Fcuux Correlations

FCUUX Fund

USD 12.05 0.01 0.08%

The current 90-days correlation between Fcuux and Simt Multi Asset Inflation is 0.11 (i.e., Average diversification). The correlation of Fcuux 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.

Fcuux Correlation With Market

Very weak diversification

The correlation between Fcuux and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fcuux 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 Fcuux. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Fcuux Mutual Fund

0.69	VTIAX	Vanguard Total Inter	Pair Corr
0.67	ECLP	Eclipsys Corp	Pair Corr
0.7	BA	Boeing Earnings Call Tomorrow	Pair Corr

Moving against Fcuux Mutual Fund

0.31	CYCL	Centennial Communications	Pair Corr
0.54	MSFT	Microsoft Earnings Call Tomorrow	Pair Corr
0.49	T	ATT Inc Earnings Call This Week	Pair Corr
0.39	IBM	International Business Earnings Call This Week	Pair Corr
0.31	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	AMFAX	ABYIX	ABNTX	QMHRX	RYIFX	SLFYX
AMFAX		0.99	0.42	0.84	0.97	0.75	AMFAX
ABYIX	0.99		0.46	0.84	0.97	0.77	ABYIX
ABNTX	0.42	0.46		0.14	0.4	0.37	ABNTX
QMHRX	0.84	0.84	0.14		0.82	0.75	QMHRX
RYIFX	0.97	0.97	0.4	0.82		0.76	RYIFX
SLFYX	0.75	0.77	0.37	0.75	0.76		SLFYX
	AMFAX	ABYIX	ABNTX	QMHRX	RYIFX	SLFYX

Risk-Adjusted Indicators

There is a big difference between Fcuux Mutual Fund performing well and Fcuux 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 Fcuux'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
AMFAX	0.66	0.04	0.03	0.13	0.69	(0.72)	1.21	(1.19)	3.65
ABYIX	0.39	0.02	(0.05)	0.11	0.42	(0.42)	0.81	(0.79)	2.00
ABNTX	0.07	(0.01)	0.00	(0.53)	0.00	0.00	0.10	(0.10)	0.39
QMHRX	0.65	0.12	0.08	0.37	0.70	(0.71)	1.38	(1.32)	4.75
RYIFX	0.55	0.03	0.01	0.12	0.69	(0.55)	1.25	(1.24)	2.89
SLFYX	0.25	0.04	(0.08)	1.69	0.15	(0.30)	0.62	(0.50)	1.27

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