Fam Small Correlations

FAMFX Fund

USD 22.17 0.70 3.26%

The current 90-days correlation between Fam Small Cap and Fam Value Fund is 0.82 (i.e., Very poor diversification). 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

Modest diversification

The correlation between Fam Small Cap and DJI is 0.26 (i.e., Modest 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

FAMDX

Fam Small Cap

Pair Corr

Moving against Fam Mutual Fund

0.48	SRGCX	Stringer Growth	Pair Corr
0.47	SRGIX	Stringer Growth	Pair Corr

Related Correlations Analysis

	FAMEX	FAMWX	FAMVX
FAMEX		0.94	0.94	FAMEX
FAMWX	0.94		1.0	FAMWX
FAMVX	0.94	1.0		FAMVX
	FAMEX	FAMWX	FAMVX

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
FAMEX	0.62	0.02	0.00	0.14	0.58	(0.71)	1.35	(1.03)	4.14
FAMWX	0.64	0.06	0.07	0.18	0.47	(0.77)	1.75	(1.06)	4.33
FAMVX	0.64	0.06	0.07	0.18	0.48	(0.77)	1.75	(1.06)	4.33

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