Infrastructure Fund Correlations

Mutual Funds . USA . 
Fund . Infrastructure Fund Retail
FLRUX Fund  USD 24.57  0.05  0.20%   
The current 90-days correlation between Infrastructure Fund and Quantex Fund Retail is 0.85 (i.e., Very poor diversification). The correlation of Infrastructure Fund 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.

Infrastructure Fund Correlation With Market

Almost no diversification

The correlation between Infrastructure Fund Retail and DJI is 0.95 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Infrastructure Fund Retail 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 Infrastructure Fund Retail. 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 population.

Moving together with Infrastructure Mutual Fund

  0.96QNTAX Quantex Fund AdviserPairCorr
  0.96QNTIX Quantex Fund InstituPairCorr
  1.0IFAIX Infrastructure FundPairCorr
  0.95FLBDX Total Return BondPairCorr
  0.96FLCGX Quantex Fund RetailPairCorr
  0.97FLDOX Dividend OpportunitiesPairCorr
  0.95FLDGX Dynamic GrowthPairCorr
  0.97FLDFX Balanced Fund RetailPairCorr
  0.99FLMFX Muirfield Fund RetailPairCorr
  0.96FLSPX Spectrum Fund RetailPairCorr
  1.0DVOIX Dividend OpportunitiesPairCorr
  0.95FASIX Fidelity Asset ManagerPairCorr
  0.95FTIWX Fidelity Asset ManagerPairCorr
  0.92FTDWX Fidelity Asset ManagerPairCorr
  0.95FTAWX Fidelity Asset ManagerPairCorr
  0.95FIKVX Fidelity Asset ManagerPairCorr
  0.95FTCWX Fidelity Asset ManagerPairCorr
  0.95VASIX Vanguard LifestrategyPairCorr
  0.95PFIPX Strategic Asset ManaPairCorr
  0.92GAAKX Gmo Alternative AlloPairCorr
  0.92GAAGX Gmo Alternative AlloPairCorr
  0.81GPBFX Gmo E PlusPairCorr
  0.9GPMFX Guidepath Managed FuturesPairCorr
  0.9PQTAX Pimco Trends ManagedPairCorr
  0.93PQTNX Pimco Trends ManagedPairCorr
  0.93PQTIX Aa Pimco TrPairCorr
  0.83WARCX Wells Fargo AdvantagePairCorr
  0.94MAGMX Mfs Growth AllocationPairCorr
  0.8NMMGX Multi Manager GlobalPairCorr
  0.78ACCWX Invesco Porate BondPairCorr
  0.88AIDYX Diversified MunicipalPairCorr
  0.85COSIX Columbia Strategic IncomePairCorr
  0.99JSIZX Jpmorgan SmartretirementPairCorr
  0.77HCSBX The Short-termPairCorr
  0.96RSPMX Victory Rs PartnersPairCorr
  0.9AABTX American Funds 2015PairCorr
  0.95MFFPX Mfs Lifetime 2050PairCorr
  0.78PCRIX CommodityrealreturnPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Infrastructure Mutual Fund performing well and Infrastructure Fund 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 Infrastructure Fund'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SRUAX  0.65  0.07  0.08  0.16  0.55 
(0.78)
 1.40 
(1.18)
 6.13 
SRUIX  0.65  0.07  0.08  0.16  0.55 
(0.81)
 1.46 
(1.18)
 6.04 
QNTAX  0.70  0.08  0.09  0.16  0.60 
(0.85)
 1.56 
(1.29)
 10.26 
QNTIX  0.70  0.08  0.10  0.17  0.60 
(0.80)
 1.56 
(1.30)
 10.29 
IFAAX  0.24  0.03 (0.10) 0.16  0.10 
(0.28)
 0.57 
(0.41)
 2.06 
IFAIX  0.24  0.02 (0.10) 0.16  0.10 
(0.30)
 0.54 
(0.41)
 2.13 
BLNIX  0.46  0.06  0.05  0.17  0.33 
(0.56)
 0.99 
(0.92)
 4.12 
BLNAX  0.46  0.06  0.05  0.17  0.35 
(0.57)
 0.99 
(0.92)
 4.06 
FLBDX  0.10  0.01 (0.42) 0.25  0.00 
(0.14)
 0.21 
(0.21)
 0.52 
FLCGX  0.70  0.08  0.10  0.17  0.60 
(0.83)
 1.58 
(1.31)
 10.40 

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