Channing Intrinsic Correlations

Mutual Funds . USA . 
Fund . Channing Intrinsic Value
OWLLX Fund  USD 12.87  0.06  0.47%   
The current 90-days correlation between Channing Intrinsic Value and Perkins Small Cap is 0.8 (i.e., Very poor diversification). The correlation of Channing Intrinsic 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.

Channing Intrinsic Correlation With Market

Very poor diversification

The correlation between Channing Intrinsic Value 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 Channing Intrinsic Value and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Channing Intrinsic Value. 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 board of governors.

Moving together with Channing Mutual Fund

  0.98VSMAX Vanguard Small CapPairCorr
  0.98VSCIX Vanguard Small CapPairCorr
  0.98VSCPX Vanguard Small CapPairCorr
  0.98NAESX Vanguard Small CapPairCorr
  0.97FSSNX Fidelity Small CapPairCorr
  0.97DFSTX Us Small CapPairCorr
  0.95FTHSX Fuller Thaler BehavioralPairCorr
  0.95FTHNX Fuller Thaler BehavioralPairCorr
  0.89PASVX T Rowe PricePairCorr
  0.89PRVIX T Rowe PricePairCorr
  0.77NHS Neuberger Berman HighPairCorr
  0.97VEXRX Vanguard ExplorerPairCorr
  0.83HBATX Hartford ModeratePairCorr
  0.95GSXPX Goldman Sachs SmallPairCorr
  0.91TSWHX TswhgyldbdinstlPairCorr
  0.93VGSTX Vanguard StarPairCorr
  0.94WSMDX William Blair SmallPairCorr
  0.89JMTNX Janus Multi SectorPairCorr
  0.82PCVRX Putnam Vertible SecuPairCorr
  0.65JHYMX John Hancock HighPairCorr
  0.81BWBFX Baron WealthbuilderPairCorr
  0.95MDIJX Mfs InternationalPairCorr
  0.93PPQZX Pimco Realpath BlendPairCorr
  0.93JAAZX Jhancock MultimanagerPairCorr
  0.7TFBVX Virginia Tax FreePairCorr
  0.88LEQCX Locorr Dynamic EquityPairCorr
  0.85JGSRX John Hancock GlobalPairCorr
  0.87ERASX Eaton Vance AtlantaPairCorr
  0.81JDMNX Janus EnterprisePairCorr
  0.88PRITX T Rowe PricePairCorr
  0.93MRSIX Mfs Research InternaPairCorr
  0.92RPIHX T Rowe PricePairCorr
  0.87TUIFX Toews UnconstrainedPairCorr
  0.67VGHCX Vanguard Health CarePairCorr
  0.9SIRZX Sierra E RetirementPairCorr
  0.93RSLBX Smallcap WorldPairCorr
  0.92ABYIX Abbey Capital FuturesPairCorr
  0.84ABLSX American Beacon BalancedPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Channing Mutual Fund performing well and Channing Intrinsic 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 Channing Intrinsic'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
MDSKX  0.89  0.05  0.05  0.10  1.02 
(0.94)
 1.92 
(1.82)
 4.61 
TRLUX  0.93  0.43  0.65  0.85  0.00 
(1.20)
 1.59 
(1.07)
 13.34 
MAAGX  0.50  0.06  0.02  0.47  0.56 
(0.49)
 0.97 
(1.08)
 2.51 
POMIX  0.56  0.02  0.01  0.07  0.76 
(0.56)
 1.16 
(1.21)
 3.52 
USCRX  0.36  0.03  0.01  0.11  0.39 
(0.36)
 0.79 
(0.85)
 2.06 
SVBAX  0.58  0.24  0.38  1.09  0.00 
(0.69)
 0.85 
(0.82)
 13.70 
JSCOX  0.74  0.15  0.15  0.42  0.52 
(0.86)
 2.11 
(1.09)
 5.61 
CSQ  0.66  0.00 (0.01) 0.05  0.89 
(0.66)
 1.46 
(1.47)
 4.16 
JSCVX  0.75  0.13  0.16  0.20  0.52 
(0.87)
 2.12 
(1.14)
 5.67 
JDSNX  0.75  0.13  0.16  0.21  0.51 
(0.87)
 2.08 
(1.09)
 5.64 

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