Fundamental Large Correlations

TAGRX Fund

USD 70.89 1.02 1.46%

The current 90-days correlation between Fundamental Large Cap and American Mutual Fund is -0.01 (i.e., Good diversification). The correlation of Fundamental Large 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.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Fundamental Large Cap. 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 real.

Moving together with Fundamental Mutual Fund

0.95	JQLMX	Multimanager Lifestyle	Pair Corr
0.86	JQLBX	Multimanager Lifestyle	Pair Corr
0.98	JQLAX	Multimanager Lifestyle	Pair Corr
0.83	JQLCX	Multimanager Lifestyle	Pair Corr
0.86	JQLGX	Multimanager Lifestyle	Pair Corr
0.85	JRETX	J Hancock Ii	Pair Corr
0.8	JRLDX	Retirement Living Through	Pair Corr
0.81	JRLFX	Multi Index 2010	Pair Corr
0.82	JRLIX	Retirement Living Through	Pair Corr
0.81	JRLHX	Retirement Living Through	Pair Corr
0.82	JRLKX	Multi Index 2015	Pair Corr
0.82	JRLLX	Retirement Living Through	Pair Corr
0.83	JRLOX	Retirement Living Through	Pair Corr
0.85	JRLQX	Retirement Living Through	Pair Corr
0.83	JRLPX	Multi Index 2020	Pair Corr
0.85	JRLUX	Multi Index 2045	Pair Corr
0.84	JRLWX	Retirement Living Through	Pair Corr
0.84	JRLVX	Retirement Living Through	Pair Corr
0.85	JRLZX	Retirement Living Through	Pair Corr
0.86	JROUX	J Hancock Ii	Pair Corr
0.84	JRODX	J Hancock Ii	Pair Corr
0.85	JAAFX	Jhancock Multi Index	Pair Corr
0.85	JAAJX	Jhancock Multi Index	Pair Corr
0.75	JAAIX	Alternative Asset	Pair Corr
0.85	JAAKX	Jhancock Multi Index	Pair Corr
0.76	JAAPX	Alternative Asset	Pair Corr
0.84	JRTBX	Retirement Living Through	Pair Corr
0.83	JRTAX	Retirement Living Through	Pair Corr
0.74	JAARX	Alternative Asset	Pair Corr
0.84	JRTDX	Multi Index 2025	Pair Corr
0.84	JRTGX	Retirement Living Through	Pair Corr
0.83	JRTFX	Retirement Living Through	Pair Corr
0.76	JAASX	Alternative Asset	Pair Corr
0.84	JRTIX	Multi Index 2030	Pair Corr
0.86	JAAVX	Jhancock Multimanager	Pair Corr
0.84	JRTKX	Retirement Living Through	Pair Corr

Moving against Fundamental Mutual Fund

0.41	FRBAX	Regional Bank	Pair Corr
0.41	FRBCX	Regional Bank	Pair Corr
0.4	JRBFX	Regional Bank	Pair Corr
0.4	JRGRX	Regional Bank	Pair Corr

Related Correlations Analysis

	AMFFX	AMONX	RETSX	MKFOX	MTCGX	CMIFX	WILCX	LGPSX	GMLVX
AMFFX		0.8	0.88	0.7	0.83	0.57	0.86	0.85	0.83	AMFFX
AMONX	0.8		0.86	0.89	0.92	0.25	0.56	0.85	0.66	AMONX
RETSX	0.88	0.86		0.79	0.97	0.61	0.8	0.97	0.9	RETSX
MKFOX	0.7	0.89	0.79		0.84	0.25	0.49	0.77	0.61	MKFOX
MTCGX	0.83	0.92	0.97	0.84		0.53	0.72	0.98	0.85	MTCGX
CMIFX	0.57	0.25	0.61	0.25	0.53		0.74	0.67	0.8	CMIFX
WILCX	0.86	0.56	0.8	0.49	0.72	0.74		0.8	0.9	WILCX
LGPSX	0.85	0.85	0.97	0.77	0.98	0.67	0.8		0.93	LGPSX
GMLVX	0.83	0.66	0.9	0.61	0.85	0.8	0.9	0.93		GMLVX
	AMFFX	AMONX	RETSX	MKFOX	MTCGX	CMIFX	WILCX	LGPSX	GMLVX

Risk-Adjusted Indicators

There is a big difference between Fundamental Mutual Fund performing well and Fundamental Large 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 Fundamental Large'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
AMFFX	0.43	(0.01)	(0.03)	0.03	0.61	(0.42)	0.82	(0.91)	2.96
AMONX	0.64	(0.04)	(0.04)	0.00	1.05	(0.58)	1.31	(1.73)	4.36
RETSX	0.54	(0.01)	(0.01)	0.03	0.87	(0.47)	1.14	(1.18)	4.26
MKFOX	0.76	(0.02)	0.00	0.65	0.00	0.00	1.22	(2.08)	4.68
MTCGX	0.75	(0.01)	(0.01)	0.03	1.16	(0.68)	1.59	(1.86)	4.84
CMIFX	0.05	0.01	(0.28)	0.45	0.00	(0.11)	0.10	(0.10)	0.31
WILCX	0.40	0.01	(0.02)	0.06	0.38	(0.48)	0.83	(0.73)	2.22
LGPSX	0.74	0.02	0.02	0.06	1.07	(0.70)	1.58	(1.76)	4.70
GMLVX	0.66	0.04	0.03	0.10	0.79	(0.72)	1.35	(1.05)	4.57

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Fundamental Large Correlations

Moving together with Fundamental Mutual Fund

Moving against Fundamental Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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