Df Dent Correlations

DFMLX Fund

USD 36.55 0.59 1.64%

The current 90-days correlation between Df Dent Midcap and Qs Growth Fund is 0.7 (i.e., Poor diversification). The correlation of Df Dent 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.

Df Dent Correlation With Market

Very weak diversification

The correlation between Df Dent Midcap and DJI is 0.53 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Df Dent Midcap 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 Df Dent Midcap. 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 metropolitan statistical area.

Moving together with DFMLX Mutual Fund

0.89	DFDSX	Df Dent Small	Pair Corr
0.84	DFDPX	Df Dent Premier	Pair Corr
1.0	DFDMX	Df Dent Midcap	Pair Corr
0.88	DFSGX	Df Dent Small	Pair Corr
0.8	RRMGX	T Rowe Price	Pair Corr
0.93	PCBIX	Midcap Fund Institutional	Pair Corr
0.63	PEMGX	Midcap Fund Class	Pair Corr
0.61	PRJIX	T Rowe Price	Pair Corr
0.79	RPMGX	T Rowe Price	Pair Corr
0.63	VFINX	Vanguard 500 Index	Pair Corr

Related Correlations Analysis

	TMCAX	FMOKX	VASGX	EIPIX	FFCGX	LANIX
TMCAX		0.91	0.9	0.92	0.91	0.88	TMCAX
FMOKX	0.91		1.0	0.89	1.0	0.97	FMOKX
VASGX	0.9	1.0		0.87	1.0	0.98	VASGX
EIPIX	0.92	0.89	0.87		0.89	0.81	EIPIX
FFCGX	0.91	1.0	1.0	0.89		0.97	FFCGX
LANIX	0.88	0.97	0.98	0.81	0.97		LANIX
	TMCAX	FMOKX	VASGX	EIPIX	FFCGX	LANIX

Risk-Adjusted Indicators

There is a big difference between DFMLX Mutual Fund performing well and Df Dent 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 Df Dent'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
TMCAX	1.01	0.20	0.27	0.25	0.42	(1.39)	2.45	(1.29)	14.19
FMOKX	0.42	0.02	(0.03)	0.11	0.45	(0.45)	0.79	(0.90)	2.14
VASGX	0.47	0.01	(0.04)	0.09	0.53	(0.51)	0.92	(1.05)	2.57
EIPIX	0.78	0.36	0.40	9.98	0.00	(1.01)	1.28	(0.86)	15.53
FFCGX	0.58	0.02	0.00	0.11	0.70	(0.58)	1.07	(1.31)	2.84
LANIX	0.55	(0.02)	(0.06)	0.05	0.71	(0.57)	1.05	(1.22)	3.20

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Df Dent Correlations

Df Dent Correlation With Market

Very weak diversification

Moving together with DFMLX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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