Value Fund Correlations

Mutual Funds . USA . 
Fund . Value Fund I
AVLIX Fund  USD 8.80  0.04  0.46%   
The current 90-days correlation between Value Fund I and Diversified Bond Fund is 0.27 (i.e., Modest diversification). The correlation of Value Fund 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.

Value Fund Correlation With Market

Poor diversification

The correlation between Value Fund I and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Value Fund I 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 Value Fund I. 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 gross domestic product.

Moving together with Value Mutual Fund

  0.87AMDVX Mid Cap ValuePairCorr
  0.95AMEIX Equity GrowthPairCorr
  0.7AMGIX Income GrowthPairCorr
  0.66AMKIX Emerging MarketsPairCorr
  0.67TWCCX Ultra Fund CPairCorr
  0.66TWCAX Select Fund APairCorr
  0.67TWCIX Select Fund InvestorPairCorr
  0.66TWCGX Growth Fund InvestorPairCorr
  0.8TWARX Short Term GovernmentPairCorr
  0.8TWAVX Short Term GovernmentPairCorr
  1.0AMVYX Mid Cap ValuePairCorr
  1.0AMVRX Mid Cap ValuePairCorr
  1.0AMVGX Mid Cap ValuePairCorr
  0.92TWEAX Equity IncomePairCorr
  0.92TWEIX Equity IncomePairCorr
  0.85TWGAX International GrowthPairCorr
  0.9TWGIX Growth Fund IPairCorr
  0.89TWGGX Global GrowthPairCorr
  0.67TWIEX International GrowthPairCorr
  0.93TWHIX Heritage Fund InvestorPairCorr
  0.84TWMIX Emerging MarketsPairCorr
  0.91TWRCX Growth Fund CPairCorr
  0.85TWTCX Intermediate Term TaxPairCorr
  0.66TWTIX Intermediate Term TaxPairCorr
  0.94TWSCX Strategic AllocationPairCorr
  0.69TWSAX Strategic AllocationPairCorr
  0.69TWSMX Strategic AllocationPairCorr
  0.66TWSIX Select Fund IPairCorr
  1.0TWVLX Value Fund InvestorPairCorr
  0.67TWUIX Ultra Fund IPairCorr
  0.84TWUOX Short Term GovernmentPairCorr
  0.62TWWOX Intermediate Term TaxPairCorr
  0.85NPHIX High Income FundPairCorr
  0.66ANORX Small Cap GrowthPairCorr
  0.7ANONX Small Cap GrowthPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Value Mutual Fund performing well and Value Fund 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 Value Fund'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.

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