Dean Small Correlations

DASCX Fund

USD 19.57 0.01 0.05%

The current 90-days correlation between Dean Small Cap and Astor Star Fund is -0.2 (i.e., Good 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 0.7 (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, which includes a position in Dean 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 services.

Moving together with Dean Mutual Fund

0.82	DALCX	Dean Mid Cap	Pair Corr
0.87	VSIIX	Vanguard Small Cap	Pair Corr
0.87	VISVX	Vanguard Small Cap	Pair Corr
0.88	DFSVX	Us Small Cap	Pair Corr
0.74	DFFVX	Us Targeted Value	Pair Corr
0.78	FFFCX	Fidelity Freedom 2010	Pair Corr
0.8	SSAZX	State Street Target	Pair Corr
0.82	FFSFX	Fidelity Freedom 2065	Pair Corr
0.83	FXAIX	Fidelity 500 Index	Pair Corr
0.74	EMD	Western Asset Emerging	Pair Corr
0.79	HSCVX	Hunter Small Cap	Pair Corr
0.83	VFIAX	Vanguard 500 Index	Pair Corr
0.74	BDAIX	Baron Durable Advantage	Pair Corr
0.77	VFTAX	Vanguard Ftse Social	Pair Corr
0.8	EXCPX	Unconstrained Bond Series	Pair Corr
0.78	VFWSX	Vanguard Ftse All	Pair Corr
0.71	CLM	Cornerstone Strategic	Pair Corr
0.71	VWELX	Vanguard Wellington	Pair Corr

Moving against Dean Mutual Fund

0.39

XNBHX

Neuberger Berman Int

Pair Corr

Related Correlations Analysis

	STARX	EICVX	TIMPX	MIDSX	LANIX	PAEIX
STARX		0.7	0.21	0.46	0.95	0.71	STARX
EICVX	0.7		0.19	0.81	0.57	0.57	EICVX
TIMPX	0.21	0.19		0.31	0.35	0.51	TIMPX
MIDSX	0.46	0.81	0.31		0.41	0.6	MIDSX
LANIX	0.95	0.57	0.35	0.41		0.76	LANIX
PAEIX	0.71	0.57	0.51	0.6	0.76		PAEIX
	STARX	EICVX	TIMPX	MIDSX	LANIX	PAEIX

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
STARX	0.37	0.02	(0.07)	0.28	0.53	(0.38)	0.78	(0.85)	2.12
EICVX	0.68	0.14	0.10	1.15	0.45	(0.86)	1.36	(0.87)	8.80
TIMPX	0.15	0.00	(0.33)	0.08	0.09	(0.21)	0.33	(0.33)	0.98
MIDSX	1.72	0.38	0.11	0.47	2.44	(1.86)	3.73	(3.90)	13.39
LANIX	0.53	0.04	(0.03)	0.37	0.80	(0.48)	1.01	(1.21)	3.01
PAEIX	0.64	0.00	(0.01)	0.07	0.89	(0.63)	1.21	(1.37)	4.20

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