Forum Real Correlations

FORFX Fund

9.67 0.01 0.10%

The current 90-days correlation between Forum Real Estate and Wilmington Large Cap Strategy is 0.05 (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

Average diversification

The correlation between Forum Real Estate and DJI is 0.12 (i.e., Average 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 census.

Moving together with Forum Mutual Fund

0.73	MCD	McDonalds	Pair Corr
0.68	MRK	Merck Company	Pair Corr
0.67	IBM	International Business	Pair Corr
0.61	XOM	Exxon Mobil Corp	Pair Corr
0.63	TRV	The Travelers Companies	Pair Corr
0.71	BAC	Bank of America Earnings Call Next Week	Pair Corr
0.73	KO	Coca Cola Sell-off Trend	Pair Corr
0.82	DD	Dupont De Nemours	Pair Corr
0.78	AXP	American Express	Pair Corr

Moving against Forum Mutual Fund

0.68	MSFT	Microsoft	Pair Corr
0.61	T	ATT Inc	Pair Corr
0.56	HPQ	HP Inc	Pair Corr
0.55	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	WMLIX	SAIFX	TALCX	SGGAX	HLFNX	FCLKX	PTEZX
WMLIX		0.84	0.95	0.96	0.9	0.87	0.97	WMLIX
SAIFX	0.84		0.87	0.83	0.75	0.86	0.87	SAIFX
TALCX	0.95	0.87		0.93	0.86	0.9	0.96	TALCX
SGGAX	0.96	0.83	0.93		0.88	0.86	0.99	SGGAX
HLFNX	0.9	0.75	0.86	0.88		0.87	0.88	HLFNX
FCLKX	0.87	0.86	0.9	0.86	0.87		0.87	FCLKX
PTEZX	0.97	0.87	0.96	0.99	0.88	0.87		PTEZX
	WMLIX	SAIFX	TALCX	SGGAX	HLFNX	FCLKX	PTEZX

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
WMLIX	0.79	0.12	0.16	0.17	0.63	(0.89)	1.49	(1.22)	14.00
SAIFX	0.73	0.17	0.21	0.27	0.26	(0.82)	1.24	(1.00)	12.73
TALCX	0.59	0.12	0.13	0.23	0.47	(0.68)	1.31	(0.94)	3.10
SGGAX	1.12	0.34	0.19	(2.09)	0.87	(1.22)	2.00	(1.95)	22.54
HLFNX	1.12	0.20	0.10	0.72	1.15	(1.38)	2.11	(2.57)	10.55
FCLKX	0.61	0.09	0.03	0.54	0.71	(0.64)	1.35	(1.32)	3.44
PTEZX	0.73	0.18	0.16	0.34	0.61	(0.83)	1.50	(1.19)	11.37

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