Timothy Small-cap Correlations

TPVIX Fund

USD 19.06 0.10 0.53%

The current 90-days correlation between Timothy Small Cap and Mfs Diversified Income is 0.63 (i.e., Poor diversification). The correlation of Timothy Small-cap 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 Small-cap Correlation With Market

Very weak diversification

The correlation between Timothy Small Cap Value and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Small Cap Value 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 Small Cap Value. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Timothy Mutual Fund

0.76	DFSTX	Us Small Cap	Pair Corr
0.84	HD	Home Depot	Pair Corr
0.77	BA	Boeing	Pair Corr
0.79	T	ATT Inc	Pair Corr
0.76	PG	Procter Gamble	Pair Corr
0.74	VZ	Verizon Communications	Pair Corr

Moving against Timothy Mutual Fund

0.65	SMPSX	Semiconductor Ultrasector	Pair Corr
0.6	RSNRX	Victory Global Natural	Pair Corr
0.6	RSNYX	Victory Global Natural	Pair Corr
0.59	SMPIX	Semiconductor Ultrasector	Pair Corr
0.59	RGNCX	Victory Global Natural	Pair Corr
0.8	CAT	Caterpillar	Pair Corr
0.78	JNJ	Johnson Johnson	Pair Corr
0.76	CSCO	Cisco Systems	Pair Corr
0.64	DD	Dupont De Nemours	Pair Corr
0.62	KO	Coca Cola Aggressive Push	Pair Corr
0.62	INTC	Intel Aggressive Push	Pair Corr
0.51	XOM	Exxon Mobil Corp	Pair Corr
0.49	AXP	American Express	Pair Corr
0.36	BAC	Bank of America	Pair Corr

Related Correlations Analysis

	DIFIX	EIIMX	SRDAX	DLTZX	MDBLX	ACDOX
DIFIX		0.79	0.5	0.79	0.87	0.86	DIFIX
EIIMX	0.79		0.78	0.84	0.84	0.83	EIIMX
SRDAX	0.5	0.78		0.61	0.6	0.55	SRDAX
DLTZX	0.79	0.84	0.61		0.83	0.89	DLTZX
MDBLX	0.87	0.84	0.6	0.83		0.97	MDBLX
ACDOX	0.86	0.83	0.55	0.89	0.97		ACDOX
	DIFIX	EIIMX	SRDAX	DLTZX	MDBLX	ACDOX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Small-cap 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 Small-cap'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
DIFIX	0.21	0.01	0.00	0.09	0.17	(0.25)	0.48	(0.40)	1.29
EIIMX	0.14	0.02	0.00	0.49	0.00	(0.19)	0.30	(0.29)	0.74
SRDAX	0.13	0.03	0.05	(0.61)	0.00	(0.18)	0.28	(0.28)	0.85
DLTZX	0.07	0.01	(0.07)	0.57	0.00	(0.18)	0.13	(0.13)	0.63
MDBLX	0.15	0.03	0.03	1.18	0.00	(0.19)	0.36	(0.24)	0.83
ACDOX	0.18	0.03	0.03	(8.93)	0.03	(0.21)	0.43	(0.32)	0.97

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