Evaluator Conservative Correlations

EVFCX Fund

USD 10.57 0.04 0.38%

The current 90-days correlation between Evaluator Conservative and Jpmorgan Government Bond is 0.28 (i.e., Modest diversification). The correlation of Evaluator Conservative 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.

Evaluator Conservative Correlation With Market

Almost no diversification

The correlation between Evaluator Conservative Rms and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Evaluator Conservative Rms 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 Evaluator Conservative Rms. 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 Evaluator Mutual Fund

0.99	FASIX	Fidelity Asset Manager	Pair Corr
0.99	FTIWX	Fidelity Asset Manager	Pair Corr
0.96	FTDWX	Fidelity Asset Manager	Pair Corr
0.99	FTAWX	Fidelity Asset Manager	Pair Corr
0.99	FIKVX	Fidelity Asset Manager	Pair Corr
0.99	FTCWX	Fidelity Asset Manager	Pair Corr
0.98	VASIX	Vanguard Lifestrategy	Pair Corr
0.95	PFIPX	Strategic Asset Mana	Pair Corr
0.86	VTSAX	Vanguard Total Stock	Pair Corr
0.9	VFIAX	Vanguard 500 Index	Pair Corr
0.92	VTSMX	Vanguard Total Stock	Pair Corr
0.92	VSMPX	Vanguard Total Stock	Pair Corr
0.86	VITSX	Vanguard Total Stock	Pair Corr
0.86	VSTSX	Vanguard Total Stock	Pair Corr
0.96	VTIAX	Vanguard Total Inter	Pair Corr
0.9	VFINX	Vanguard 500 Index	Pair Corr
0.84	VFFSX	Vanguard 500 Index	Pair Corr
0.78	VBTLX	Vanguard Total Bond	Pair Corr
0.94	JABVX	John Hancock Global	Pair Corr
0.94	VIDGX	Vanguard Whitehall Funds	Pair Corr
0.92	CEUFX	Europacific Growth	Pair Corr
0.92	EMSLX	Shelton Emerging Markets	Pair Corr
0.89	FONPX	Tributary Nebraska Tax	Pair Corr
0.82	SAPYX	Clearbridge Appreciation	Pair Corr
0.93	BSCRX	Brandes Small Cap	Pair Corr
0.75	PLAAX	Pace Large Growth	Pair Corr
0.87	CSIBX	Calvert Bond Portfolio	Pair Corr
0.89	FGDAX	Gold Portfolio Fidelity Steady Growth	Pair Corr
0.88	LMISX	Qs Large Cap	Pair Corr
0.88	AVEMX	Ave Maria Value	Pair Corr
0.84	JGMNX	Janus Triton	Pair Corr
0.87	BUFBX	Buffalo Flexible Income	Pair Corr
0.95	HSNAX	The Hartford Strategic	Pair Corr
0.98	AAEUX	American Century One	Pair Corr
0.98	INPFX	American Funds Income	Pair Corr
0.9	CWFAX	Chartwell Short Duration	Pair Corr
0.92	ACVAX	Strategic Allocation:	Pair Corr
0.88	STABX	Pioneer Short Term	Pair Corr
0.91	WFCPX	Wells Fargo	Pair Corr

Related Correlations Analysis

	USGCX	RGVCX	SMAAX	DACGX	USGFX	OGGPX
USGCX		0.66	0.0	0.51	0.41	0.5	USGCX
RGVCX	0.66		0.62	0.87	0.84	0.72	RGVCX
SMAAX	0.0	0.62		0.79	0.69	0.57	SMAAX
DACGX	0.51	0.87	0.79		0.78	0.72	DACGX
USGFX	0.41	0.84	0.69	0.78		0.88	USGFX
OGGPX	0.5	0.72	0.57	0.72	0.88		OGGPX
	USGCX	RGVCX	SMAAX	DACGX	USGFX	OGGPX

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

OGGPX	+ 0.88	USGFX
DACGX	+ 0.87	RGVCX
USGFX	+ 0.84	RGVCX
DACGX	+ 0.79	SMAAX
USGFX	+ 0.78	DACGX
OGGPX	+ 0.72	RGVCX

High negative correlations

SMAAX

- 0.0

USGCX

Risk-Adjusted Indicators

There is a big difference between Evaluator Mutual Fund performing well and Evaluator Conservative 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 Evaluator Conservative'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
USGCX	0.28	(0.01)	(0.19)	(0.01)	0.34	(0.34)	0.57	(0.57)	1.84
RGVCX	0.13	0.00	(0.46)	0.02	0.09	(0.16)	0.25	(0.25)	0.66
SMAAX	0.07	0.02	(0.56)	4.06	0.00	(0.13)	0.20	(0.10)	0.48
DACGX	0.13	0.00	(0.37)	0.06	0.10	(0.16)	0.24	(0.32)	0.64
USGFX	0.13	0.01	(0.42)	0.88	0.00	(0.16)	0.25	(0.25)	0.58
OGGPX	0.15	0.01	(0.34)	0.40	0.03	(0.20)	0.31	(0.31)	0.72

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