Dean Small Correlations

DASCX Fund

USD 20.81 0.09 0.55%

The current 90-days correlation between Dean Small Cap and Live Oak Health is 0.46 (i.e., Very weak diversification). The correlation of Dean 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.

Dean Small Correlation With Market

Poor diversification

The correlation between Dean Small Cap and DJI is 0.71 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dean Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios. 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 services.

Moving together with Dean Mutual Fund

0.7	DAEIX	Unified Series Trust	Pair Corr
0.69	DALCX	Dean Mid Cap	Pair Corr
0.7	VSIIX	Vanguard Small Cap	Pair Corr
0.7	VISVX	Vanguard Small Cap	Pair Corr
0.68	DFSVX	Us Small Cap	Pair Corr
0.68	DFFVX	Us Targeted Value	Pair Corr
0.61	UBVSX	Undiscovered Managers	Pair Corr
0.81	PDI	Pimco Dynamic Income	Pair Corr
0.62	DWTFX	Arrow Dwa Tactical	Pair Corr
0.68	PGSLX	Principal Global Sus	Pair Corr
0.63	TWQAX	Transamerica Large Cap	Pair Corr
0.63	RYROX	Russell 2000	Pair Corr
0.72	FRDEX	Fidelity Sustainable	Pair Corr
0.74	FSDIX	Fidelity Strategic	Pair Corr
0.78	WELNX	William Blair Emerging	Pair Corr
0.76	TEQSX	Tiaa Cref Emerging	Pair Corr
0.73	JAARX	Alternative Asset	Pair Corr
0.79	HGXFX	Hartford Global Impact	Pair Corr

Moving against Dean Mutual Fund

0.46	TCSUX	Cleartrack 2020 Class	Pair Corr
0.45	TCTGX	Transamerica Cleartrack	Pair Corr
0.45	TCTJX	Transamerica Cleartrack	Pair Corr
0.44	TDKTX	Cleartrack 2015 Class	Pair Corr
0.67	CESGX	Coho Relative Value	Pair Corr
0.67	UIPIX	Ultrashort Mid Cap	Pair Corr

Related Correlations Analysis

	PRHSX	XXGRX	PHLAX	THQ	LYFAX	SWHFX	SCHLX	LOGSX
PRHSX		0.33	0.89	0.83	0.53	0.94	0.92	0.72	PRHSX
XXGRX	0.33		0.45	0.55	0.73	0.53	0.42	0.62	XXGRX
PHLAX	0.89	0.45		0.88	0.61	0.91	0.86	0.79	PHLAX
THQ	0.83	0.55	0.88		0.64	0.88	0.89	0.83	THQ
LYFAX	0.53	0.73	0.61	0.64		0.6	0.56	0.56	LYFAX
SWHFX	0.94	0.53	0.91	0.88	0.6		0.9	0.89	SWHFX
SCHLX	0.92	0.42	0.86	0.89	0.56	0.9		0.79	SCHLX
LOGSX	0.72	0.62	0.79	0.83	0.56	0.89	0.79		LOGSX
	PRHSX	XXGRX	PHLAX	THQ	LYFAX	SWHFX	SCHLX	LOGSX

Risk-Adjusted Indicators

There is a big difference between Dean Mutual Fund performing well and Dean 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 Dean 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
PRHSX	1.24	0.44	0.44	1.36	0.34	(1.65)	2.12	(1.47)	16.41
XXGRX	0.49	0.07	0.03	1.00	0.38	(0.67)	1.33	(0.75)	3.61
PHLAX	1.16	0.34	0.30	60.44	0.61	(1.58)	2.17	(1.52)	21.23
THQ	0.80	0.11	0.09	0.21	0.80	(0.88)	2.23	(1.40)	5.79
LYFAX	0.97	0.14	0.06	(1.30)	0.94	(1.08)	2.42	(1.84)	5.01
SWHFX	0.74	0.16	0.19	0.41	0.42	(0.96)	2.04	(1.03)	4.68
SCHLX	0.81	0.09	0.11	0.17	0.55	(1.03)	2.15	(1.15)	7.36
LOGSX	0.72	0.08	0.06	0.20	0.65	(0.88)	1.74	(1.46)	3.78

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC