Victory Integrity Correlations

MMEAX Fund

USD 47.27 0.51 1.09%

The correlation of Victory Integrity 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.

Victory Integrity Correlation With Market

Almost no diversification

The correlation between Victory Integrity Discovery and DJI is 0.91 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Victory Integrity Discovery and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Victory Integrity Discovery. 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 nation.

Moving together with Victory Mutual Fund

0.96	SRVEX	Victory Diversified Stock	Pair Corr
0.99	SSGSX	Victory Sycamore Small	Pair Corr
0.85	SBFCX	Victory Incore Investment	Pair Corr
0.99	MMECX	Victory Integrity	Pair Corr
0.96	MNNAX	Victory Munder Multi	Pair Corr
0.85	IPFIX	Victory Incore	Pair Corr
0.88	RSDYX	Victory Incore Low	Pair Corr
0.68	RSEGX	Victory Rs Small	Pair Corr
0.96	RSDGX	Victory Rs Select	Pair Corr
0.73	RSFYX	Victory Floating Rate	Pair Corr
0.89	RSGGX	Victory Rs Global	Pair Corr
0.67	RSGRX	Victory Rs Growth	Pair Corr
0.7	RSFCX	Victory Floating Rate	Pair Corr
0.73	RSFLX	Victory Floating Rate	Pair Corr
0.99	RSINX	Victory Rs Investors	Pair Corr
0.93	RSIGX	Victory Rs International	Pair Corr
0.99	RSIYX	Victory Rs Investors	Pair Corr
0.99	RSPFX	Victory Rs Partners	Pair Corr
0.9	RSNRX	Victory Global Natural	Pair Corr
0.9	RSNYX	Victory Global Natural	Pair Corr
0.98	RSPYX	Victory Rs Partners	Pair Corr
0.95	RSSYX	Victory Rs Select	Pair Corr
0.99	RSVAX	Victory Rs Value	Pair Corr
0.99	RSVYX	Victory Rs Value	Pair Corr
0.68	RSYEX	Victory Rs Small	Pair Corr
0.86	RSYYX	Victory High Yield	Pair Corr
0.93	VSCVX	Victory Integrity Small	Pair Corr
0.93	VSVIX	Victory Integrity Small	Pair Corr
0.98	RCEYX	Victory Rs Large	Pair Corr
0.98	RCOCX	Victory Rs Large	Pair Corr
0.99	RVACX	Victory Rs Value	Pair Corr
0.98	MAIMX	Victory Integrity Mid	Pair Corr
0.96	VDSCX	Victory Diversified Stock	Pair Corr
0.95	URFRX	Target Retirement 2040	Pair Corr
0.95	URFFX	Target Retirement 2050	Pair Corr
0.95	URINX	Target Retirement Income	Pair Corr
0.95	URTRX	Target Retirement 2030	Pair Corr

Related Correlations Analysis

	RSF	CHCGX	TCELX	BOGSX	PLBBX	CYPSX	FPCGX	TRROX	MADFX	SEGPX
RSF		0.62	0.8	0.81	0.68	0.58	0.65	0.74	0.78	0.0	RSF
CHCGX	0.62		0.53	0.71	0.6	0.78	0.75	0.69	0.73	0.0	CHCGX
TCELX	0.8	0.53		0.82	0.83	0.28	0.8	0.92	0.89	0.0	TCELX
BOGSX	0.81	0.71	0.82		0.89	0.63	0.79	0.84	0.75	0.0	BOGSX
PLBBX	0.68	0.6	0.83	0.89		0.52	0.78	0.88	0.75	0.0	PLBBX
CYPSX	0.58	0.78	0.28	0.63	0.52		0.53	0.46	0.48	0.0	CYPSX
FPCGX	0.65	0.75	0.8	0.79	0.78	0.53		0.94	0.88	0.0	FPCGX
TRROX	0.74	0.69	0.92	0.84	0.88	0.46	0.94		0.93	0.0	TRROX
MADFX	0.78	0.73	0.89	0.75	0.75	0.48	0.88	0.93		0.0	MADFX
SEGPX	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		SEGPX
	RSF	CHCGX	TCELX	BOGSX	PLBBX	CYPSX	FPCGX	TRROX	MADFX	SEGPX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TRROX	+ 0.94	FPCGX
MADFX	+ 0.93	TRROX
TRROX	+ 0.92	TCELX
MADFX	+ 0.89	TCELX
PLBBX	+ 0.89	BOGSX
TRROX	+ 0.88	PLBBX

High negative correlations

SEGPX	- 0.0	MADFX
SEGPX	- 0.0	TRROX
SEGPX	- 0.0	FPCGX
SEGPX	- 0.0	CYPSX
SEGPX	- 0.0	PLBBX
SEGPX	- 0.0	BOGSX

Risk-Adjusted Indicators

There is a big difference between Victory Mutual Fund performing well and Victory Integrity 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 Victory Integrity'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
RSF	0.35	0.00	(0.09)	0.07	0.40	(0.41)	0.93	(0.70)	2.39
CHCGX	0.72	0.03	0.02	0.11	0.78	(0.78)	1.13	(1.48)	10.25
TCELX	0.79	0.20	0.17	0.60	0.68	(0.87)	1.69	(1.42)	3.69
BOGSX	1.10	(0.05)	(0.02)	0.02	1.61	(1.02)	2.31	(2.67)	5.97
PLBBX	0.51	(0.04)	(0.08)	0.00	0.69	(0.52)	1.09	(1.37)	2.85
CYPSX	1.21	(0.16)	0.00	(0.06)	0.00	0.00	2.49	(2.83)	7.15
FPCGX	1.32	0.40	0.37	0.38	0.53	(1.55)	1.69	(1.81)	32.42
TRROX	0.22	0.04	(0.01)	0.21	0.00	(0.28)	0.45	(0.43)	2.37
MADFX	0.65	0.21	0.31	0.39	0.10	(0.85)	1.48	(1.02)	7.62
SEGPX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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