Victory Integrity Correlations

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.

Check out Correlation Analysis to better understand how to build diversified portfolios. 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 Victory Mutual Fund

0.62	VSIIX	Vanguard Small Cap	Pair Corr
0.67	DFSVX	Us Small Cap	Pair Corr
0.65	DFFVX	Us Targeted Value	Pair Corr
0.69	UBVCX	Undiscovered Managers	Pair Corr
0.69	UBVAX	Undiscovered Managers	Pair Corr
0.69	UBVSX	Undiscovered Managers	Pair Corr
0.63	AVFIX	American Beacon Small	Pair Corr
0.62	FSRBX	Banking Portfolio Banking	Pair Corr
0.68	JPM	JPMorgan Chase Sell-off Trend	Pair Corr

Moving against Victory Mutual Fund

0.52	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.45	KO	Coca Cola Aggressive Push	Pair Corr
0.41	VZ	Verizon Communications Aggressive Push	Pair Corr

Related Correlations Analysis

	IUSCX	MSSGX	APDSX	LMBMX	PMDDX	RLESX	CWSIX	TVOYX
IUSCX		0.85	0.83	0.92	0.95	0.92	0.92	0.92	IUSCX
MSSGX	0.85		0.84	0.87	0.94	0.88	0.92	0.91	MSSGX
APDSX	0.83	0.84		0.94	0.87	0.94	0.89	0.92	APDSX
LMBMX	0.92	0.87	0.94		0.92	1.0	0.97	0.99	LMBMX
PMDDX	0.95	0.94	0.87	0.92		0.92	0.93	0.94	PMDDX
RLESX	0.92	0.88	0.94	1.0	0.92		0.98	0.99	RLESX
CWSIX	0.92	0.92	0.89	0.97	0.93	0.98		0.99	CWSIX
TVOYX	0.92	0.91	0.92	0.99	0.94	0.99	0.99		TVOYX
	IUSCX	MSSGX	APDSX	LMBMX	PMDDX	RLESX	CWSIX	TVOYX

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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
IUSCX	0.97	0.10	0.00	0.70	0.98	(1.20)	2.29	(1.69)	8.00
MSSGX	1.45	0.55	0.29	7.46	1.11	(1.78)	3.46	(2.26)	7.23
APDSX	0.96	0.01	0.03	0.13	1.13	(0.95)	2.03	(1.99)	5.77
LMBMX	0.95	(0.06)	0.01	0.08	1.06	(1.07)	1.95	(1.75)	8.01
PMDDX	0.70	0.11	0.00	1.70	0.65	(0.85)	1.61	(1.31)	5.22
RLESX	0.88	(0.05)	0.00	0.08	0.89	(0.98)	2.10	(1.56)	7.12
CWSIX	0.89	(0.02)	0.03	0.11	0.77	(1.13)	2.04	(1.47)	7.79
TVOYX	0.80	(0.02)	0.02	0.11	0.68	(0.96)	1.70	(1.42)	6.73

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Victory Integrity Correlations

Moving together with Victory Mutual Fund

Moving against Victory Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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