Xffcx Correlations

Mutual Funds . USA . 
Fund . Flahertycrumrineclaymr Pr Sec
XFFCX Fund  USD 17.31  0.02  0.12%   
The current 90-days correlation between Flahertycrumrineclaymr and Vanguard Total Stock is 0.48 (i.e., Very weak diversification). The correlation of Xffcx 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.

Xffcx Correlation With Market

Very good diversification

The correlation between Flahertycrumrineclaymr Pr Sec and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Flahertycrumrineclaymr Pr Sec and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Flahertycrumrineclaymr Pr Sec. 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 main economic indicators.

Moving together with Xffcx Mutual Fund

  0.97VTSAX Vanguard Total StockPairCorr
  0.97VFIAX Vanguard 500 IndexPairCorr
  0.63VTSMX Vanguard Total StockPairCorr
  0.7VITSX Vanguard Total StockPairCorr
  0.63VSTSX Vanguard Total StockPairCorr
  0.63VSMPX Vanguard Total StockPairCorr
  0.97VFINX Vanguard 500 IndexPairCorr
  0.63VFFSX Vanguard 500 IndexPairCorr
  0.65VGTSX Vanguard Total InterPairCorr
  0.65VTIAX Vanguard Total InterPairCorr
  0.62BRUFX Bruce Fund BrucePairCorr
  0.7SPGSX State Street PremierPairCorr
  0.67KF Korea ClosedPairCorr
  0.96MDBAX Blackrock Basic ValuePairCorr
  0.97RLEOX Lazard Emerging MarketsPairCorr
  0.95THVRX Thornburg InternationalPairCorr
  0.95QMGCX Oppenheimer GlobalPairCorr
  0.96JHQCX Jpmorgan Hedged EquityPairCorr
  0.97JSCVX Perkins Small CapPairCorr
  0.97BHYRX Blackrock High YieldPairCorr
  0.91DMFZX Destinations MunicipalPairCorr
  0.97JSIMX Jpmorgan UnconstrainedPairCorr
  0.97GTENX Gateway Fund ClassPairCorr
  0.87WMKMX Wesmark West VirginiaPairCorr
  0.95MAUKX Pioneer Multi AssetPairCorr
  0.97LTEBX Limited Term TaxPairCorr
  0.61GEMMX Gmo Emerging MarketsPairCorr
  0.96JHQAX Jpmorgan Hedged EquityPairCorr
  0.96NEZYX Loomis Sayles StrategicPairCorr
  0.99WMKTX Wesmark Tactical OppPairCorr
  0.65AGDAX Ab High IncomePairCorr
  0.91FRPDX Fidelity Sai AlternativePairCorr
  0.98FCEEX Franklin Fund AllocatorPairCorr
  0.82BBNIX Bbh Income FundPairCorr
  0.98RWIAX Capital World GrowthPairCorr
  0.97FSKKX K2 Alternative StrategiesPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Xffcx Mutual Fund performing well and Xffcx 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 Xffcx'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
VTSAX  0.66  0.25  0.11 (3.55) 0.54 
(0.76)
 2.07 
(1.17)
 5.05 
VFIAX  0.65  0.11  0.11  0.26  0.55 
(0.74)
 2.02 
(1.11)
 4.88 
VTSMX  0.58  0.20  0.22  0.49  0.00 
(0.72)
 1.69 
(0.81)
 5.04 
VITSX  0.58  0.27  0.21  6.18  0.00 
(0.70)
 1.69 
(0.81)
 5.05 
VSTSX  0.58  0.20  0.22  0.44  0.00 
(0.70)
 1.68 
(0.81)
 5.04 
VSMPX  0.59  0.21  0.22  0.49  0.00 
(0.72)
 1.68 
(0.81)
 5.04 
VFINX  0.65  0.12  0.11  0.27  0.54 
(0.75)
 2.02 
(1.11)
 4.88 
VFFSX  0.57  0.20  0.23  0.45  0.00 
(0.68)
 1.67 
(0.78)
 4.88 
VGTSX  0.44  0.13  0.06  0.48  0.26 
(0.50)
 1.06 
(0.84)
 3.09 
VTIAX  0.44  0.13  0.06  0.48  0.25 
(0.50)
 1.07 
(0.86)
 3.10 

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