Cullen Small Correlations

CUSIX Fund

USD 14.93 0.18 1.22%

The current 90-days correlation between Cullen Small Cap and Msift High Yield is 0.49 (i.e., Very weak diversification). The correlation of Cullen Small 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.

Cullen Small Correlation With Market

Very poor diversification

The correlation between Cullen Small Cap and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cullen Small Cap 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 Cullen Small Cap. 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 Cullen Mutual Fund

1.0	CUSCX	Cullen Small Cap	Pair Corr
1.0	CUSRX	Cullen Small Cap	Pair Corr
0.76	CVLVX	Cullen Value	Pair Corr
0.76	CVLFX	Cullen Value	Pair Corr
0.76	CVLEX	Cullen Value	Pair Corr
0.73	CEMGX	Cullen Emerging Markets	Pair Corr
0.73	CEMFX	Cullen Emerging Markets	Pair Corr
0.73	CEMDX	Cullen Emerging Markets	Pair Corr
0.76	ENHRX	Cullen Enhanced Equity	Pair Corr
0.76	ENHNX	Cullen Enhanced Equity	Pair Corr
0.76	ENHCX	Cullen Enhanced Equity	Pair Corr
0.61	CHDVX	Cullen High Dividend	Pair Corr
0.77	CIHIX	Cullen International High	Pair Corr
0.77	CIHCX	Cullen International High	Pair Corr
0.77	CIHDX	Cullen International High	Pair Corr
0.9	VSIIX	Vanguard Small Cap	Pair Corr
0.9	VISVX	Vanguard Small Cap	Pair Corr
0.86	DFSVX	Us Small Cap	Pair Corr
0.87	DFFVX	Us Targeted Value	Pair Corr
0.77	UBVCX	Undiscovered Managers	Pair Corr
0.75	UBVAX	Undiscovered Managers	Pair Corr
0.78	UBVSX	Undiscovered Managers	Pair Corr
0.68	VSMCX	Invesco Small Cap	Pair Corr
0.68	GPBFX	Gmo E Plus	Pair Corr
0.79	GPMFX	Guidepath Managed Futures	Pair Corr
0.69	PQTAX	Pimco Trends Managed	Pair Corr
0.71	PQTNX	Pimco Trends Managed	Pair Corr
0.7	PQTIX	Aa Pimco Tr	Pair Corr
0.8	WARCX	Wells Fargo Advantage	Pair Corr
0.73	BMNSX	Baird E Intermediate	Pair Corr
0.81	OASGX	Optimum Small Mid Potential Growth	Pair Corr
0.61	PFFRX	T Rowe Price	Pair Corr
0.83	IRGMX	Voya Retirement Moderate	Pair Corr
0.71	AGEPX	American Beacon Global	Pair Corr
0.63	ETGLX	Eventide Gilead	Pair Corr

Moving against Cullen Mutual Fund

0.42

CHDEX

Cullen High Dividend

Pair Corr

Related Correlations Analysis

	GHVIX	PHDTX	AGDZX	LSYFX	MRHYX
GHVIX		0.54	0.92	0.94	0.99	GHVIX
PHDTX	0.54		0.47	0.45	0.54	PHDTX
AGDZX	0.92	0.47		0.97	0.94	AGDZX
LSYFX	0.94	0.45	0.97		0.95	LSYFX
MRHYX	0.99	0.54	0.94	0.95		MRHYX
	GHVIX	PHDTX	AGDZX	LSYFX	MRHYX

Risk-Adjusted Indicators

There is a big difference between Cullen Mutual Fund performing well and Cullen Small 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 Cullen Small'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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GHVIX	0.10	0.01	(0.29)	0.14	(0.14)	0.24	(0.23)	0.70
PHDTX	0.12	(0.02)	0.00	(0.68)	0.00	0.22	(0.22)	3.12
AGDZX	0.11	0.02	(0.26)	(0.97)	(0.22)	0.28	(0.14)	1.00
LSYFX	0.13	0.02	(0.28)	0.23	(0.22)	0.31	(0.21)	1.14
MRHYX	0.09	0.01	(0.24)	0.20	(0.15)	0.24	(0.23)	0.47

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