Forum Real Correlations

FORAX Fund

9.69 0.04 0.41%

The current 90-days correlation between Forum Real Estate and Qs International Equity is 0.02 (i.e., Significant diversification). The correlation of Forum Real 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.

Forum Real Correlation With Market

Poor diversification

The correlation between Forum Real Estate and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Forum Real Estate 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 Forum Real Estate. 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 nation.

Moving together with Forum Mutual Fund

0.69	VTSAX	Vanguard Total Stock	Pair Corr
0.68	VFIAX	Vanguard 500 Index	Pair Corr
0.71	VTSMX	Vanguard Total Stock	Pair Corr
0.71	VITSX	Vanguard Total Stock	Pair Corr
0.69	VSTSX	Vanguard Total Stock	Pair Corr
0.71	VSMPX	Vanguard Total Stock	Pair Corr
0.82	VTIAX	Vanguard Total Inter	Pair Corr
0.68	VFINX	Vanguard 500 Index	Pair Corr
0.65	VFFSX	Vanguard 500 Index	Pair Corr
0.74	NHS	Neuberger Berman High	Pair Corr
0.9	CFIPX	Qs Global Equity	Pair Corr
0.74	GILCX	Guggenheim Large Cap	Pair Corr
0.79	BMBSX	Baird Quality Interm	Pair Corr
0.72	GLRIX	James Balanced Golden	Pair Corr
0.69	GSSQX	Goldman Sachs Equity	Pair Corr
0.67	PBLCX	Blue Chip Fund	Pair Corr
0.78	AA	Alcoa Corp	Pair Corr
0.69	INTC	Intel	Pair Corr
0.72	XOM	Exxon Mobil Corp Earnings Call Today	Pair Corr

Moving against Forum Mutual Fund

0.6	T	ATT Inc Earnings Call This Week	Pair Corr
0.56	HPQ	HP Inc	Pair Corr
0.38	VZ	Verizon Communications Earnings Call Today	Pair Corr
0.34	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	LOGBX	SGICX	TRWIX	FODJX	FLDFX	LGFEX
LOGBX		0.93	0.98	0.96	0.96	0.96	LOGBX
SGICX	0.93		0.93	0.9	0.91	0.93	SGICX
TRWIX	0.98	0.93		0.97	0.98	0.98	TRWIX
FODJX	0.96	0.9	0.97		0.94	0.94	FODJX
FLDFX	0.96	0.91	0.98	0.94		0.96	FLDFX
LGFEX	0.96	0.93	0.98	0.94	0.96		LGFEX
	LOGBX	SGICX	TRWIX	FODJX	FLDFX	LGFEX

Risk-Adjusted Indicators

There is a big difference between Forum Mutual Fund performing well and Forum Real 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 Forum Real'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
LOGBX	0.51	0.10	0.13	0.25	0.40	(0.60)	1.02	(0.89)	3.89
SGICX	0.63	0.22	0.32	0.43	0.00	(0.80)	1.25	(0.82)	10.57
TRWIX	0.68	0.18	0.22	0.33	0.44	(0.82)	1.72	(1.14)	5.29
FODJX	0.47	0.07	0.09	0.15	0.33	(0.55)	1.15	(0.77)	2.94
FLDFX	0.45	0.09	0.08	1.42	0.35	(0.54)	0.93	(0.96)	4.03
LGFEX	0.69	0.21	0.23	0.40	0.46	(0.79)	1.41	(1.37)	8.57

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