Dunham Small Correlations

DASVX Fund

USD 16.69 0.11 0.66%

The current 90-days correlation between Dunham Small Cap and Auer Growth Fund is 0.15 (i.e., Average diversification). The correlation of Dunham 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.

Dunham Small Correlation With Market

Weak diversification

The correlation between Dunham Small Cap and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Dunham 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 persons.

Moving together with DUNHAM Mutual Fund

0.67	DNAVX	Dunham Dynamic Macro	Pair Corr
0.69	DNEMX	Dunham Emerging Markets	Pair Corr
0.71	DNIOX	Dunham International	Pair Corr
0.62	DNLVX	Dunham Large Cap	Pair Corr
0.64	DNREX	Dunham Real Estate	Pair Corr
0.67	DAAIX	Dunham Appreciation	Pair Corr
0.67	DAAVX	Dunham Dynamic Macro	Pair Corr
0.69	DAEMX	Dunham Emerging Markets	Pair Corr
0.7	DAIOX	Dunham International	Pair Corr
0.61	DALVX	Dunham Large Cap	Pair Corr
0.67	DCAVX	Dunham Dynamic Macro	Pair Corr
0.69	DCAIX	Dunham Appreciation	Pair Corr
0.69	DCIOX	Dunham International	Pair Corr
0.64	DCREX	Dunham Real Estate	Pair Corr
0.63	DCSVX	Dunham Small Cap	Pair Corr

Moving against DUNHAM Mutual Fund

0.71	DASPX	Dunham Enhanced Market	Pair Corr
0.64	TCSUX	Cleartrack 2020 Class	Pair Corr
0.58	TCTGX	Transamerica Cleartrack	Pair Corr
0.57	TDKTX	Cleartrack 2015 Class	Pair Corr
0.57	TCTJX	Transamerica Cleartrack	Pair Corr

Related Correlations Analysis

	CABIX	SGICX	APDTX	GUSTX	VEURX	TBLDX	AUERX
CABIX		0.92	0.89	0.88	0.95	0.93	0.96	CABIX
SGICX	0.92		0.85	0.88	0.92	0.93	0.87	SGICX
APDTX	0.89	0.85		0.82	0.89	0.9	0.88	APDTX
GUSTX	0.88	0.88	0.82		0.94	0.93	0.82	GUSTX
VEURX	0.95	0.92	0.89	0.94		0.99	0.92	VEURX
TBLDX	0.93	0.93	0.9	0.93	0.99		0.89	TBLDX
AUERX	0.96	0.87	0.88	0.82	0.92	0.89		AUERX
	CABIX	SGICX	APDTX	GUSTX	VEURX	TBLDX	AUERX

Risk-Adjusted Indicators

There is a big difference between DUNHAM Mutual Fund performing well and Dunham 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 Dunham 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
CABIX	0.43	0.16	0.10	(0.97)	0.23	(0.54)	0.83	(0.74)	5.68
SGICX	0.63	0.22	0.30	0.51	0.00	(0.83)	1.25	(0.81)	10.77
APDTX	0.89	0.09	0.08	0.19	0.89	(0.99)	1.92	(1.84)	7.79
GUSTX	0.03	0.00	0.00	0.19	0.00	0.00	0.20	0.00	0.60
VEURX	0.60	0.15	0.17	0.33	0.39	(0.70)	1.59	(1.16)	3.34
TBLDX	0.29	0.04	(0.03)	0.21	0.12	(0.35)	0.67	(0.56)	1.76
AUERX	0.95	0.33	0.24	0.60	0.66	(1.14)	2.00	(1.76)	14.20

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