Cutler Equity Correlations

DIVHX Fund

USD 28.40 0.03 0.11%

The current 90-days correlation between Cutler Equity and Federated Mdt Large is 0.07 (i.e., Significant diversification). The correlation of Cutler Equity 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.

Cutler Equity Correlation With Market

Good diversification

The correlation between Cutler Equity and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cutler Equity 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 Cutler Equity. 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 rate.

Moving together with Cutler Mutual Fund

0.96	VVIAX	Vanguard Value Index	Pair Corr
0.83	DOXGX	Dodge Cox Stock	Pair Corr
0.93	AFMFX	American Mutual	Pair Corr
0.98	FFMMX	American Funds American	Pair Corr
0.98	FFFMX	American Funds American	Pair Corr
0.93	AMRMX	American Mutual	Pair Corr
0.98	AMFFX	American Mutual	Pair Corr
0.98	AMFCX	American Mutual	Pair Corr
0.8	DODGX	Dodge Stock Fund	Pair Corr
0.91	VIVAX	Vanguard Value Index	Pair Corr
0.83	VTSMX	Vanguard Total Stock	Pair Corr
0.67	GAB	Gabelli Equity Trust	Pair Corr
0.91	FEMDX	Franklin Emerging Market	Pair Corr
0.91	RIV	Rivernorth Opportunities	Pair Corr
0.86	LTFOX	Lord Abbett Affiliated	Pair Corr
0.89	FBALX	Fidelity Balanced	Pair Corr
0.83	RQECX	Resq Dynamic Allocation	Pair Corr
0.9	LLPFX	Longleaf Partners	Pair Corr
0.75	SCRYX	Small Cap Core	Pair Corr
0.64	CVX	Chevron Corp Fiscal Year End 7th of February 2025	Pair Corr
0.64	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr
0.83	CSCO	Cisco Systems	Pair Corr
0.73	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.72	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.7	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr
0.75	GE	GE Aerospace Fiscal Year End 28th of January 2025	Pair Corr

Moving against Cutler Mutual Fund

0.52	PQTAX	Pimco Trends Managed	Pair Corr
0.52	PQTNX	Pimco Trends Managed	Pair Corr
0.52	PQTIX	Aa Pimco Tr	Pair Corr
0.47	GPMFX	Guidepath Managed Futures	Pair Corr
0.45	GPBFX	Gmo E Plus	Pair Corr
0.37	GAAGX	Gmo Alternative Allo	Pair Corr
0.34	GAAKX	Gmo Alternative Allo	Pair Corr
0.48	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.42	KO	Coca Cola Aggressive Push	Pair Corr
0.31	PG	Procter Gamble	Pair Corr
0.31	PFE	Pfizer Inc Fiscal Year End 4th of February 2025	Pair Corr

Related Correlations Analysis

	FSTRX	NWJFX	444859BR2	AQUI	BRRAY	MSTSX	ABHYX	LBHIX	SCAXF	VIASP
FSTRX		0.72	-0.77	0.0	-0.26	0.72	0.07	0.7	-0.46	0.48	FSTRX
NWJFX	0.72		-0.55	0.0	-0.33	0.78	0.12	0.48	-0.12	0.09	NWJFX
444859BR2	-0.77	-0.55		0.0	0.21	-0.63	-0.02	-0.58	0.24	-0.31	444859BR2
AQUI	0.0	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	AQUI
BRRAY	-0.26	-0.33	0.21	0.0		-0.51	-0.43	-0.41	-0.02	0.09	BRRAY
MSTSX	0.72	0.78	-0.63	0.0	-0.51		0.33	0.69	0.02	-0.12	MSTSX
ABHYX	0.07	0.12	-0.02	0.0	-0.43	0.33		0.56	-0.02	-0.22	ABHYX
LBHIX	0.7	0.48	-0.58	0.0	-0.41	0.69	0.56		-0.21	0.13	LBHIX
SCAXF	-0.46	-0.12	0.24	0.0	-0.02	0.02	-0.02	-0.21		-0.75	SCAXF
VIASP	0.48	0.09	-0.31	0.0	0.09	-0.12	-0.22	0.13	-0.75		VIASP
	FSTRX	NWJFX	444859BR2	AQUI	BRRAY	MSTSX	ABHYX	LBHIX	SCAXF	VIASP

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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

MSTSX	+ 0.78	NWJFX
NWJFX	+ 0.72	FSTRX
MSTSX	+ 0.72	FSTRX
LBHIX	+ 0.7	FSTRX
LBHIX	+ 0.69	MSTSX
LBHIX	+ 0.56	ABHYX

High negative correlations

444859BR2	- 0.77	FSTRX
VIASP	- 0.75	SCAXF
MSTSX	- 0.63	444859BR2
LBHIX	- 0.58	444859BR2
444859BR2	- 0.55	NWJFX
MSTSX	- 0.51	BRRAY

Risk-Adjusted Indicators

There is a big difference between Cutler Mutual Fund performing well and Cutler Equity 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 Cutler Equity'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
FSTRX	0.52	0.06	0.07	0.17	0.32	(0.62)	1.17	(0.86)	3.58
NWJFX	0.79	0.01	(0.08)	0.01	1.15	(0.78)	1.62	(1.93)	5.14
444859BR2	1.31	(0.03)	0.00	0.36	0.00	0.00	5.93	(4.50)	16.62
AQUI	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BRRAY	1.27	(0.11)	0.00	0.01	0.00	0.00	0.00	(2.98)	34.02
MSTSX	0.49	0.04	(0.11)	(0.30)	0.52	(0.59)	1.21	(1.02)	2.80
ABHYX	0.16	0.00	(0.20)	0.08	0.26	(0.24)	0.34	(0.33)	1.91
LBHIX	0.11	0.01	(0.32)	0.44	0.00	(0.29)	0.24	(0.24)	0.96
SCAXF	0.70	(0.40)	0.00	(1.01)	0.00	0.00	0.00	0.00	23.47
VIASP	0.74	0.11	0.01	(3.65)	1.04	(0.83)	2.28	(1.15)	7.18

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