Small Cap Correlations

VSSVX Fund

USD 10.95 0.10 0.90%

The current 90-days correlation between Small Cap Special and Ab Bond Inflation is -0.03 (i.e., Good diversification). The correlation of 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.

Small Cap Correlation With Market

Good diversification

The correlation between Small Cap Special and DJI is -0.13 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Small Cap Special 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 Small Cap Special. 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 Small Mutual Fund

0.96	VMIDX	Mid Cap Index	Pair Corr
0.87	VMSGX	Mid Cap Strategic	Pair Corr
0.89	VAPPX	Valic Company I	Pair Corr
0.89	VSRDX	Valic Company I	Pair Corr
0.9	VSTIX	Stock Index Fund	Pair Corr
0.91	VBCVX	Broad Cap Value	Pair Corr
0.88	VCBCX	Blue Chip Growth	Pair Corr
0.91	VCGAX	Growth Income	Pair Corr
0.88	VCGEX	Emerging Economies	Pair Corr
0.82	VCFVX	Foreign Value	Pair Corr
0.83	VCIEX	International Equities	Pair Corr
0.88	VCINX	International Growth	Pair Corr
0.88	VCNIX	Nasdaq 100 Index	Pair Corr
0.86	VCSTX	Science Technology	Pair Corr
0.84	VCSOX	Global Social Awareness	Pair Corr
0.88	VCULX	Growth Fund Growth	Pair Corr
0.94	VVMCX	Valic Company I	Pair Corr
0.9	VVSGX	Valic Company I	Pair Corr
0.86	VGCLX	Valic Company I	Pair Corr
0.86	VGLSX	Global Strategy	Pair Corr
0.86	VHYLX	Valic Company I	Pair Corr
0.81	VIOPX	Valic Company I	Pair Corr
0.88	VLSMX	Valic Company I	Pair Corr

Related Correlations Analysis

	ABNTX	MBSAX	PRVBX	SNCAX	JAFLX	FMFXX	TTRBX	MSTBX
ABNTX		0.85	0.89	0.84	0.91	0.59	0.87	0.94	ABNTX
MBSAX	0.85		0.89	0.9	0.88	0.76	0.97	0.94	MBSAX
PRVBX	0.89	0.89		0.82	0.93	0.55	0.91	0.96	PRVBX
SNCAX	0.84	0.9	0.82		0.81	0.81	0.91	0.88	SNCAX
JAFLX	0.91	0.88	0.93	0.81		0.49	0.92	0.96	JAFLX
FMFXX	0.59	0.76	0.55	0.81	0.49		0.72	0.64	FMFXX
TTRBX	0.87	0.97	0.91	0.91	0.92	0.72		0.95	TTRBX
MSTBX	0.94	0.94	0.96	0.88	0.96	0.64	0.95		MSTBX
	ABNTX	MBSAX	PRVBX	SNCAX	JAFLX	FMFXX	TTRBX	MSTBX

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Risk-Adjusted Indicators

There is a big difference between Small Mutual Fund performing well and 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 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
ABNTX	0.16	0.01	(0.83)	(0.23)	0.15	(0.20)	0.29	(0.39)	1.38
MBSAX	0.29	0.03	(0.38)	0.44	0.20	(0.34)	0.68	(0.60)	2.04
PRVBX	0.10	0.02	(1.45)	6.01	0.00	(0.11)	0.21	(0.17)	0.82
SNCAX	0.15	0.02	(0.54)	0.01	0.28	(0.16)	0.22	(0.52)	2.01
JAFLX	0.28	0.01	(0.66)	0.71	0.29	(0.30)	0.52	(0.52)	1.46
FMFXX	0.03	0.00	0.00	0.00	0.00	0.00	0.00	0.00	1.01
TTRBX	0.17	0.03	(0.87)	(0.54)	0.12	(0.21)	0.40	(0.40)	0.92
MSTBX	0.11	0.01	(1.53)	(1.48)	0.00	(0.15)	0.21	(0.21)	0.62

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Small Cap Correlations

Small Cap Correlation With Market

Good diversification

Moving together with Small Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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