Fam Small Correlations

FAMFX Fund

USD 22.53 0.15 0.66%

The correlation of Fam Small 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.

Fam Small Correlation With Market

Very poor diversification

The correlation between Fam Small Cap and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fam Small Cap 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 Fam Small Cap. 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 price.

Moving together with Fam Mutual Fund

0.88	FAMEX	Fam Equity Income	Pair Corr
0.94	FAMDX	Fam Small Cap	Pair Corr
0.86	FAMWX	Fam Value Fund	Pair Corr
0.86	FAMVX	Fam Value Fund	Pair Corr
0.87	VSGAX	Vanguard Small Cap	Pair Corr
0.87	VSGIX	Vanguard Small Cap	Pair Corr
0.87	VISGX	Vanguard Small Cap	Pair Corr
0.85	VEXPX	Vanguard Explorer	Pair Corr
0.85	VEXRX	Vanguard Explorer	Pair Corr
0.79	JGMIX	Janus Triton	Pair Corr
0.78	JGMRX	Janus Triton	Pair Corr
0.78	JGMAX	Janus Triton	Pair Corr
0.78	JGMCX	Janus Triton	Pair Corr
0.79	JGMNX	Janus Triton	Pair Corr
0.72	LIIAX	Columbia Porate Income	Pair Corr
0.66	SRINX	Columbia Porate Income	Pair Corr
0.77	WRHIX	Ivy High Income	Pair Corr
0.78	WHIAX	Ivy High Income	Pair Corr
0.78	IHIFX	Ivy High Income	Pair Corr
0.78	IVHIX	Ivy High Income	Pair Corr
0.8	VTMFX	Vanguard Tax Managed	Pair Corr
0.78	GEQIX	Equity Income Portfolio	Pair Corr
0.73	STVYX	Simt Tax Managed	Pair Corr
0.77	VISPX	Voya Index Solution	Pair Corr
0.79	JGACX	Jpmorgan Growth Advantage	Pair Corr
0.7	VMNVX	Vanguard Global Minimum	Pair Corr
0.8	NWHFX	Nationwide Bailard Nitive	Pair Corr
0.76	RLGAX	Riverfront Dynamic Equity	Pair Corr
0.72	VIOPX	Valic Company I	Pair Corr
0.79	LAMAX	Lord Abbett Calibrated	Pair Corr
0.63	FNJZX	Franklin New Jersey	Pair Corr
0.81	STSRX	American Beacon Stephens	Pair Corr
0.79	TEGRX	Templeton Growth	Pair Corr
0.63	TALRX	Transamerica Asset	Pair Corr
0.76	TAIFX	American Funds Tax	Pair Corr
0.7	VNSAX	Vaughan Nelson Select	Pair Corr
0.61	AIEMX	Alger Emerging Markets	Pair Corr
0.84	TSHRX	Transamerica Asset	Pair Corr

Related Correlations Analysis

	SSCVX	TRACX	RSEGX	RSYEX	FACSX	WESJX	BESIX	WESNX	SBRVX	MINVX
SSCVX		0.96	0.83	0.82	0.9	0.55	0.55	0.69	0.99	0.75	SSCVX
TRACX	0.96		0.89	0.89	0.89	0.59	0.59	0.68	0.96	0.78	TRACX
RSEGX	0.83	0.89		0.99	0.74	0.61	0.6	0.67	0.84	0.74	RSEGX
RSYEX	0.82	0.89	0.99		0.73	0.6	0.6	0.69	0.82	0.79	RSYEX
FACSX	0.9	0.89	0.74	0.73		0.59	0.59	0.78	0.89	0.72	FACSX
WESJX	0.55	0.59	0.61	0.6	0.59		1.0	0.86	0.56	0.65	WESJX
BESIX	0.55	0.59	0.6	0.6	0.59	1.0		0.86	0.56	0.65	BESIX
WESNX	0.69	0.68	0.67	0.69	0.78	0.86	0.86		0.7	0.81	WESNX
SBRVX	0.99	0.96	0.84	0.82	0.89	0.56	0.56	0.7		0.77	SBRVX
MINVX	0.75	0.78	0.74	0.79	0.72	0.65	0.65	0.81	0.77		MINVX
	SSCVX	TRACX	RSEGX	RSYEX	FACSX	WESJX	BESIX	WESNX	SBRVX	MINVX

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Risk-Adjusted Indicators

There is a big difference between Fam Mutual Fund performing well and Fam Small 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 Fam Small'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
SSCVX	0.95	0.32	0.31	(6.85)	0.56	(1.20)	2.10	(1.45)	12.35
TRACX	0.74	0.16	0.15	(1.35)	0.60	(0.87)	1.98	(1.37)	4.90
RSEGX	0.99	0.06	0.02	(2.20)	1.23	(1.02)	1.84	(1.82)	4.80
RSYEX	0.96	0.03	0.00	0.29	1.23	(1.00)	1.85	(1.84)	4.89
FACSX	0.93	0.38	0.44	(1.05)	0.13	(1.20)	1.64	(1.21)	18.40
WESJX	0.65	0.12	0.09	0.49	0.77	(0.67)	1.47	(1.71)	3.21
BESIX	0.65	0.12	0.09	0.49	0.77	(0.67)	1.48	(1.72)	3.27
WESNX	0.79	0.27	0.24	0.97	0.59	(0.89)	1.53	(1.71)	10.40
SBRVX	1.16	0.41	0.30	(1.91)	0.65	(1.38)	2.65	(1.72)	15.19
MINVX	0.62	0.05	0.06	0.09	0.65	(0.66)	1.62	(1.04)	3.99

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Fam Small Correlations

Fam Small Correlation With Market

Very poor diversification

Moving together with Fam Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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