Atac Inflation Correlations

ATACX Fund

USD 40.25 0.07 0.17%

The current 90-days correlation between Atac Inflation Rotation and Janus Global Unconstrained is 0.34 (i.e., Weak diversification). The correlation of Atac Inflation 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.

Atac Inflation Correlation With Market

Poor diversification

The correlation between Atac Inflation Rotation and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atac Inflation Rotation 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 Atac Inflation Rotation. 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 unemployment.

Moving together with Atac Mutual Fund

0.91	ATCIX	Atac Inflation Rotation	Pair Corr
0.84	PAALX	All Asset Fund	Pair Corr
0.84	PATRX	Pimco All Asset	Pair Corr
0.84	PAAIX	All Asset Fund	Pair Corr
0.84	PALPX	Pimco All Asset	Pair Corr
0.84	PASAX	All Asset Fund	Pair Corr
0.84	PASCX	All Asset Fund	Pair Corr
0.84	PAANX	Pimco All Asset	Pair Corr
0.84	PAUPX	Pimco All Asset	Pair Corr
0.84	PAUIX	Pimco All Asset	Pair Corr
0.84	WARRX	Wells Fargo Advantage	Pair Corr
0.74	ETV	Eaton Vance Tax	Pair Corr
0.77	NFJ	Virtus Dividend Interest	Pair Corr
0.79	PURAX	Prudential Global Real	Pair Corr
0.73	TFILX	T Rowe Price	Pair Corr
0.82	RYJTX	Japan 2x Strategy	Pair Corr
0.77	CLBCX	American Balanced	Pair Corr
0.73	NBCRX	American Funds Retirement	Pair Corr
0.78	VGISX	Virtus Global Real	Pair Corr
0.8	FFNOX	Fidelity Four-in-one	Pair Corr
0.69	UJPIX	Ultrajapan Profund	Pair Corr
0.71	SZCIX	Deutsche Small Cap	Pair Corr
0.72	FAFPX	Nuveen Missouri Municipal	Pair Corr
0.82	MBAPX	Praxis Genesis Balanced	Pair Corr
0.77	TEQAX	Touchstone Sustainability	Pair Corr
0.76	CXXRX	Columbia Small Cap	Pair Corr
0.74	FSTZX	Fidelity Series 0	Pair Corr
0.76	ORAZX	Oppnhmr Rochester Arizona	Pair Corr
0.78	PREQX	Ubs Pace Global	Pair Corr
0.7	CRFIX	Calvert Fund	Pair Corr

Moving against Atac Mutual Fund

0.59	IIF	Morgan Stanley India	Pair Corr
0.42	CLM	Cornerstone Strategic	Pair Corr
0.34	CII	Blackrock Enhanced	Pair Corr
0.5	CRF	Cornerstone Total Return	Pair Corr
0.49	ETY	Eaton Vance Tax	Pair Corr

Related Correlations Analysis

	BFONX	OTPSX	WMKTX	FFBFX	LOGSX	JLGAX	TRARX	IICAX	JUCIX	JUCSX
BFONX		0.59	-0.07	0.72	-0.39	0.55	-0.3	-0.16	-0.22	-0.2	BFONX
OTPSX	0.59		0.08	0.67	-0.06	0.94	-0.06	-0.06	-0.17	-0.1	OTPSX
WMKTX	-0.07	0.08		-0.17	0.8	-0.19	0.91	0.84	0.82	0.85	WMKTX
FFBFX	0.72	0.67	-0.17		-0.37	0.74	-0.44	-0.39	-0.37	-0.31	FFBFX
LOGSX	-0.39	-0.06	0.8	-0.37		-0.25	0.83	0.65	0.64	0.67	LOGSX
JLGAX	0.55	0.94	-0.19	0.74	-0.25		-0.29	-0.3	-0.39	-0.32	JLGAX
TRARX	-0.3	-0.06	0.91	-0.44	0.83	-0.29		0.91	0.89	0.9	TRARX
IICAX	-0.16	-0.06	0.84	-0.39	0.65	-0.3	0.91		0.88	0.87	IICAX
JUCIX	-0.22	-0.17	0.82	-0.37	0.64	-0.39	0.89	0.88		0.99	JUCIX
JUCSX	-0.2	-0.1	0.85	-0.31	0.67	-0.32	0.9	0.87	0.99		JUCSX
	BFONX	OTPSX	WMKTX	FFBFX	LOGSX	JLGAX	TRARX	IICAX	JUCIX	JUCSX

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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

JUCSX	+ 0.99	JUCIX
JLGAX	+ 0.94	OTPSX
TRARX	+ 0.91	WMKTX
IICAX	+ 0.91	TRARX
JUCSX	+ 0.9	TRARX
JUCIX	+ 0.89	TRARX

High negative correlations

TRARX	- 0.44	FFBFX
JUCIX	- 0.39	JLGAX
IICAX	- 0.39	FFBFX
LOGSX	- 0.39	BFONX
JUCIX	- 0.37	FFBFX
LOGSX	- 0.37	FFBFX

Risk-Adjusted Indicators

There is a big difference between Atac Mutual Fund performing well and Atac Inflation 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 Atac Inflation'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
BFONX	0.90	0.06	0.05	0.12	0.95	(1.09)	1.47	(1.66)	16.21
OTPSX	0.75	(0.04)	(0.04)	(0.01)	1.06	(0.70)	1.41	(1.91)	5.04
WMKTX	0.44	0.12	0.15	0.32	0.36	(0.55)	0.86	(0.91)	5.72
FFBFX	1.20	(0.13)	0.00	(0.05)	0.00	0.00	2.76	(2.91)	8.81
LOGSX	0.66	0.00	(0.02)	0.03	0.76	(0.76)	1.35	(1.46)	3.78
JLGAX	0.79	(0.08)	0.00	(0.05)	0.00	0.00	1.50	(1.99)	5.18
TRARX	0.18	0.02	(0.03)	0.11	0.14	(0.21)	0.34	(0.34)	1.02
IICAX	0.50	0.10	0.08	(0.51)	0.53	(0.54)	0.95	(1.02)	3.14
JUCIX	0.08	0.01	(0.10)	0.13	0.00	(0.24)	0.33	(0.11)	1.66
JUCSX	0.07	0.00	(0.07)	0.12	0.00	(0.28)	0.33	(0.11)	1.76

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