Ab Fixed-income Correlations

MYMXX Fund

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The correlation of Ab Fixed-income 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, which includes a position in Ab Fixed Income Shares. Also, note that the market value of any money market fund could be closely tied with the direction of predictive economic indicators such as signals in median.

Related Correlations Analysis

	PDVAX	CDEYX	FARIX	JPDVX	TLSHX	FTCCX	SPDAX	JSPCX
PDVAX		0.93	0.93	0.81	0.88	0.9	0.88	0.89	PDVAX
CDEYX	0.93		0.95	0.85	0.91	0.9	0.83	0.95	CDEYX
FARIX	0.93	0.95		0.87	0.93	0.94	0.9	0.94	FARIX
JPDVX	0.81	0.85	0.87		0.9	0.82	0.76	0.83	JPDVX
TLSHX	0.88	0.91	0.93	0.9		0.94	0.87	0.95	TLSHX
FTCCX	0.9	0.9	0.94	0.82	0.94		0.95	0.95	FTCCX
SPDAX	0.88	0.83	0.9	0.76	0.87	0.95		0.86	SPDAX
JSPCX	0.89	0.95	0.94	0.83	0.95	0.95	0.86		JSPCX
	PDVAX	CDEYX	FARIX	JPDVX	TLSHX	FTCCX	SPDAX	JSPCX

Risk-Adjusted Indicators

There is a big difference between MYMXX Money Market Fund performing well and Ab Fixed-income Money Market 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 Ab Fixed-income'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
PDVAX	0.13	0.02	(0.30)	0.79	0.00	(0.17)	0.30	(0.20)	0.90
CDEYX	0.56	0.07	0.08	0.16	0.51	(0.64)	1.24	(0.96)	3.03
FARIX	0.51	0.14	0.16	0.45	0.25	(0.64)	1.07	(0.83)	3.57
JPDVX	0.57	0.19	0.26	0.47	0.00	(0.74)	0.82	(0.73)	14.15
TLSHX	0.28	0.05	0.01	0.20	0.00	(0.36)	0.54	(0.46)	3.65
FTCCX	0.29	0.04	0.00	0.20	0.13	(0.35)	0.58	(0.57)	3.31
SPDAX	0.36	0.16	0.25	(1.45)	0.00	(0.49)	0.47	(0.43)	9.36
JSPCX	0.25	0.01	(0.09)	0.10	0.23	(0.28)	0.55	(0.56)	1.40

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Ab Fixed-income Correlations

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