Davis Financial Correlations

DFFCX Fund

USD 59.39 0.50 0.85%

The current 90-days correlation between Davis Financial and Lord Abbett Small is 0.08 (i.e., Significant diversification). The correlation of Davis Financial 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.

Davis Financial Correlation With Market

Poor diversification

The correlation between Davis Financial Fund and DJI is 0.78 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Davis Financial Fund 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 Davis Financial Fund. 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 Davis Mutual Fund

0.8	DILCX	Davis International	Pair Corr
0.77	DILAX	Davis International	Pair Corr
0.8	DILYX	Davis International	Pair Corr
0.97	RPFGX	Davis Financial	Pair Corr
0.63	RPFCX	Davis Appreciation Income	Pair Corr
0.83	RPEAX	Davis Opportunity	Pair Corr
0.83	DNVYX	Davis New York	Pair Corr
0.85	NYVCX	Davis New York	Pair Corr
0.84	NYVRX	Davis New York	Pair Corr
0.75	NYVTX	Davis New York	Pair Corr
0.63	DCSCX	Davis Appreciation Income	Pair Corr
0.63	DCSYX	Davis Appreciation Income	Pair Corr
1.0	DVFYX	Davis Financial	Pair Corr
0.96	DGFCX	Davis Global	Pair Corr
0.93	DGFAX	Davis Global	Pair Corr
0.92	DGFYX	Davis Global	Pair Corr
0.85	DGOCX	Davis Opportunity	Pair Corr
0.83	DGOYX	Davis Opportunity	Pair Corr
0.71	VFAIX	Vanguard Financials Index	Pair Corr
0.69	FRBCX	Regional Bank	Pair Corr
0.78	JRGRX	Regional Bank	Pair Corr
0.97	PRISX	T Rowe Price	Pair Corr
0.94	FIDSX	Financial Services	Pair Corr
0.94	FIDCX	Financial Industries	Pair Corr
0.63	SMPIX	Semiconductor Ultrasector	Pair Corr
0.68	SMPSX	Semiconductor Ultrasector Potential Growth	Pair Corr

Related Correlations Analysis

	GSXPX	FISVX	DRSVX	BRSVX	PCSVX	QRSAX	LRSOX
GSXPX		1.0	0.98	0.98	0.95	0.96	0.93	GSXPX
FISVX	1.0		0.97	0.98	0.96	0.95	0.94	FISVX
DRSVX	0.98	0.97		0.99	0.94	0.98	0.93	DRSVX
BRSVX	0.98	0.98	0.99		0.94	0.97	0.91	BRSVX
PCSVX	0.95	0.96	0.94	0.94		0.95	0.97	PCSVX
QRSAX	0.96	0.95	0.98	0.97	0.95		0.95	QRSAX
LRSOX	0.93	0.94	0.93	0.91	0.97	0.95		LRSOX
	GSXPX	FISVX	DRSVX	BRSVX	PCSVX	QRSAX	LRSOX

Risk-Adjusted Indicators

There is a big difference between Davis Mutual Fund performing well and Davis Financial 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 Davis Financial'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
GSXPX	0.79	0.17	0.20	0.26	0.54	(0.93)	2.26	(1.53)	5.02
FISVX	0.78	0.14	0.18	0.24	0.56	(0.92)	2.35	(1.59)	4.84
DRSVX	0.77	0.18	0.22	0.28	0.45	(0.95)	2.29	(1.05)	5.06
BRSVX	0.77	0.14	0.21	0.24	0.41	(1.03)	2.36	(1.18)	5.11
PCSVX	0.78	0.17	0.22	0.27	0.42	(1.02)	2.40	(1.17)	4.98
QRSAX	0.74	0.17	0.24	0.28	0.27	(0.92)	2.45	(1.13)	5.31
LRSOX	0.85	0.28	0.21	8.63	0.47	(1.09)	2.96	(1.38)	6.99

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Davis Financial Correlations

Davis Financial Correlation With Market

Poor diversification

Moving together with Davis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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