Anchor Risk Correlations

ATCAX Fund

USD 15.96 0.01 0.06%

The current 90-days correlation between Anchor Risk Managed and Ab Global Risk is -0.09 (i.e., Good diversification). The correlation of Anchor Risk 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.

Anchor Risk Correlation With Market

Almost no diversification

The correlation between Anchor Risk Managed and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Anchor Risk Managed 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 Anchor Risk Managed. 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 nation.

Moving together with Anchor Mutual Fund

1.0	ATCSX	Anchor Tactical Credit	Pair Corr
0.78	BSICX	Blackrock Strategic Opps	Pair Corr
0.78	BASIX	Blackrock Strategic Opps	Pair Corr
0.77	BSIIX	Blackrock Strategic	Pair Corr
0.79	BSIKX	Blackrock Strategic	Pair Corr
0.69	PMZNX	Pimco Mortgage Oppor	Pair Corr
0.73	PMZCX	Pimco Mortgage Oppor	Pair Corr
0.71	PMZAX	Pimco Mortgage Oppor	Pair Corr
0.71	JSORX	Jpmorgan Strategic Income	Pair Corr
0.71	JSOZX	Jpmorgan Strategic Income	Pair Corr
0.74	JSOCX	Jpmorgan Strategic Income	Pair Corr
0.85	SMPIX	Semiconductor Ultrasector	Pair Corr
0.81	SMPSX	Semiconductor Ultrasector	Pair Corr
0.72	RSNRX	Victory Global Natural	Pair Corr
0.77	RSNYX	Victory Global Natural	Pair Corr
0.66	GGOSX	Goldman Sachs Growth	Pair Corr
0.69	SRMAX	Deutsche Short Term	Pair Corr
0.78	AMFFX	American Mutual	Pair Corr
0.83	AAEVX	American Century One	Pair Corr
0.83	PBLLX	Pimco Equity Series	Pair Corr
0.84	ALFRX	Lord Abbett Alpha	Pair Corr
0.8	AAAIX	Strategic Allocation:	Pair Corr
0.73	ACSCX	Small Cap Value	Pair Corr
0.79	FLPKX	Fidelity Low Priced	Pair Corr
0.79	JNBZX	Jpmorgan Income Builder	Pair Corr
0.87	CPCTX	Counterpoint Tactical	Pair Corr
0.64	FAOFX	Fidelity Advisor Series	Pair Corr
0.67	DIFDX	Mfs Diversified Income	Pair Corr
0.79	MEIIX	Mfs Value Fund	Pair Corr
0.74	GCEAX	Ab Global E	Pair Corr
0.77	FEFAX	First Eagle Fund	Pair Corr

Related Correlations Analysis

	LFLCX	BXFIX	AWF	SMYIX	CNGLX	DSDYX	CABIX
LFLCX		-0.07	0.35	0.83	0.85	0.53	0.9	LFLCX
BXFIX	-0.07		0.03	0.17	0.11	-0.02	0.08	BXFIX
AWF	0.35	0.03		0.47	0.54	0.5	0.42	AWF
SMYIX	0.83	0.17	0.47		0.95	0.41	0.95	SMYIX
CNGLX	0.85	0.11	0.54	0.95		0.5	0.95	CNGLX
DSDYX	0.53	-0.02	0.5	0.41	0.5		0.49	DSDYX
CABIX	0.9	0.08	0.42	0.95	0.95	0.49		CABIX
	LFLCX	BXFIX	AWF	SMYIX	CNGLX	DSDYX	CABIX

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

CNGLX	+ 0.95	SMYIX
CABIX	+ 0.95	SMYIX
CABIX	+ 0.95	CNGLX
CABIX	+ 0.9	LFLCX
CNGLX	+ 0.85	LFLCX
SMYIX	+ 0.83	LFLCX

High negative correlations

BXFIX	- 0.07	LFLCX
DSDYX	- 0.02	BXFIX

Risk-Adjusted Indicators

There is a big difference between Anchor Mutual Fund performing well and Anchor Risk 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 Anchor Risk'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
LFLCX	0.13	0.03	(0.07)	1.19	0.00	(0.19)	0.32	(0.32)	0.75
BXFIX	0.07	(0.02)	0.00	(0.79)	0.00	0.00	0.12	(0.12)	0.95
AWF	0.26	(0.02)	(0.12)	(0.03)	0.33	(0.30)	0.56	(0.57)	1.33
SMYIX	0.65	0.11	0.11	0.21	0.67	(0.71)	1.16	(1.34)	7.76
CNGLX	0.60	0.04	0.04	0.10	0.68	(0.67)	1.15	(1.20)	5.46
DSDYX	0.09	0.00	(0.28)	0.31	0.00	(0.11)	0.20	(0.20)	0.59
CABIX	0.45	0.11	0.11	(1.94)	0.38	(0.52)	0.83	(0.89)	5.68

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