Evaluator Moderate Correlations

EVFMX Fund

USD 11.49 0.07 0.61%

The current 90-days correlation between Evaluator Moderate Rms and Lord Abbett Small is 0.14 (i.e., Average diversification). The correlation of Evaluator Moderate 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 Moderate Correlation With Market

Very weak diversification

The correlation between Evaluator Moderate Rms and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Evaluator Moderate 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 Moderate 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 industry.

Moving together with Evaluator Mutual Fund

0.8	EVAGX	Evaluator Aggressive Rms	Pair Corr
0.63	EVFTX	Evaluator Tactically Potential Growth	Pair Corr
0.63	EVFCX	Evaluator Conservative	Pair Corr
0.82	EVGRX	Evaluator Growth Rms	Pair Corr
0.82	EVGLX	Evaluator Growth Rms	Pair Corr
0.86	EVMLX	Evaluator Moderate Rms	Pair Corr
0.67	EVTTX	Evaluator Tactically	Pair Corr
0.86	EVVLX	Evaluator Very Conse	Pair Corr
0.76	EVVCX	Evaluator Very Conse	Pair Corr

Related Correlations Analysis

	LRSOX	BPSCX	HFMDX	VISVX	SCYVX	RSEFX	AVCNX
LRSOX		0.92	0.83	0.85	0.9	0.87	0.87	LRSOX
BPSCX	0.92		0.81	0.87	0.98	0.97	0.89	BPSCX
HFMDX	0.83	0.81		0.94	0.87	0.78	0.88	HFMDX
VISVX	0.85	0.87	0.94		0.94	0.83	0.93	VISVX
SCYVX	0.9	0.98	0.87	0.94		0.93	0.91	SCYVX
RSEFX	0.87	0.97	0.78	0.83	0.93		0.88	RSEFX
AVCNX	0.87	0.89	0.88	0.93	0.91	0.88		AVCNX
	LRSOX	BPSCX	HFMDX	VISVX	SCYVX	RSEFX	AVCNX

Risk-Adjusted Indicators

There is a big difference between Evaluator Mutual Fund performing well and Evaluator Moderate 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 Moderate'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
LRSOX	0.87	0.09	0.03	0.35	0.91	(1.02)	2.25	(1.66)	5.74
BPSCX	0.85	0.07	0.06	0.16	0.82	(0.90)	2.21	(1.63)	7.92
HFMDX	1.07	(0.03)	0.00	0.06	1.40	(1.05)	1.95	(2.48)	5.29
VISVX	0.75	(0.03)	(0.02)	0.06	0.93	(0.78)	1.74	(1.38)	3.63
SCYVX	0.82	0.00	0.01	0.09	1.06	(0.88)	2.27	(1.91)	4.47
RSEFX	0.88	0.11	0.18	0.17	0.48	(1.19)	1.68	(1.17)	15.32
AVCNX	0.96	0.07	0.08	0.14	0.97	(1.06)	2.49	(1.57)	6.99

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Evaluator Moderate Correlations

Evaluator Moderate Correlation With Market

Very weak diversification

Moving together with Evaluator Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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