Catholic Values Correlations

CFVAX Fund

USD 8.77 0.01 0.11%

The current 90-days correlation between Catholic Values Fixed and Wasatch Large Cap is 0.24 (i.e., Modest diversification). The correlation of Catholic Values 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.

Catholic Values Correlation With Market

Weak diversification

The correlation between Catholic Values Fixed and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catholic Values Fixed 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 Catholic Values Fixed. 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 Catholic Mutual Fund

0.7	SRYRX	Simt Real Return	Pair Corr
0.73	SCFYX	Simt E Fixed	Pair Corr
0.95	SCOAX	Siit E Fixed	Pair Corr
0.99	CFVYX	Catholic Values Fixed	Pair Corr
0.98	SCXIX	Sei Insti Mgd	Pair Corr

Related Correlations Analysis

	CMIFX	DLQIX	JDVNX	GMLVX	AMFFX	TRLUX	CBLSX	WILCX
CMIFX		0.88	0.9	0.7	0.91	0.9	0.92	0.94	CMIFX
DLQIX	0.88		0.94	0.75	0.97	0.97	0.99	0.95	DLQIX
JDVNX	0.9	0.94		0.88	0.95	0.93	0.96	0.98	JDVNX
GMLVX	0.7	0.75	0.88		0.77	0.74	0.78	0.84	GMLVX
AMFFX	0.91	0.97	0.95	0.77		0.98	0.98	0.97	AMFFX
TRLUX	0.9	0.97	0.93	0.74	0.98		0.98	0.96	TRLUX
CBLSX	0.92	0.99	0.96	0.78	0.98	0.98		0.98	CBLSX
WILCX	0.94	0.95	0.98	0.84	0.97	0.96	0.98		WILCX
	CMIFX	DLQIX	JDVNX	GMLVX	AMFFX	TRLUX	CBLSX	WILCX

Risk-Adjusted Indicators

There is a big difference between Catholic Mutual Fund performing well and Catholic Values 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 Catholic Values' 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
CMIFX	0.04	0.00	(0.62)	0.58	0.00	(0.10)	0.10	(0.10)	0.21
DLQIX	0.85	0.33	0.35	0.78	0.20	(1.03)	1.10	(1.30)	20.87
JDVNX	0.71	0.14	0.16	0.21	0.53	(0.84)	1.47	(1.28)	8.49
GMLVX	0.61	0.12	0.15	0.27	0.37	(0.78)	1.30	(0.98)	3.10
AMFFX	0.57	0.10	0.09	0.24	0.52	(0.63)	0.87	(1.03)	7.65
TRLUX	0.92	0.43	0.63	0.90	0.00	(1.21)	1.59	(1.07)	13.34
CBLSX	0.77	0.24	0.26	0.45	0.30	(0.99)	1.54	(1.02)	14.41
WILCX	0.48	0.13	0.18	0.29	0.15	(0.57)	0.99	(0.67)	4.64

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Catholic Values Correlations

Catholic Values Correlation With Market

Weak diversification

Moving together with Catholic Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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