Boston Trust Correlations

Mutual Funds . USA . 
Fund . Boston Trust Small
BOSOX Fund  USD 17.51  0.30  1.74%   
The current 90-days correlation between Boston Trust Small and Lazard Equity Centrated is 0.49 (i.e., Very weak diversification). The correlation of Boston Trust 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.

Boston Trust Correlation With Market

Almost no diversification

The correlation between Boston Trust Small 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 Boston Trust Small 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 Boston Trust Small. 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 board of governors.

Moving together with BOSTON Mutual Fund

  0.98WAMFX Walden MidcapPairCorr
  0.96WSBFX Walden Asset ManagementPairCorr
  0.96WSEFX Walden EquityPairCorr
  0.99WASMX Walden Smid CapPairCorr
  0.83BTEFX Boston Trust EquityPairCorr
  0.97BTMFX Boston Trust MidcapPairCorr
  0.93VSMAX Vanguard Small CapPairCorr
  0.93VSCIX Vanguard Small CapPairCorr
  0.93VSCPX Vanguard Small CapPairCorr
  0.93NAESX Vanguard Small CapPairCorr
  0.9FSSNX Fidelity Small CapPairCorr
  0.94DFSTX Us Small CapPairCorr
  0.95FTHSX Fuller Thaler BehavioralPairCorr
  0.95FTHNX Fuller Thaler BehavioralPairCorr
  0.96PASVX T Rowe PricePairCorr
  0.95PRVIX T Rowe PricePairCorr
  0.76SMPIX Semiconductor UltrasectorPairCorr
  0.82SMPSX Semiconductor UltrasectorPairCorr
  0.87RSNRX Victory Global NaturalPairCorr
  0.88RSNYX Victory Global NaturalPairCorr
  0.88RGNCX Victory Global NaturalPairCorr
  0.74MLPNX Oppenheimer Steelpath MlpPairCorr
  0.74SPMPX Invesco Steelpath MlpPairCorr
  0.73MLPLX Oppenheimer Steelpath MlpPairCorr
  0.73SPMJX Invesco Steelpath MlpPairCorr
  0.9PMPIX Precious Metals UltrPairCorr
  0.95FLMAX Muirfield Fund AdviserPairCorr
  0.88FTCWX Fidelity Asset ManagerPairCorr
  0.66GGTPX Goldman Sachs GovernmentPairCorr
  0.88FCCTX American Funds 2020PairCorr
  0.72WARAX Wells Fargo AdvantagePairCorr
  0.88FAITX American Funds 2050PairCorr
  0.68MISHX Ab Municipal IncomePairCorr
  0.95GACIX Gabelli SmallPairCorr
  0.91PAEIX T Rowe PricePairCorr
  0.92TRRMX T Rowe PricePairCorr
  0.94MSSCX Amg Frontier SmallPairCorr
  0.9GMARX Nationwide InvestorPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between BOSTON Mutual Fund performing well and Boston Trust 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 Boston Trust'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BAUAX  1.06  0.30  0.33  0.31  0.48 
(1.35)
 2.56 
(1.43)
 15.97 
HAVLX  0.52  0.07  0.08  0.14  0.45 
(0.58)
 1.24 
(0.95)
 3.36 
GTSCX  0.88  0.18  0.20  0.22  0.63 
(1.01)
 2.33 
(1.46)
 8.83 
WSMNX  0.90  0.03  0.04  0.08  0.92 
(1.06)
 1.90 
(1.62)
 5.11 
WSMDX  0.90  0.03  0.03  0.08  0.94 
(1.06)
 1.92 
(1.64)
 4.82 
SAGWX  0.66  0.06  0.02  0.29  0.68 
(0.74)
 1.87 
(1.25)
 4.13 
AMFAX  0.69  0.10  0.05  1.84  0.88 
(0.73)
 1.23 
(1.22)
 4.98 
SMAPX  0.68  0.18  0.14 (3.77) 0.67 
(0.76)
 1.45 
(1.33)
 3.86 
SWYFX  0.36  0.01 (0.03) 0.07  0.50 
(0.35)
 0.85 
(0.80)
 2.16 
LEVIX  1.09  0.07  0.06  0.11  1.11 
(1.27)
 2.43 
(1.96)
 6.08 

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