Evolutionary Tree Correlations

INVNX Fund

USD 19.20 0.41 2.09%

The current 90-days correlation between Evolutionary Tree and Rationalrgn Hedged Equity is 0.67 (i.e., Poor diversification). The correlation of Evolutionary Tree 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.

Evolutionary Tree Correlation With Market

Very good diversification

The correlation between Evolutionary Tree Innovators and DJI is -0.35 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Evolutionary Tree Innovators 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 Evolutionary Tree Innovators. 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 inflation.

Moving together with Evolutionary Mutual Fund

1.0	INVTX	Ultimus Managers Trust	Pair Corr
0.89	VIGAX	Vanguard Growth Index	Pair Corr
0.62	AGTHX	Growth Fund	Pair Corr
0.63	GFACX	Growth Fund	Pair Corr
0.61	GFAFX	Growth Fund	Pair Corr
0.63	CGFCX	Growth Fund	Pair Corr
0.62	CGFAX	Growth Fund	Pair Corr
0.61	CGFEX	Growth Fund	Pair Corr

Moving against Evolutionary Mutual Fund

0.75	GAAGX	Gmo Alternative Allo	Pair Corr
0.74	GAAKX	Gmo Alternative Allo	Pair Corr
0.54	PQTAX	Pimco Trends Managed	Pair Corr
0.54	PQTNX	Pimco Trends Managed	Pair Corr
0.47	GPMFX	Guidepath Managed Futures	Pair Corr
0.31	GPBFX	Gmo E Plus	Pair Corr
0.71	ITFEX	Vy Templeton Foreign	Pair Corr
0.69	WARCX	Wells Fargo Advantage	Pair Corr
0.69	AIMNX	Horizon Active Income	Pair Corr
0.66	REMVX	Rbc Emerging Markets	Pair Corr
0.66	MFBKX	Mfs Porate Bond	Pair Corr
0.63	HHHFX	Hartford Schroders	Pair Corr
0.59	FISAX	Franklin Adjustable	Pair Corr
0.57	NEZNX	Loomis Sayles Strategic	Pair Corr
0.55	PQTIX	Aa Pimco Tr	Pair Corr
0.52	RRFDX	T Rowe Price	Pair Corr
0.48	FELCX	Fidelity Advisor Sem	Pair Corr
0.47	SEFCX	Sit International Equity	Pair Corr
0.45	EVFTX	Evaluator Tactically	Pair Corr
0.78	TEBCX	Tax Exempt Bond	Pair Corr
0.73	MANKX	Brf Nw Yrk	Pair Corr
0.69	PAELX	T Rowe Price	Pair Corr
0.69	ANDRX	Aqr International	Pair Corr

Related Correlations Analysis

	HCEGX	DODFX	SWSFX	HQIAX	DSDYX	GSCYX	GMADX	RNECX
HCEGX		0.49	0.53	0.47	0.15	0.67	0.53	0.69	HCEGX
DODFX	0.49		0.95	0.88	0.65	0.83	0.99	0.87	DODFX
SWSFX	0.53	0.95		0.84	0.62	0.78	0.94	0.87	SWSFX
HQIAX	0.47	0.88	0.84		0.47	0.88	0.87	0.8	HQIAX
DSDYX	0.15	0.65	0.62	0.47		0.32	0.65	0.46	DSDYX
GSCYX	0.67	0.83	0.78	0.88	0.32		0.85	0.82	GSCYX
GMADX	0.53	0.99	0.94	0.87	0.65	0.85		0.88	GMADX
RNECX	0.69	0.87	0.87	0.8	0.46	0.82	0.88		RNECX
	HCEGX	DODFX	SWSFX	HQIAX	DSDYX	GSCYX	GMADX	RNECX

Risk-Adjusted Indicators

There is a big difference between Evolutionary Mutual Fund performing well and Evolutionary Tree 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 Evolutionary Tree'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
HCEGX	0.51	(0.03)	(0.06)	0.03	0.68	(0.53)	0.99	(1.19)	3.61
DODFX	0.52	0.16	0.19	0.31	0.30	(0.61)	1.12	(0.96)	2.71
SWSFX	0.04	0.01	0.00	0.82	0.00	0.00	0.10	0.00	0.49
HQIAX	0.75	0.34	0.42	(1.14)	0.00	(0.94)	1.48	(1.02)	14.91
DSDYX	0.09	0.01	(0.40)	0.25	0.00	(0.11)	0.20	(0.15)	0.59
GSCYX	0.96	0.28	0.29	0.31	0.48	(1.12)	2.06	(1.63)	13.56
GMADX	0.55	0.17	0.23	0.28	0.33	(0.65)	1.37	(0.92)	3.10
RNECX	0.84	0.13	0.05	(0.55)	1.02	(0.91)	1.66	(1.68)	4.85

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