Performance Trust Correlations

PTCOX Fund

USD 20.03 0.05 0.25%

The current 90-days correlation between Performance Trust and T Rowe Price is -0.12 (i.e., Good diversification). The correlation of Performance Trust 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.

Performance Trust Correlation With Market

Very weak diversification

The correlation between Performance Trust Strategic and DJI is 0.52 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Performance Trust Strategic 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 Performance Trust Strategic. 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 employment.

Moving together with Performance Mutual Fund

0.62	PTAOX	Performance Trust	Pair Corr
0.78	PTCRX	Performance Trust Credit	Pair Corr
0.97	PTIAX	Performance Trust	Pair Corr
0.68	PTIMX	Performance Trust	Pair Corr
0.66	PTRMX	Performance Trust	Pair Corr
0.91	DODIX	Dodge Income	Pair Corr
0.91	DOXIX	Dodge Cox Income	Pair Corr
0.87	FIWGX	Strategic Advisers	Pair Corr
0.85	MWTNX	Metropolitan West Total	Pair Corr
0.69	MWTSX	Metropolitan West Total	Pair Corr
0.87	PTTPX	Pimco Total Return	Pair Corr
0.89	PTRRX	Total Return	Pair Corr
0.87	PTRAX	Total Return	Pair Corr
0.87	PTTRX	Total Return	Pair Corr
0.92	PDBSX	Prudential Total Return	Pair Corr
0.61	BRUFX	Bruce Fund Bruce	Pair Corr
0.67	PAAIX	All Asset Fund	Pair Corr
0.71	IRFRX	Cohen Steers Intl	Pair Corr
0.71	AGBGX	Global Bond Fund	Pair Corr

Related Correlations Analysis

	IICIX	RCWAX	WBFFX	BUBSX	STYAX	BBBIX	UBVRX	UBVLX	UBVFX	TRBFX
IICIX		0.68	0.69	0.66	0.81	0.7	0.57	0.71	0.71	0.8	IICIX
RCWAX	0.68		1.0	0.79	0.83	0.74	0.73	0.78	0.78	0.68	RCWAX
WBFFX	0.69	1.0		0.82	0.84	0.76	0.76	0.8	0.8	0.69	WBFFX
BUBSX	0.66	0.79	0.82		0.82	0.96	0.95	0.95	0.95	0.7	BUBSX
STYAX	0.81	0.83	0.84	0.82		0.8	0.76	0.84	0.84	0.8	STYAX
BBBIX	0.7	0.74	0.76	0.96	0.8		0.9	0.94	0.94	0.77	BBBIX
UBVRX	0.57	0.73	0.76	0.95	0.76	0.9		0.95	0.95	0.59	UBVRX
UBVLX	0.71	0.78	0.8	0.95	0.84	0.94	0.95		1.0	0.71	UBVLX
UBVFX	0.71	0.78	0.8	0.95	0.84	0.94	0.95	1.0		0.71	UBVFX
TRBFX	0.8	0.68	0.69	0.7	0.8	0.77	0.59	0.71	0.71		TRBFX
	IICIX	RCWAX	WBFFX	BUBSX	STYAX	BBBIX	UBVRX	UBVLX	UBVFX	TRBFX

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Risk-Adjusted Indicators

There is a big difference between Performance Mutual Fund performing well and Performance Trust 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 Performance Trust'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
IICIX	0.14	0.01	(0.29)	0.49	0.00	(0.19)	0.34	(0.23)	0.57
RCWAX	0.16	0.02	(0.24)	0.38	0.03	(0.20)	0.37	(0.25)	1.04
WBFFX	0.16	0.02	(0.24)	0.39	0.00	(0.19)	0.37	(0.25)	1.09
BUBSX	0.03	0.01	0.00	1.97	0.00	0.00	0.10	0.00	0.20
STYAX	0.13	0.00	(0.33)	0.15	0.03	(0.17)	0.27	(0.27)	0.62
BBBIX	0.04	0.01	0.00	0.63	0.00	0.00	0.10	(0.10)	0.48
UBVRX	0.93	0.21	0.29	0.25	0.40	(1.27)	3.00	(1.06)	10.86
UBVLX	0.78	0.10	0.13	0.18	0.57	(1.00)	2.42	(1.06)	4.79
UBVFX	0.78	0.10	0.13	0.18	0.58	(1.00)	2.44	(1.07)	4.82
TRBFX	0.06	0.00	(0.31)	(0.01)	0.00	(0.24)	0.21	(0.21)	0.63

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Performance Trust Correlations

Performance Trust Correlation With Market

Very weak diversification

Moving together with Performance Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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