Intal High Correlations

DIHRX Fund

USD 15.55 0.16 1.04%

The current 90-days correlation between Intal High Relative and Transamerica Growth I is 0.64 (i.e., Poor diversification). The correlation of Intal High 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.

Intal High Correlation With Market

Poor diversification

The correlation between Intal High Relative and DJI is 0.76 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intal High Relative 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 Intal High Relative. 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 population.

Moving together with Intal Mutual Fund

0.88	DILRX	Dfa International	Pair Corr
0.86	DISVX	Dfa International Small	Pair Corr
0.78	DISMX	Dfa International	Pair Corr
0.75	DMNBX	Dfa Mn Municipal	Pair Corr
0.72	DMREX	Dfa Municipal Real	Pair Corr
0.69	DNYMX	Dfa Ny Municipal	Pair Corr
0.67	DOGMX	Dfa Oregon Municipal	Pair Corr
0.89	DREIX	World Core Equity	Pair Corr
0.93	DRIIX	Dimensional 2045 Target	Pair Corr
0.9	DRIHX	Dimensional 2040 Target	Pair Corr
0.83	DRIGX	Dimensional 2035 Target	Pair Corr
0.79	DRIWX	Dimensional 2030 Target	Pair Corr
0.79	DRIUX	Dimensional 2025 Target	Pair Corr
0.78	DRIRX	Dimensional 2020 Target	Pair Corr
0.93	DRILX	Dimensional 2060 Target	Pair Corr
0.93	DRIKX	Dimensional 2055 Target	Pair Corr
0.93	DRIJX	Dimensional 2050 Target	Pair Corr
0.7	DAADX	Dfa Emerging Markets	Pair Corr
0.83	DAABX	Dfa Sustainability	Pair Corr
0.95	DSCLX	Dfa International Social	Pair Corr
0.75	DSCGX	Dfa Small	Pair Corr
0.93	DSHGX	Dfa Selectively Hedged	Pair Corr
0.87	DTDRX	Dimensional 2065 Target	Pair Corr
0.73	DCARX	Dfa California Municipal	Pair Corr
0.68	DCMSX	Dfa Commodity Strategy	Pair Corr
0.76	DURPX	Us High Relative	Pair Corr
0.86	DUSQX	Us Lg Cap	Pair Corr

Moving against Intal Mutual Fund

0.47	DWFIX	Dfa World Ex	Pair Corr
0.41	DRXIX	Dfa Ltip Portfolio	Pair Corr

Related Correlations Analysis

	TDEIX	TWMIX	TADAX	DSCGX	GABUX	BCHYX	LISOX	PENNX	SFSNX	FSENX
TDEIX		0.76	0.67	0.58	0.1	0.29	0.57	0.28	0.47	0.18	TDEIX
TWMIX	0.76		0.74	0.4	-0.1	0.49	0.51	0.42	0.41	0.39	TWMIX
TADAX	0.67	0.74		0.73	-0.09	0.34	0.75	0.84	0.76	0.15	TADAX
DSCGX	0.58	0.4	0.73		0.24	0.03	0.87	0.78	0.93	0.02	DSCGX
GABUX	0.1	-0.1	-0.09	0.24		0.22	0.01	-0.02	0.21	0.15	GABUX
BCHYX	0.29	0.49	0.34	0.03	0.22		-0.17	0.22	0.14	0.43	BCHYX
LISOX	0.57	0.51	0.75	0.87	0.01	-0.17		0.71	0.79	-0.05	LISOX
PENNX	0.28	0.42	0.84	0.78	-0.02	0.22	0.71		0.89	0.17	PENNX
SFSNX	0.47	0.41	0.76	0.93	0.21	0.14	0.79	0.89		0.27	SFSNX
FSENX	0.18	0.39	0.15	0.02	0.15	0.43	-0.05	0.17	0.27		FSENX
	TDEIX	TWMIX	TADAX	DSCGX	GABUX	BCHYX	LISOX	PENNX	SFSNX	FSENX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

SFSNX	+ 0.93	DSCGX
SFSNX	+ 0.89	PENNX
LISOX	+ 0.87	DSCGX
PENNX	+ 0.84	TADAX
SFSNX	+ 0.79	LISOX
PENNX	+ 0.78	DSCGX

High negative correlations

LISOX	- 0.17	BCHYX
GABUX	- 0.1	TWMIX
GABUX	- 0.09	TADAX
FSENX	- 0.05	LISOX
PENNX	- 0.02	GABUX

Risk-Adjusted Indicators

There is a big difference between Intal Mutual Fund performing well and Intal High 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 Intal High'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
TDEIX	0.82	(0.04)	(0.03)	0.02	1.23	(0.80)	1.60	(2.11)	4.75
TWMIX	0.79	0.07	0.06	0.14	0.95	(0.89)	1.64	(1.06)	4.98
TADAX	0.83	0.03	0.02	0.09	1.16	(0.84)	2.24	(2.01)	4.74
DSCGX	0.80	(0.06)	(0.04)	0.01	1.04	(0.80)	1.71	(1.43)	4.04
GABUX	0.49	(0.03)	(0.07)	(0.01)	0.70	(0.51)	1.01	(1.01)	4.20
BCHYX	0.08	0.01	(0.24)	(1.22)	0.00	(0.15)	0.21	(0.11)	0.83
LISOX	0.53	(0.02)	(0.05)	0.03	0.62	(0.60)	1.00	(1.09)	2.65
PENNX	0.91	0.05	0.07	0.09	0.99	(1.03)	2.06	(1.51)	8.78
SFSNX	0.80	(0.03)	(0.02)	0.03	1.08	(0.77)	1.80	(1.41)	4.27
FSENX	0.86	0.01	(0.01)	0.09	1.11	(0.84)	1.61	(1.41)	5.04

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