Forum Real Correlations

FORFX Fund

9.73 0.01 0.10%

The current 90-days correlation between Forum Real Estate and Steward Small Mid Cap is -0.04 (i.e., Good 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

Very poor diversification

The correlation between Forum Real Estate and DJI is 0.85 (i.e., Very 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 price.

Moving together with Forum Mutual Fund

0.7	VTSAX	Vanguard Total Stock	Pair Corr
0.67	VFIAX	Vanguard 500 Index	Pair Corr
0.7	VTSMX	Vanguard Total Stock	Pair Corr
0.7	VSTSX	Vanguard Total Stock	Pair Corr
0.7	VITSX	Vanguard Total Stock	Pair Corr
0.7	VSMPX	Vanguard Total Stock	Pair Corr
0.92	VTIAX	Vanguard Total Inter	Pair Corr
0.67	VFINX	Vanguard 500 Index	Pair Corr
0.66	VFFSX	Vanguard 500 Index	Pair Corr
0.7	NHS	Neuberger Berman High	Pair Corr
0.85	DD	Dupont De Nemours	Pair Corr
0.72	CVX	Chevron Corp Earnings Call This Week	Pair Corr
0.88	MRK	Merck Company Earnings Call This Week	Pair Corr
0.82	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.66	INTC	Intel Earnings Call Tomorrow	Pair Corr
0.89	XOM	Exxon Mobil Corp Earnings Call This Week	Pair Corr
0.78	BA	Boeing Earnings Call Today	Pair Corr

Moving against Forum Mutual Fund

0.89	HPQ	HP Inc	Pair Corr
0.75	T	ATT Inc Earnings Call Tomorrow	Pair Corr
0.44	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	FLXIX	FORFX	FORAX	FLDZX	NAWCX	LBDRX	PWJQX	FGWMX	TRDFX
FLXIX		0.93	0.93	0.87	0.97	0.96	0.33	0.89	0.96	FLXIX
FORFX	0.93		1.0	0.91	0.89	0.88	0.27	0.96	0.92	FORFX
FORAX	0.93	1.0		0.91	0.9	0.89	0.26	0.96	0.92	FORAX
FLDZX	0.87	0.91	0.91		0.9	0.88	0.19	0.93	0.84	FLDZX
NAWCX	0.97	0.89	0.9	0.9		0.98	0.2	0.87	0.91	NAWCX
LBDRX	0.96	0.88	0.89	0.88	0.98		0.2	0.86	0.9	LBDRX
PWJQX	0.33	0.27	0.26	0.19	0.2	0.2		0.23	0.44	PWJQX
FGWMX	0.89	0.96	0.96	0.93	0.87	0.86	0.23		0.87	FGWMX
TRDFX	0.96	0.92	0.92	0.84	0.91	0.9	0.44	0.87		TRDFX
	FLXIX	FORFX	FORAX	FLDZX	NAWCX	LBDRX	PWJQX	FGWMX	TRDFX

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
FLXIX	0.22	0.06	0.01	0.54	0.00	(0.29)	0.46	(0.38)	2.91
FORFX	0.06	0.04	0.00	8.89	0.00	0.00	0.11	0.00	0.52
FORAX	0.06	0.04	0.00	(1.96)	0.00	0.00	0.11	0.00	0.63
FLDZX	0.06	0.00	(0.60)	0.40	0.00	(0.15)	0.11	(0.11)	0.45
NAWCX	0.44	0.09	0.09	0.27	0.22	(0.53)	1.01	(0.80)	4.34
LBDRX	0.76	0.20	0.34	0.24	0.00	(0.99)	1.29	(1.07)	14.75
PWJQX	0.71	(0.08)	0.00	(0.01)	0.00	0.00	1.35	(2.13)	4.28
FGWMX	0.16	0.00	(0.14)	0.00	0.00	(0.22)	0.51	(0.22)	1.38
TRDFX	0.89	0.20	0.16	0.66	0.65	(1.03)	2.04	(1.40)	10.63

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