Holbrook Structured Correlations

HOSTX Fund

USD 9.80 0.01 0.10%

The current 90-days correlation between Holbrook Structured and Fulcrum Diversified Absolute is -0.04 (i.e., Good diversification). The correlation of Holbrook Structured 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.

Holbrook Structured Correlation With Market

Poor diversification

The correlation between Holbrook Structured Income and DJI is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Holbrook Structured Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Holbrook Structured Income. 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 Holbrook Mutual Fund

0.96	PONAX	Pimco Income	Pair Corr
0.95	PONCX	Pimco Income	Pair Corr
0.96	PIPNX	Pimco Income	Pair Corr
0.96	PONRX	Pimco Income	Pair Corr
0.96	PONPX	Pimco Incme Fund	Pair Corr
0.96	PIINX	Pimco Income	Pair Corr
0.96	PIMIX	Pimco Income	Pair Corr
0.95	LBNDX	Lord Abbett Bond	Pair Corr
0.93	FSTAX	Fidelity Advisor Str	Pair Corr
0.94	FSRIX	Fidelity Advisor Str	Pair Corr
0.65	DXQLX	Direxion Monthly Nasdaq	Pair Corr
0.77	RYVLX	Nasdaq 100 2x	Pair Corr
0.82	UOPIX	Ultra Nasdaq 100	Pair Corr
0.72	RYCCX	Nasdaq 100 2x	Pair Corr
0.62	WMT	Walmart Common Stock	Pair Corr
0.84	BA	Boeing	Pair Corr
0.62	CVX	Chevron Corp Earnings Call Today	Pair Corr

Moving against Holbrook Mutual Fund

0.43	INPSX	Internet Ultrasector	Pair Corr
0.42	INPIX	Internet Ultrasector	Pair Corr
0.5	T	ATT Inc Earnings Call This Week	Pair Corr

Related Correlations Analysis

	MCKSX	EKBCX	DIFIX	MNDWX	FARIX
MCKSX		0.94	0.95	0.95	0.95	MCKSX
EKBCX	0.94		0.92	0.91	0.95	EKBCX
DIFIX	0.95	0.92		0.91	0.95	DIFIX
MNDWX	0.95	0.91	0.91		0.93	MNDWX
FARIX	0.95	0.95	0.95	0.93		FARIX
	MCKSX	EKBCX	DIFIX	MNDWX	FARIX

Risk-Adjusted Indicators

There is a big difference between Holbrook Mutual Fund performing well and Holbrook Structured 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 Holbrook Structured'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
MCKSX	0.28	0.04	0.01	0.15	0.18	(0.33)	0.58	(0.49)	2.61
EKBCX	0.91	0.27	0.21	0.36	0.74	(0.99)	2.00	(1.90)	10.68
DIFIX	0.20	0.02	(0.08)	0.15	0.14	(0.22)	0.40	(0.32)	1.12
MNDWX	0.06	0.00	(0.34)	0.15	0.00	(0.10)	0.10	(0.10)	0.38
FARIX	0.52	0.17	0.21	0.52	0.23	(0.65)	1.07	(0.83)	3.57

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