Stocksplus Total Correlations

PTOAX Fund

USD 12.12 0.09 0.74%

The current 90-days correlation between Stocksplus Total Return and Stocksplus Total Return is -0.11 (i.e., Good diversification). The correlation of Stocksplus Total 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.

Stocksplus Total Correlation With Market

Modest diversification

The correlation between Stocksplus Total Return and DJI is 0.27 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stocksplus Total Return 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 Stocksplus Total Return. 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 Stocksplus Mutual Fund

0.71	PFATX	Pimco Fundamental	Pair Corr
0.62	PFIAX	Pimco Floating Income	Pair Corr
0.64	PFIIX	Pimco Floating Income	Pair Corr
0.62	PFNCX	Pimco Floating Income	Pair Corr
0.73	PFTPX	Pimco Floating Income	Pair Corr
0.75	PFSIX	Pimco Emerging Markets	Pair Corr
0.85	PGAPX	Pimco Global Multi	Pair Corr
0.71	PGMCX	Pimco Global Multi	Pair Corr

Moving against Stocksplus Mutual Fund

0.51	PFGCX	Long Term Government	Pair Corr
0.49	PFGAX	Long Term Government	Pair Corr
0.59	PGOVX	Long Term Government	Pair Corr
0.34	PDI	Pimco Dynamic Income	Pair Corr

Related Correlations Analysis

	PSPTX	GRISX	CLCRX	RCTIX	SVSPX	GCMAX	AMKIX	SMBYX	PCCOX	PGFIX
PSPTX		0.7	0.75	0.77	0.61	0.85	0.37	0.77	0.74	0.34	PSPTX
GRISX	0.7		0.73	0.65	0.83	0.79	0.7	0.72	0.77	0.67	GRISX
CLCRX	0.75	0.73		0.68	0.82	0.56	0.62	0.44	0.95	0.68	CLCRX
RCTIX	0.77	0.65	0.68		0.5	0.76	0.18	0.64	0.62	0.19	RCTIX
SVSPX	0.61	0.83	0.82	0.5		0.57	0.84	0.55	0.84	0.9	SVSPX
GCMAX	0.85	0.79	0.56	0.76	0.57		0.35	0.92	0.58	0.27	GCMAX
AMKIX	0.37	0.7	0.62	0.18	0.84	0.35		0.27	0.64	0.88	AMKIX
SMBYX	0.77	0.72	0.44	0.64	0.55	0.92	0.27		0.55	0.23	SMBYX
PCCOX	0.74	0.77	0.95	0.62	0.84	0.58	0.64	0.55		0.7	PCCOX
PGFIX	0.34	0.67	0.68	0.19	0.9	0.27	0.88	0.23	0.7		PGFIX
	PSPTX	GRISX	CLCRX	RCTIX	SVSPX	GCMAX	AMKIX	SMBYX	PCCOX	PGFIX

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Risk-Adjusted Indicators

There is a big difference between Stocksplus Mutual Fund performing well and Stocksplus Total 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 Stocksplus Total'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
PSPTX	0.85	0.18	0.10	(1.41)	0.89	(1.04)	1.56	(1.50)	15.91
GRISX	0.67	0.05	0.04	0.11	0.78	(0.73)	1.55	(1.16)	6.18
CLCRX	0.60	0.05	0.00	0.67	0.78	(0.62)	1.20	(1.26)	3.50
RCTIX	0.09	0.00	(0.23)	0.11	0.09	(0.13)	0.20	(0.10)	0.99
SVSPX	0.60	(0.02)	(0.03)	0.03	0.86	(0.58)	1.23	(1.18)	3.29
GCMAX	0.95	0.17	0.22	0.16	0.65	(1.24)	1.63	(1.50)	17.76
AMKIX	0.75	0.00	(0.01)	0.05	1.00	(0.83)	1.58	(1.10)	4.93
SMBYX	0.81	(0.01)	0.00	0.05	0.87	(0.90)	1.34	(1.43)	9.35
PCCOX	0.61	0.03	(0.02)	0.36	0.88	(0.61)	1.25	(1.20)	3.34
PGFIX	0.76	(0.04)	(0.03)	0.02	1.18	(0.70)	1.76	(1.98)	4.72

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