Focused Dynamic Correlations

ACFOX Fund

USD 73.02 1.15 1.60%

The current 90-days correlation between Focused Dynamic Growth and Us Targeted Value is 0.2 (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

Poor diversification

The correlation between Focused Dynamic Growth and DJI is 0.63 (i.e., 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

0.86	AMEIX	Equity Growth	Pair Corr
0.62	AMGIX	Income Growth	Pair Corr
0.73	TWCCX	Ultra Fund C	Pair Corr
0.64	TWCIX	Select Fund Investor	Pair Corr
0.69	TWBIX	Balanced Fund Investor	Pair Corr
0.68	TWGGX	Global Growth	Pair Corr
0.64	TWHIX	Heritage Fund Investor	Pair Corr
0.73	TWRCX	Growth Fund C	Pair Corr
0.64	TWSIX	Select Fund I	Pair Corr

Related Correlations Analysis

	OTCIX	TEPLX	LZOEX	DFSVX	RLEMX	DFSTX	VAFIX	DFISX	MRSKX	DFFVX
OTCIX		0.2	-0.13	-0.05	-0.13	0.13	0.9	0.02	0.0	-0.02	OTCIX
TEPLX	0.2		0.89	0.85	0.89	0.88	0.11	0.92	0.92	0.86	TEPLX
LZOEX	-0.13	0.89		0.93	1.0	0.9	-0.21	0.97	0.94	0.92	LZOEX
DFSVX	-0.05	0.85	0.93		0.93	0.98	-0.17	0.96	0.95	1.0	DFSVX
RLEMX	-0.13	0.89	1.0	0.93		0.9	-0.21	0.97	0.94	0.92	RLEMX
DFSTX	0.13	0.88	0.9	0.98	0.9		-0.02	0.95	0.95	0.99	DFSTX
VAFIX	0.9	0.11	-0.21	-0.17	-0.21	-0.02		-0.08	-0.09	-0.15	VAFIX
DFISX	0.02	0.92	0.97	0.96	0.97	0.95	-0.08		0.98	0.96	DFISX
MRSKX	0.0	0.92	0.94	0.95	0.94	0.95	-0.09	0.98		0.96	MRSKX
DFFVX	-0.02	0.86	0.92	1.0	0.92	0.99	-0.15	0.96	0.96		DFFVX
	OTCIX	TEPLX	LZOEX	DFSVX	RLEMX	DFSTX	VAFIX	DFISX	MRSKX	DFFVX

Please upgrade your account to get full access to Macroaxis premium features

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

RLEMX	+ 1.0	LZOEX
DFFVX	+ 1.0	DFSVX
DFFVX	+ 0.99	DFSTX
DFSTX	+ 0.98	DFSVX
MRSKX	+ 0.98	DFISX
DFISX	+ 0.97	LZOEX

High negative correlations

VAFIX	- 0.21	RLEMX
VAFIX	- 0.21	LZOEX
VAFIX	- 0.17	DFSVX
DFFVX	- 0.15	VAFIX
RLEMX	- 0.13	OTCIX
LZOEX	- 0.13	OTCIX

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
OTCIX	0.88	(0.11)	0.00	(0.06)	0.00	0.00	1.35	(1.86)	5.44
TEPLX	0.61	0.06	0.01	(1.07)	0.80	(0.59)	1.26	(1.45)	3.87
LZOEX	0.52	0.18	0.25	0.44	0.20	(0.60)	1.28	(1.09)	2.66
DFSVX	0.84	0.18	0.20	0.20	0.60	(1.00)	2.60	(1.40)	4.92
RLEMX	0.52	0.18	0.25	0.44	0.20	(0.62)	1.29	(1.09)	2.64
DFSTX	0.78	0.11	0.12	0.14	0.69	(0.89)	2.29	(1.57)	4.53
VAFIX	0.95	(0.14)	0.00	(0.10)	0.00	0.00	1.71	(2.59)	5.85
DFISX	0.60	0.16	0.19	0.30	0.50	(0.67)	1.50	(1.18)	3.57
MRSKX	0.57	0.18	0.25	0.37	0.29	(0.68)	1.50	(0.94)	4.22
DFFVX	0.80	0.17	0.20	0.20	0.56	(0.95)	2.49	(1.35)	4.74

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC