Focused Dynamic Correlations

Mutual Funds . USA . 
Fund . Focused Dynamic Growth
ACFOX Fund  USD 78.99  0.67  0.86%   
The current 90-days correlation between Focused Dynamic Growth and Value Line Mid is 0.33 (i.e., Weak diversification). The correlation of Focused Dynamic 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.

Focused Dynamic Correlation With Market

Very poor diversification

The correlation between Focused Dynamic Growth and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Focused Dynamic Growth and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Focused Dynamic Growth. 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 metropolitan statistical area.

Moving together with Focused Mutual Fund

  0.76TWACX Short Term GovernmentPairCorr
  0.82TWCCX Ultra Fund CPairCorr
  0.86TWCIX Select Fund InvestorPairCorr
  0.72TWAVX Short Term GovernmentPairCorr
  0.82TWEIX Equity IncomePairCorr
  0.65TWTIX Intermediate Term TaxPairCorr
  0.81TWUAX Ultra Fund APairCorr
  0.84TWUIX Ultra Fund IPairCorr
  0.83ANTMX Nt International SmallPairCorr
  0.84AOGIX One Choice PortfolioPairCorr
  0.87ASDEX Select Fund R6PairCorr
  0.85ACEVX International ValuePairCorr
  0.84AULYX Ultra Fund YPairCorr
  0.82AEUDX Equity IncomePairCorr
  0.75AGCSX Global Small CapPairCorr
  0.77AGGWX Global Gold Fund Steady GrowthPairCorr
  0.84GFACX Growth FundPairCorr
  0.85GFAFX Growth FundPairCorr
  0.82AGTHX Growth FundPairCorr
  0.85FAFGX American FundsPairCorr
  0.85FFAFX American FundsPairCorr
  0.85CGFFX Growth FundPairCorr
  0.84CGFCX Growth FundPairCorr
  0.84CGFAX Growth FundPairCorr
  0.85CGFEX Growth FundPairCorr
  0.94DXQLX Direxion Monthly NasdaqPairCorr
  0.82RYVLX Nasdaq 100 2xPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Focused Mutual Fund performing well and Focused Dynamic 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 Focused Dynamic'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
AMGIX  0.67  0.18  0.23  0.32  0.28 
(0.79)
 1.39 
(1.13)
 8.67 
BIGRX  0.67  0.18  0.23  0.32  0.28 
(0.77)
 1.38 
(1.14)
 8.72 
BEQGX  0.76  0.20  0.19  0.39  0.58 
(0.84)
 1.36 
(1.28)
 13.97 
GUT  0.66  0.10  0.04  0.63  0.89 
(0.74)
 1.39 
(0.85)
 5.82 
BDFIX  0.82 (0.08)(0.07) 0.00  1.11 
(0.78)
 1.66 
(1.71)
 4.54 
BDFFX  0.82 (0.08)(0.07) 0.00  1.11 
(0.78)
 1.62 
(1.71)
 4.54 
BIIEX  0.57  0.12  0.17  0.23  0.33 
(0.72)
 1.15 
(0.86)
 6.59 
MTCAX  1.82  0.50  0.14  4.67  2.40 
(2.06)
 1.89 
(2.72)
 47.86 
SDLAX  0.76  0.23  0.20  1.04  0.49 
(0.93)
 1.21 
(1.19)
 16.91 
VLIFX  0.58 (0.05)(0.08) 0.01  0.72 
(0.64)
 1.44 
(1.24)
 3.99 

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