	(0.39)	1.09
TSDUX	0.04	0.02	0.00	(1.80)	0.00	0.00	0.10	0.00	0.10
TPYYX	0.68	0.15	0.11	0.38	0.41	(0.85)	1.93	(1.10)	3.81

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