Perkins Small Correlations

JSIVX Fund

USD 25.83 0.09 0.35%

The current 90-days correlation between Perkins Small Cap and Oakmark International Small is 0.41 (i.e., Very weak diversification). The correlation of Perkins Small 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.

Perkins Small Correlation With Market

Very poor diversification

The correlation between Perkins Small Cap and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Perkins Small Cap 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 Perkins Small Cap. 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 private.

Moving together with Perkins Mutual Fund

0.86	JRAAX	Janus Research	Pair Corr
0.86	JRARX	Janus Henderson Research	Pair Corr
0.87	JRASX	Janus Research	Pair Corr
0.91	JAAGX	Enterprise Portfolio	Pair Corr
0.93	JABAX	Janus Balanced	Pair Corr
0.93	JABCX	Janus Balanced	Pair Corr
0.92	JRSAX	Intech Managed Volatility	Pair Corr
0.94	JRSDX	Intech Managed Volatility	Pair Corr
0.94	JRSCX	Intech Managed Volatility	Pair Corr
0.94	JRSIX	Intech Managed Volatility	Pair Corr
0.94	JRSNX	Intech Managed Volatility	Pair Corr
0.86	JACTX	Janus Forty Fund	Pair Corr
0.92	JADGX	Janus Growth And	Pair Corr
0.91	JABNX	Janus Balanced	Pair Corr
0.93	JABRX	Janus Balanced	Pair Corr
0.94	JAENX	Janus Enterprise	Pair Corr
0.92	JAGLX	Janus Global Life	Pair Corr
0.88	JAHYX	Janus High Yield	Pair Corr
0.94	JANEX	Janus Enterprise	Pair Corr
0.96	JANIX	Janus Triton	Pair Corr
0.93	JANRX	Janus Global Select	Pair Corr
0.92	JANVX	Janus Venture	Pair Corr
0.86	JAMRX	Janus Research	Pair Corr
1.0	JSCVX	Perkins Small Cap	Pair Corr
0.98	JSCOX	Perkins Small Cap	Pair Corr
0.87	JARTX	Janus Forty Fund	Pair Corr
0.85	JASBX	Janus Short Term	Pair Corr
0.87	JSHCX	Janus Short Term	Pair Corr
0.96	JATTX	Janus Triton	Pair Corr
0.82	JSHNX	Janus Short Term	Pair Corr
0.97	JAVTX	Janus Venture	Pair Corr
0.76	JSLNX	Janus Henderson Global	Pair Corr
0.93	JAWWX	Janus Global Research	Pair Corr
0.96	JSMGX	Janus Triton	Pair Corr

Related Correlations Analysis

	JDSAX	JMCVX	APHJX	JDPAX	JMVIX	PGSGX	FSCIX	JAVTX	JVTSX	OAKEX
JDSAX		0.96	0.96	0.98	0.96	0.71	0.93	0.96	0.96	0.91	JDSAX
JMCVX	0.96		0.97	0.98	1.0	0.66	0.91	0.96	0.96	0.93	JMCVX
APHJX	0.96	0.97		0.98	0.97	0.72	0.91	0.96	0.96	0.97	APHJX
JDPAX	0.98	0.98	0.98		0.98	0.68	0.9	0.95	0.95	0.95	JDPAX
JMVIX	0.96	1.0	0.97	0.98		0.66	0.91	0.96	0.96	0.93	JMVIX
PGSGX	0.71	0.66	0.72	0.68	0.66		0.8	0.74	0.73	0.71	PGSGX
FSCIX	0.93	0.91	0.91	0.9	0.91	0.8		0.94	0.93	0.85	FSCIX
JAVTX	0.96	0.96	0.96	0.95	0.96	0.74	0.94		1.0	0.91	JAVTX
JVTSX	0.96	0.96	0.96	0.95	0.96	0.73	0.93	1.0		0.91	JVTSX
OAKEX	0.91	0.93	0.97	0.95	0.93	0.71	0.85	0.91	0.91		OAKEX
	JDSAX	JMCVX	APHJX	JDPAX	JMVIX	PGSGX	FSCIX	JAVTX	JVTSX	OAKEX

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Risk-Adjusted Indicators

There is a big difference between Perkins Mutual Fund performing well and Perkins Small 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 Perkins Small'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
JDSAX	0.75	0.15	0.13	0.45	0.53	(0.86)	2.10	(1.12)	4.84
JMCVX	0.74	0.19	0.19	0.35	0.39	(0.83)	1.72	(1.13)	10.77
APHJX	0.68	0.08	0.10	0.16	0.54	(0.86)	1.20	(1.25)	8.18
JDPAX	0.75	0.21	0.19	0.53	0.38	(0.84)	1.75	(1.25)	10.50
JMVIX	0.74	0.18	0.18	0.34	0.39	(0.85)	1.75	(1.18)	10.49
PGSGX	1.06	0.05	0.00	0.24	1.45	(1.01)	1.74	(2.16)	5.08
FSCIX	0.82	0.08	0.08	0.15	0.87	(0.86)	1.73	(1.46)	4.21
JAVTX	0.89	0.10	0.10	0.17	0.90	(0.99)	1.65	(1.48)	7.35
JVTSX	0.89	0.10	0.10	0.18	0.90	(1.00)	1.64	(1.47)	7.78
OAKEX	0.65	0.06	0.06	0.14	0.67	(0.72)	1.44	(1.33)	6.92

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Perkins Small Correlations

Perkins Small Correlation With Market

Very poor diversification

Moving together with Perkins Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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