Anchor Risk Correlations

ATEAX Fund

USD 15.41 0.23 1.52%

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

Very good diversification

The correlation between Anchor Risk Managed and DJI is -0.4 (i.e., Very good 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

0.77	GAAVX	Gmo Alternative Allo	Pair Corr
0.43	FFBTX	Fidelity Freedom Blend	Pair Corr
0.36	FTYPX	Fidelity Freedom Index	Pair Corr
0.34	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.33	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.32	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.61	GHVIX	Gmo High Yield	Pair Corr
0.59	GQLOX	Gmo Quality Fund	Pair Corr
0.57	GCAVX	Gmo Small Cap	Pair Corr
0.57	PAAIX	All Asset Fund	Pair Corr
0.57	SCGPX	Strategic Asset Mana	Pair Corr
0.56	PWTYX	Ubs Allocation	Pair Corr
0.55	GMCQX	Gmo Equity Allocation	Pair Corr
0.55	GCECX	Ab Global E	Pair Corr
0.51	APDJX	Artisan International	Pair Corr
0.49	FSNLX	Fidelity Freedom 2015	Pair Corr
0.49	MECDX	Mainstay Epoch Capital	Pair Corr
0.48	PASUX	T Rowe Price	Pair Corr
0.42	TLZIX	Tiaa Cref Lifecycle	Pair Corr
0.41	LEDCX	Lord Abbett Emerging	Pair Corr
0.4	PCKCX	Pimco Small Cap	Pair Corr
0.39	ISTIX	Ivy Science And	Pair Corr
0.38	ERBIX	Eaton Vance Richard	Pair Corr
0.33	OTCYX	Oppenheimer Capital	Pair Corr
0.76	BSBIX	Baird Short Term	Pair Corr
0.66	VEVCX	Victory Sycamore Est	Pair Corr
0.65	ANVMX	American Century Non	Pair Corr
0.63	TVLIX	Touchstone Value	Pair Corr

Related Correlations Analysis

	IAAEX	SBFAX	PFSQX	FTIXX	RYFIX	XFINX	MCBXX
IAAEX		0.88	0.96	0.0	0.77	0.09	0.0	IAAEX
SBFAX	0.88		0.93	0.0	0.86	0.3	0.0	SBFAX
PFSQX	0.96	0.93		0.0	0.89	0.24	0.0	PFSQX
FTIXX	0.0	0.0	0.0		0.0	0.0	0.0	FTIXX
RYFIX	0.77	0.86	0.89	0.0		0.54	0.0	RYFIX
XFINX	0.09	0.3	0.24	0.0	0.54		0.0	XFINX
MCBXX	0.0	0.0	0.0	0.0	0.0	0.0		MCBXX
	IAAEX	SBFAX	PFSQX	FTIXX	RYFIX	XFINX	MCBXX

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

PFSQX	+ 0.96	IAAEX
PFSQX	+ 0.93	SBFAX
RYFIX	+ 0.89	PFSQX
SBFAX	+ 0.88	IAAEX
RYFIX	+ 0.86	SBFAX
RYFIX	+ 0.77	IAAEX

High negative correlations

MCBXX	- 0.0	XFINX
MCBXX	- 0.0	RYFIX
MCBXX	- 0.0	FTIXX
XFINX	- 0.0	FTIXX
RYFIX	- 0.0	FTIXX
MCBXX	- 0.0	PFSQX

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
IAAEX	0.98	0.35	0.47	0.47	0.00	(1.27)	1.94	(0.97)	19.44
SBFAX	0.97	0.33	0.36	0.62	0.18	(1.23)	1.70	(1.43)	18.47
PFSQX	0.94	0.15	0.15	0.21	0.77	(1.08)	1.95	(1.75)	12.00
FTIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
RYFIX	0.66	(0.02)	(0.03)	0.06	0.83	(0.69)	1.34	(1.40)	4.22
XFINX	0.14	(0.01)	(0.21)	(0.05)	0.28	(0.13)	0.22	(0.43)	1.29
MCBXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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