Anchor Risk Correlations

ATEAX Fund

USD 15.75 0.04 0.25%

The current 90-days correlation between Anchor Risk Managed and Qs Global Equity is 0.57 (i.e., Very weak 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

Poor diversification

The correlation between Anchor Risk Managed and DJI is 0.65 (i.e., Poor 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

ATESX

Anchor Tactical Equity

Pair Corr

Moving against Anchor Mutual Fund

0.55	GAAKX	Gmo Alternative Allo	Pair Corr
0.49	GAAGX	Gmo Alternative Allo	Pair Corr
0.57	GSSSX	Goldman Sachs Small	Pair Corr
0.55	AICGX	Income Growth	Pair Corr
0.54	PBEAX	Prudential Jennison Value	Pair Corr
0.53	HICOX	Colorado Bondshares	Pair Corr
0.52	PQIPX	Pimco Dividend And	Pair Corr
0.49	PQTAX	Pimco Trends Managed	Pair Corr
0.49	PUTIX	Pimco Unconstrained Tax	Pair Corr
0.48	PQTNX	Pimco Trends Managed	Pair Corr
0.48	PQTIX	Aa Pimco Tr	Pair Corr
0.46	IEGFX	Invesco International	Pair Corr
0.46	DFUVX	Us Large Cap	Pair Corr
0.43	DFIEX	International E Equity	Pair Corr
0.31	RNPGX	New Perspective	Pair Corr
0.58	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.55	BOSVX	Omni Small Cap	Pair Corr
0.55	GDIRX	Goldman Sachs Short	Pair Corr
0.54	FBLEX	Fidelity Series Stock	Pair Corr

Related Correlations Analysis

	SMYIX	ARTQX	PATFX	MSTGX	LCIAX	CABIX
SMYIX		0.89	0.43	0.9	0.95	0.95	SMYIX
ARTQX	0.89		0.28	0.89	0.82	0.94	ARTQX
PATFX	0.43	0.28		0.48	0.35	0.4	PATFX
MSTGX	0.9	0.89	0.48		0.82	0.91	MSTGX
LCIAX	0.95	0.82	0.35	0.82		0.91	LCIAX
CABIX	0.95	0.94	0.4	0.91	0.91		CABIX
	SMYIX	ARTQX	PATFX	MSTGX	LCIAX	CABIX

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
SMYIX	0.59	0.14	0.14	0.34	0.38	(0.69)	1.25	(1.01)	6.98
ARTQX	0.82	0.09	0.14	0.19	0.47	(1.03)	1.86	(1.05)	9.74
PATFX	0.09	0.02	(0.65)	(2.65)	0.00	(0.13)	0.27	(0.18)	0.72
MSTGX	0.23	0.03	(0.21)	0.48	0.15	(0.27)	0.41	(0.50)	1.31
LCIAX	0.84	0.25	0.29	0.42	0.17	(1.02)	1.50	(1.12)	18.66
CABIX	0.42	0.05	0.03	0.20	0.18	(0.50)	0.93	(0.70)	5.40

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