Cullen Small Correlations

CUSIX Fund

USD 14.85 0.01 0.07%

The current 90-days correlation between Cullen Small Cap and Cullen Enhanced Equity is 0.69 (i.e., Poor 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 0.89 (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
0.81	CVLVX	Cullen Value	Pair Corr
0.8	CVLFX	Cullen Value	Pair Corr
0.81	CVLEX	Cullen Value	Pair Corr
0.74	CEMGX	Cullen Emerging Markets	Pair Corr
0.74	CEMFX	Cullen Emerging Markets	Pair Corr
0.74	CEMDX	Cullen Emerging Markets	Pair Corr
0.79	ENHRX	Cullen Enhanced Equity	Pair Corr
0.79	ENHNX	Cullen Enhanced Equity	Pair Corr
0.78	ENHCX	Cullen Enhanced Equity	Pair Corr
0.7	CHDVX	Cullen High Dividend	Pair Corr
0.69	CHVCX	Cullen High Dividend	Pair Corr
0.77	CIHIX	Cullen International High	Pair Corr
0.77	CIHCX	Cullen International High	Pair Corr
0.78	CIHDX	Cullen International High	Pair Corr
0.92	VSIIX	Vanguard Small Cap	Pair Corr
0.92	VISVX	Vanguard Small Cap	Pair Corr
0.89	DFSVX	Us Small Cap	Pair Corr
0.9	DFFVX	Us Targeted Value	Pair Corr
0.78	VSMCX	Invesco Small Cap	Pair Corr
0.84	VSCAX	Invesco Small Cap	Pair Corr
0.83	UBVCX	Undiscovered Managers	Pair Corr
0.84	UBVAX	Undiscovered Managers	Pair Corr
0.79	PDI	Pimco Dynamic Income	Pair Corr
0.88	CWGIX	Capital World Growth	Pair Corr
0.7	FHYIX	Franklin High Yield	Pair Corr
0.86	MEIIX	Mfs Value Fund	Pair Corr
0.88	GVIYX	Guidestone Value Equity	Pair Corr

Moving against Cullen Mutual Fund

0.93	UIPIX	Ultrashort Mid Cap	Pair Corr
0.74	CESGX	Coho Relative Value	Pair Corr
0.67	TCSUX	Cleartrack 2020 Class	Pair Corr
0.66	TCTGX	Transamerica Cleartrack	Pair Corr
0.65	TCTJX	Transamerica Cleartrack	Pair Corr
0.64	TDKTX	Cleartrack 2015 Class	Pair Corr
0.36	USPSX	Profunds Ultrashort	Pair Corr
0.33	USPIX	Profunds Ultrashort	Pair Corr

Related Correlations Analysis

	CUSCX	CUSRX	CVLVX	CVLFX	CVLEX	CEMGX	CEMFX	CEMDX	ENHRX
CUSCX		1.0	0.8	0.8	0.8	0.74	0.74	0.74	0.78	CUSCX
CUSRX	1.0		0.8	0.8	0.8	0.74	0.74	0.74	0.78	CUSRX
CVLVX	0.8	0.8		1.0	1.0	0.92	0.92	0.92	0.97	CVLVX
CVLFX	0.8	0.8	1.0		1.0	0.92	0.92	0.92	0.97	CVLFX
CVLEX	0.8	0.8	1.0	1.0		0.92	0.92	0.92	0.97	CVLEX
CEMGX	0.74	0.74	0.92	0.92	0.92		1.0	1.0	0.94	CEMGX
CEMFX	0.74	0.74	0.92	0.92	0.92	1.0		1.0	0.94	CEMFX
CEMDX	0.74	0.74	0.92	0.92	0.92	1.0	1.0		0.94	CEMDX
ENHRX	0.78	0.78	0.97	0.97	0.97	0.94	0.94	0.94		ENHRX
	CUSCX	CUSRX	CVLVX	CVLFX	CVLEX	CEMGX	CEMFX	CEMDX	ENHRX

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	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CUSCX	1.16	0.06	0.07	0.11	1.13	(1.36)	2.91	(2.60)	7.16
CUSRX	1.16	0.06	0.08	0.11	1.12	(1.36)	2.91	(2.61)	7.17
CVLVX	0.57	0.15	0.18	0.26	0.37	(0.66)	1.31	(1.25)	4.08
CVLFX	0.56	0.15	0.18	0.25	0.38	(0.63)	1.24	(1.25)	3.95
CVLEX	0.56	0.15	0.18	0.26	0.36	(0.65)	1.30	(1.31)	4.06
CEMGX	0.65	0.25	0.22	0.98	0.46	(0.75)	1.84	(1.56)	4.41
CEMFX	0.66	0.25	0.22	1.01	0.44	(0.76)	1.79	(1.51)	4.40
CEMDX	0.66	0.25	0.22	1.01	0.47	(0.76)	1.80	(1.53)	4.44
ENHRX	0.53	0.13	0.18	0.31	0.17	(0.68)	1.36	(0.86)	2.83

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