Quantified Managed Correlations

QBDSX Fund

USD 8.05 0.01 0.12%

The current 90-days correlation between Quantified Managed Income and Quantified Alternative Investment is 0.15 (i.e., Average diversification). The correlation of Quantified Managed 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.

Quantified Managed Correlation With Market

Very poor diversification

The correlation between Quantified Managed Income and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Managed Income 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 Quantified Managed Income. 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 main economic indicators.

Moving together with Quantified Mutual Fund

0.84	OTRFX	Ontrack E Fund	Pair Corr
0.72	OTRGX	Ontrack E Fund	Pair Corr
0.88	SUNBX	Spectrum Unconstrained	Pair Corr
0.79	QMLAX	Quantified Market Leaders	Pair Corr
0.85	QMLFX	Quantified Market Leaders	Pair Corr
0.86	SVARX	Spectrum Low Volatility	Pair Corr
0.95	QRDTX	Quantified Rising	Pair Corr
0.89	QALAX	Quantified Alternative	Pair Corr
0.88	QALTX	Quantified Alternative	Pair Corr
0.78	QSPMX	Quantified Pattern	Pair Corr
0.62	QSTAX	Quantified Stf	Pair Corr
1.0	QBDAX	Quantified Managed Income	Pair Corr
0.94	QCGDX	Quantified Common Ground	Pair Corr
0.94	QCGAX	Quantified Common Ground	Pair Corr
0.64	QETCX	Quantified Eckhardt	Pair Corr
0.82	QEVOX	Quantified Evolution Plus	Pair Corr
0.71	QGBLX	Quantified Global	Pair Corr
0.8	QGLDX	Gold Bullion Steady Growth	Pair Corr
0.8	QGLCX	Gold Bullion Steady Growth	Pair Corr
0.92	KAMAX	Kensington Managed Income	Pair Corr
0.92	KAMCX	Kensington Managed Income	Pair Corr
0.91	KAMIX	Kensington Managed Income	Pair Corr
0.89	FASIX	Fidelity Asset Manager	Pair Corr
0.89	FTIWX	Fidelity Asset Manager	Pair Corr
0.91	FTDWX	Fidelity Asset Manager	Pair Corr
0.89	FIKVX	Fidelity Asset Manager	Pair Corr
0.89	FTCWX	Fidelity Asset Manager	Pair Corr
0.89	VASIX	Vanguard Lifestrategy	Pair Corr
0.89	PFIPX	Strategic Asset Mana	Pair Corr
0.72	SMPIX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.71	SMPSX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.78	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.78	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.78	OSPPX	Oppenheimer Steelpath Mlp	Pair Corr

Moving against Quantified Mutual Fund

0.76	QFITX	Quantified Tactical Fixed	Pair Corr
0.32	QGITX	Quantified Government	Pair Corr

Related Correlations Analysis

	SAPEX	OTRFX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	QRDTX	QALAX	QALTX
SAPEX		0.43	0.33	0.66	0.62	0.51	0.43	0.59	0.63	0.63	SAPEX
OTRFX	0.43		0.84	0.95	0.79	0.8	0.99	0.92	0.94	0.94	OTRFX
OTRGX	0.33	0.84		0.79	0.69	0.68	0.82	0.77	0.78	0.78	OTRGX
SUNBX	0.66	0.95	0.79		0.84	0.82	0.95	0.94	0.97	0.97	SUNBX
QMLAX	0.62	0.79	0.69	0.84		0.87	0.76	0.84	0.9	0.89	QMLAX
QMLFX	0.51	0.8	0.68	0.82	0.87		0.79	0.92	0.87	0.87	QMLFX
SVARX	0.43	0.99	0.82	0.95	0.76	0.79		0.93	0.92	0.92	SVARX
QRDTX	0.59	0.92	0.77	0.94	0.84	0.92	0.93		0.95	0.95	QRDTX
QALAX	0.63	0.94	0.78	0.97	0.9	0.87	0.92	0.95		1.0	QALAX
QALTX	0.63	0.94	0.78	0.97	0.89	0.87	0.92	0.95	1.0		QALTX
	SAPEX	OTRFX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	QRDTX	QALAX	QALTX

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Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Managed 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 Quantified Managed'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
SAPEX	0.47	0.00	(0.03)	0.06	0.58	(0.47)	1.33	(0.95)	3.27
OTRFX	0.21	0.09	0.15	0.56	0.00	(0.26)	0.46	(0.26)	1.68
OTRGX	0.56	0.09	0.02	0.26	1.89	(0.58)	0.46	(0.37)	23.74
SUNBX	0.20	0.04	(0.01)	0.26	0.00	(0.26)	0.46	(0.31)	1.51
QMLAX	0.94	0.00	0.01	0.06	1.15	(1.03)	1.97	(2.19)	5.21
QMLFX	0.94	0.08	0.01	(0.68)	1.26	(0.97)	1.99	(2.17)	5.17
SVARX	0.12	0.05	(0.08)	(8.72)	0.00	(0.15)	0.26	(0.21)	1.10
QRDTX	0.68	0.12	0.06	(1.10)	0.74	(0.73)	1.59	(1.55)	4.30
QALAX	0.42	0.09	0.08	0.23	0.40	(0.46)	0.87	(1.23)	3.07
QALTX	0.43	0.09	0.08	0.23	0.45	(0.47)	0.86	(1.30)	3.12

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