Timothy Fixed Correlations

Mutual Funds . USA . 
Fund . Timothy Fixed Income
TPFIX Fund  USD 8.95  0.02  0.22%   
The current 90-days correlation between Timothy Fixed Income and Timothy Fixed Income is 0.94 (i.e., Almost no diversification). The correlation of Timothy Fixed 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.

Timothy Fixed Correlation With Market

Weak diversification

The correlation between Timothy Fixed Income and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Fixed Income and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Fixed Income. 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 gross domestic product.

Moving together with Timothy Mutual Fund

  0.99TFICX Timothy Fixed IncomePairCorr
  0.99TFIAX Timothy Fixed IncomePairCorr
  0.66TGCIX Timothy Plan GrowthPairCorr
  0.65TGIAX Timothy Plan GrowthPairCorr
  0.7TICIX Timothy Israel MonPairCorr
  0.66TIGIX Timothy Plan GrowthPairCorr
  0.7TPAIX Timothy Israel MonPairCorr
  0.61TPDIX Timothy Plan DefensivePairCorr
  0.7TPCIX Timothy Israel MonPairCorr
  0.63TPHCX Timothy Plan HighPairCorr
  0.63TPHAX Timothy Plan HighPairCorr
  0.63TPHIX Timothy Plan HighPairCorr
  0.86VBTLX Vanguard Total BondPairCorr
  0.98VBMFX Vanguard Total BondPairCorr
  0.98VBTIX Vanguard Total BondPairCorr
  0.98VTBSX Vanguard Total BondPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Fixed 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 Timothy Fixed'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
TFICX  0.23 (0.01)(0.40) 0.05  0.24 
(0.27)
 0.46 
(0.46)
 1.29 
TFIAX  0.23  0.00 (0.36) 0.09  0.25 
(0.27)
 0.45 
(0.55)
 1.34 
TGCIX  0.35  0.01 (0.11) 0.16  0.40 
(0.39)
 0.89 
(0.69)
 2.69 
TGIAX  0.34  0.02 (0.12) 0.17  0.37 
(0.40)
 0.87 
(0.66)
 2.67 
TIAGX  0.93  0.19  0.21  0.33  0.58 
(1.21)
 2.42 
(1.12)
 5.82 
TICIX  1.00  0.34  0.25  0.60  0.66 
(1.19)
 2.77 
(1.93)
 7.18 
TIICX  0.31  0.05 (0.05) 0.27  0.21 
(0.37)
 0.97 
(0.75)
 2.36 
TIGIX  0.35  0.02 (0.11) 0.17  0.39 
(0.40)
 0.86 
(0.74)
 2.74 
TISGX  0.39  0.07  0.01  0.27  0.31 
(0.45)
 1.15 
(0.97)
 2.90 
TLGCX  0.71  0.13  0.12  0.27  0.59 
(0.86)
 2.05 
(1.43)
 4.72 

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