Short Duration Correlations

APOCX Fund

USD 9.86 0.01 0.10%

The current 90-days correlation between Short Duration Inflation and Select Fund Investor is -0.13 (i.e., Good diversification). The correlation of Short Duration 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.

Short Duration Correlation With Market

Very weak diversification

The correlation between Short Duration Inflation and DJI is 0.49 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Short Duration Inflation 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 Short Duration Inflation. 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 services.

Moving together with Short Mutual Fund

0.7	AMDVX	Mid Cap Value	Pair Corr
0.79	CDBCX	Diversified Bond	Pair Corr
0.69	AMKIX	Emerging Markets	Pair Corr
0.7	TWACX	Short Term Government	Pair Corr
0.69	TWARX	Short Term Government	Pair Corr
0.71	TWAVX	Short Term Government	Pair Corr
0.69	TWMIX	Emerging Markets	Pair Corr
0.75	TWTCX	Intermediate Term Tax	Pair Corr
0.74	TWTIX	Intermediate Term Tax	Pair Corr
0.68	TWUSX	Short Term Government	Pair Corr
0.71	TWUOX	Short Term Government	Pair Corr
0.75	TWWOX	Intermediate Term Tax	Pair Corr

Moving against Short Mutual Fund

0.37

TWCUX

Ultra Fund Investor

Pair Corr

Related Correlations Analysis

	AMDVX	AMEIX	AMGIX	CDBCX	AMKIX	TWACX	TWADX	TWCCX	TWCAX	TWCIX
AMDVX		0.7	0.85	0.77	0.89	0.89	0.88	0.59	0.57	0.57	AMDVX
AMEIX	0.7		0.97	0.49	0.71	0.73	0.94	0.99	0.98	0.98	AMEIX
AMGIX	0.85	0.97		0.61	0.84	0.84	0.99	0.93	0.91	0.91	AMGIX
CDBCX	0.77	0.49	0.61		0.65	0.83	0.66	0.42	0.4	0.39	CDBCX
AMKIX	0.89	0.71	0.84	0.65		0.79	0.85	0.64	0.62	0.61	AMKIX
TWACX	0.89	0.73	0.84	0.83	0.79		0.87	0.64	0.62	0.61	TWACX
TWADX	0.88	0.94	0.99	0.66	0.85	0.87		0.89	0.86	0.86	TWADX
TWCCX	0.59	0.99	0.93	0.42	0.64	0.64	0.89		0.99	0.99	TWCCX
TWCAX	0.57	0.98	0.91	0.4	0.62	0.62	0.86	0.99		1.0	TWCAX
TWCIX	0.57	0.98	0.91	0.39	0.61	0.61	0.86	0.99	1.0		TWCIX
	AMDVX	AMEIX	AMGIX	CDBCX	AMKIX	TWACX	TWADX	TWCCX	TWCAX	TWCIX

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Risk-Adjusted Indicators

There is a big difference between Short Mutual Fund performing well and Short Duration 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 Short Duration'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
AMDVX	0.60	0.11	0.13	0.21	0.46	(0.72)	1.54	(1.23)	3.69
AMEIX	0.80	0.15	0.14	0.31	0.70	(0.92)	1.33	(1.64)	13.91
AMGIX	0.68	0.21	0.27	0.35	0.23	(0.79)	1.60	(1.23)	8.67
CDBCX	0.14	0.01	(0.24)	0.39	0.00	(0.18)	0.32	(0.22)	0.65
AMKIX	0.72	0.15	0.15	0.31	0.58	(0.83)	1.49	(1.29)	4.05
TWACX	0.05	0.00	(0.48)	1.40	0.00	(0.14)	0.11	(0.11)	0.33
TWADX	0.65	0.27	0.39	0.55	0.00	(0.91)	1.40	(0.97)	9.13
TWCCX	1.15	0.20	0.14	0.57	0.92	(1.48)	1.45	(2.08)	26.20
TWCAX	0.93	0.06	0.03	0.16	1.04	(1.02)	1.51	(1.94)	15.17
TWCIX	0.91	0.05	0.02	0.14	1.04	(1.00)	1.52	(1.94)	14.35

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