Focused Dynamic Correlations

ACFOX Fund

USD 77.53 0.15 0.19%

The current 90-days correlation between Focused Dynamic Growth and Income Growth Fund is 0.29 (i.e., Modest 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 weak diversification

The correlation between Focused Dynamic Growth and DJI is 0.45 (i.e., Very weak 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

0.63	AMDVX	Mid Cap Value	Pair Corr
0.84	AMEIX	Equity Growth	Pair Corr
0.84	AMGIX	Income Growth	Pair Corr
0.62	AMKIX	Emerging Markets	Pair Corr
0.65	TWACX	Short Term Government	Pair Corr
0.8	TWADX	Value Fund A	Pair Corr
0.76	TWCCX	Ultra Fund C	Pair Corr
0.82	TWCAX	Select Fund A	Pair Corr
0.82	TWCIX	Select Fund Investor	Pair Corr
0.77	TWCGX	Growth Fund Investor	Pair Corr
0.61	TWARX	Short Term Government	Pair Corr
0.61	TWAVX	Short Term Government	Pair Corr
0.75	AMVYX	Mid Cap Value	Pair Corr
0.75	AMVRX	Mid Cap Value	Pair Corr
0.7	TWBIX	Balanced Fund Investor	Pair Corr
0.75	AMVGX	Mid Cap Value	Pair Corr
0.76	TWEAX	Equity Income	Pair Corr
0.76	TWEIX	Equity Income	Pair Corr
0.7	TWGAX	International Growth	Pair Corr
0.77	TWGIX	Growth Fund I	Pair Corr
0.77	TWGGX	Global Growth	Pair Corr
0.72	TWHIX	Heritage Fund Investor	Pair Corr
0.62	TWMIX	Emerging Markets	Pair Corr
0.75	TWRCX	Growth Fund C	Pair Corr
0.81	TWSCX	Strategic Allocation	Pair Corr
0.82	TWSAX	Strategic Allocation	Pair Corr
0.8	TWSMX	Strategic Allocation	Pair Corr
0.83	TWSIX	Select Fund I	Pair Corr
0.66	TWUSX	Short Term Government	Pair Corr
0.8	TWVLX	Value Fund Investor	Pair Corr
0.79	TWUAX	Ultra Fund A	Pair Corr
0.8	TWUIX	Ultra Fund I	Pair Corr
0.66	TWUOX	Short Term Government	Pair Corr
0.81	NPHIX	High Income Fund	Pair Corr
0.86	ANORX	Small Cap Growth	Pair Corr

Related Correlations Analysis

	AMGIX	BIGRX	BEQGX	GUT	BDFIX	BDFFX	BIIEX	MTCAX	SDLAX	VLIFX
AMGIX		1.0	0.99	0.56	0.35	0.35	0.93	0.93	0.91	-0.06	AMGIX
BIGRX	1.0		0.99	0.56	0.35	0.35	0.93	0.93	0.91	-0.06	BIGRX
BEQGX	0.99	0.99		0.56	0.33	0.32	0.89	0.96	0.92	-0.08	BEQGX
GUT	0.56	0.56	0.56		-0.02	-0.03	0.56	0.45	0.57	-0.21	GUT
BDFIX	0.35	0.35	0.33	-0.02		1.0	0.43	0.3	0.35	0.66	BDFIX
BDFFX	0.35	0.35	0.32	-0.03	1.0		0.43	0.3	0.34	0.67	BDFFX
BIIEX	0.93	0.93	0.89	0.56	0.43	0.43		0.77	0.81	-0.06	BIIEX
MTCAX	0.93	0.93	0.96	0.45	0.3	0.3	0.77		0.9	-0.05	MTCAX
SDLAX	0.91	0.91	0.92	0.57	0.35	0.34	0.81	0.9		0.01	SDLAX
VLIFX	-0.06	-0.06	-0.08	-0.21	0.66	0.67	-0.06	-0.05	0.01		VLIFX
	AMGIX	BIGRX	BEQGX	GUT	BDFIX	BDFFX	BIIEX	MTCAX	SDLAX	VLIFX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BIGRX	+ 1.0	AMGIX
BDFFX	+ 1.0	BDFIX
BEQGX	+ 0.99	AMGIX
BEQGX	+ 0.99	BIGRX
MTCAX	+ 0.96	BEQGX
BIIEX	+ 0.93	AMGIX

High negative correlations

VLIFX	- 0.21	GUT
VLIFX	- 0.08	BEQGX
VLIFX	- 0.06	BIIEX
VLIFX	- 0.06	BIGRX
VLIFX	- 0.06	AMGIX
VLIFX	- 0.05	MTCAX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AMGIX	0.66	0.15	0.17	0.26	0.44	(0.76)	1.39	(1.13)	8.13
BIGRX	0.65	0.15	0.17	0.26	0.46	(0.72)	1.37	(1.14)	8.16
BEQGX	0.78	0.21	0.19	0.34	0.62	(0.85)	1.52	(1.28)	12.87
GUT	0.71	0.01	(0.02)	0.11	0.98	(0.80)	1.55	(1.35)	5.76
BDFIX	0.85	(0.06)	(0.04)	0.00	1.15	(0.81)	1.88	(1.71)	4.91
BDFFX	0.85	(0.06)	(0.05)	0.00	1.16	(0.81)	1.86	(1.71)	4.93
BIIEX	0.57	0.07	0.08	0.14	0.54	(0.67)	1.18	(1.15)	6.26
MTCAX	1.88	0.58	0.15	(0.57)	2.39	(2.18)	2.40	(2.72)	45.82
SDLAX	0.81	0.18	0.17	0.24	0.65	(0.94)	1.33	(1.51)	16.53
VLIFX	0.60	(0.10)	0.00	(0.06)	0.00	0.00	1.08	(1.28)	3.31

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