Proxy Voting Correlations
ADEIX Fund | USD 17.77 0.07 0.40% |
The current 90-days correlation between Proxy Voting Where and Small Pany Growth is 0.62 (i.e., Poor diversification). The correlation of Proxy Voting 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.
Proxy Voting Correlation With Market
Almost no diversification
The correlation between Proxy Voting Where Does Your F and DJI is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Proxy Voting Where Does Your F and DJI in the same portfolio, assuming nothing else is changed.
Proxy |
Moving together with Proxy Mutual Fund
0.85 | ANCIX | Ancora Microcap | PairCorr |
0.7 | AAIIX | Ancora Income | PairCorr |
0.9 | AATSX | Ancorathelen Small Mid | PairCorr |
0.9 | AATIX | Ancorathelen Small Mid | PairCorr |
0.97 | VVIAX | Vanguard Value Index | PairCorr |
0.95 | DOXGX | Dodge Cox Stock | PairCorr |
0.96 | AFMFX | American Mutual | PairCorr |
0.96 | FFMMX | American Funds American | PairCorr |
0.96 | FFFMX | American Funds American | PairCorr |
0.96 | AMRMX | American Mutual | PairCorr |
0.96 | AMFFX | American Mutual | PairCorr |
0.95 | AMFCX | American Mutual | PairCorr |
0.95 | DODGX | Dodge Stock Fund | PairCorr |
0.97 | VIVAX | Vanguard Value Index | PairCorr |
0.79 | SPMPX | Invesco Steelpath Mlp | PairCorr |
0.79 | MLPNX | Oppenheimer Steelpath Mlp | PairCorr |
0.79 | MLPMX | Oppenheimer Steelpath Mlp | PairCorr |
0.79 | SPMJX | Invesco Steelpath Mlp | PairCorr |
0.95 | BALFX | American Balanced | PairCorr |
0.99 | VFIAX | Vanguard 500 Index | PairCorr |
0.99 | SWPPX | Schwab Sp 500 | PairCorr |
0.92 | IMOPX | Voya Midcap Opportunities | PairCorr |
0.98 | CSQ | Calamos Strategic Total | PairCorr |
0.92 | AMECX | Income Fund | PairCorr |
0.94 | FIKHX | Fidelity Advisor Tec | PairCorr |
0.77 | PFN | Pimco Income Strategy | PairCorr |
0.83 | DFMGX | Df Dent Midcap | PairCorr |
0.96 | VIGAX | Vanguard Growth Index | PairCorr |
0.65 | FXIFX | Fidelity Freedom Index | PairCorr |
0.99 | VIIIX | Vanguard Institutional | PairCorr |
0.7 | LBHIX | Thrivent High Yield | PairCorr |
Moving against Proxy Mutual Fund
0.5 | BTMPX | Ishares Msci Eafe | PairCorr |
0.5 | MDIIX | Blackrock Intern Index | PairCorr |
0.49 | BTMKX | Blackrock International | PairCorr |
0.53 | FMFFX | Fs Managed Futures | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Proxy Mutual Fund performing well and Proxy Voting 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 Proxy Voting'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
MSSGX | 1.47 | 0.38 | 0.28 | 0.36 | 1.17 | 3.46 | 7.23 | |||
IUSCX | 0.97 | (0.06) | 0.01 | 0.08 | 0.98 | 2.29 | 8.00 | |||
GPSCX | 1.08 | 0.06 | 0.07 | 0.16 | 1.10 | 2.33 | 5.55 | |||
RLESX | 0.87 | (0.04) | 0.01 | 0.09 | 0.87 | 2.10 | 7.12 | |||
TVOYX | 0.79 | (0.01) | 0.03 | 0.11 | 0.67 | 1.70 | 6.73 | |||
TQAAX | 0.82 | (0.03) | 0.00 | 0.09 | 0.98 | 1.75 | 6.10 | |||
CWSIX | 0.88 | 0.00 | 0.05 | 0.11 | 0.75 | 2.04 | 7.79 |