Boston Trust Correlations

BOSOX Fund

USD 16.96 0.26 1.56%

The current 90-days correlation between Boston Trust Small and Brown Advisory Small Cap is 0.38 (i.e., 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

Good diversification

The correlation between Boston Trust Small and DJI is -0.01 (i.e., Good 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 metropolitan statistical area.

Moving together with Boston Mutual Fund

0.96	WAMFX	Walden Midcap	Pair Corr
0.93	WSBFX	Walden Asset Management	Pair Corr
0.93	WSEFX	Walden Equity	Pair Corr
0.88	WASMX	Walden Smid Cap	Pair Corr
0.94	BTMFX	Boston Trust Midcap	Pair Corr
0.76	BTSMX	Boston Trust Smid	Pair Corr
0.8	VSMAX	Vanguard Small Cap	Pair Corr
0.69	VSCIX	Vanguard Small Cap	Pair Corr
0.78	VSCPX	Vanguard Small Cap	Pair Corr
0.69	NAESX	Vanguard Small Cap	Pair Corr
0.68	FSSNX	Fidelity Small Cap	Pair Corr
0.76	DFSTX	Us Small Cap	Pair Corr
0.78	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.7	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.8	PASVX	T Rowe Price	Pair Corr
0.92	PRVIX	T Rowe Price	Pair Corr
0.61	SMPSX	Semiconductor Ultrasector	Pair Corr
0.74	RSNRX	Victory Global Natural	Pair Corr
0.74	RSNYX	Victory Global Natural	Pair Corr
0.74	RGNCX	Victory Global Natural	Pair Corr
0.62	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.71	RRTFX	T Rowe Price	Pair Corr
0.62	FSCSX	Software And It	Pair Corr
0.66	STIRX	Pioneer Strategic Income	Pair Corr
0.74	AAINX	Thrivent Opportunity	Pair Corr
0.86	SAGCX	Clearbridge Aggressive	Pair Corr
0.8	GLEAX	Goldman Sachs Mlp	Pair Corr
0.74	SISAX	Saat Tax Managed	Pair Corr
0.83	FDSCX	Fidelity Stock Selector	Pair Corr

Related Correlations Analysis

	BAUAX	HAVLX	GTSCX	WSMNX	WSMDX	SAGWX	AMFAX	SMAPX	SWYFX	LEVIX
BAUAX		0.69	0.9	0.83	0.83	0.71	0.55	0.35	0.36	0.57	BAUAX
HAVLX	0.69		0.85	0.8	0.81	0.91	0.39	0.56	0.68	0.76	HAVLX
GTSCX	0.9	0.85		0.82	0.81	0.8	0.51	0.4	0.53	0.61	GTSCX
WSMNX	0.83	0.8	0.82		1.0	0.85	0.55	0.43	0.55	0.8	WSMNX
WSMDX	0.83	0.81	0.81	1.0		0.85	0.55	0.44	0.56	0.81	WSMDX
SAGWX	0.71	0.91	0.8	0.85	0.85		0.48	0.51	0.67	0.79	SAGWX
AMFAX	0.55	0.39	0.51	0.55	0.55	0.48		0.18	0.32	0.45	AMFAX
SMAPX	0.35	0.56	0.4	0.43	0.44	0.51	0.18		0.02	0.5	SMAPX
SWYFX	0.36	0.68	0.53	0.55	0.56	0.67	0.32	0.02		0.58	SWYFX
LEVIX	0.57	0.76	0.61	0.8	0.81	0.79	0.45	0.5	0.58		LEVIX
	BAUAX	HAVLX	GTSCX	WSMNX	WSMDX	SAGWX	AMFAX	SMAPX	SWYFX	LEVIX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BAUAX	1.05	0.16	0.15	0.22	0.84	(1.31)	2.36	(1.50)	15.23
HAVLX	0.57	0.02	(0.05)	0.24	0.73	(0.61)	1.20	(1.10)	2.84
GTSCX	0.89	0.18	0.09	(1.57)	0.88	(0.97)	2.31	(1.46)	7.91
WSMNX	0.95	0.01	0.02	0.08	1.10	(1.05)	1.83	(1.63)	4.78
WSMDX	0.95	0.00	0.01	0.07	1.13	(1.05)	1.84	(1.64)	4.81
SAGWX	0.72	(0.01)	(0.01)	0.06	0.90	(0.79)	1.60	(1.33)	4.01
AMFAX	0.66	0.03	(0.03)	0.31	0.79	(0.72)	1.22	(1.46)	3.63
SMAPX	0.64	0.00	(0.09)	0.14	0.85	(0.64)	1.25	(1.47)	3.40
SWYFX	0.44	(0.01)	(0.09)	0.01	0.72	(0.41)	0.89	(1.00)	3.36
LEVIX	1.10	0.02	0.03	0.09	1.29	(1.30)	2.41	(2.60)	6.08

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Boston Trust Correlations

Boston Trust Correlation With Market

Good diversification

Moving together with Boston Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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