Quantified Managed Correlations

QBDSX Fund

USD 8.01 0.01 0.12%

The current 90-days correlation between Quantified Managed Income and Rationalpier 88 Convertible is 0.04 (i.e., Significant 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

Poor diversification

The correlation between Quantified Managed Income and DJI is 0.61 (i.e., 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 population.

Moving together with QUANTIFIED Mutual Fund

0.75	QRDTX	Quantified Rising	Pair Corr
0.69	QALAX	Quantified Alternative	Pair Corr
0.68	QALTX	Quantified Alternative	Pair Corr
0.98	QBDAX	Quantified Managed Income	Pair Corr
0.71	KAMAX	Kensington Managed Income	Pair Corr
0.74	KAMCX	Kensington Managed Income	Pair Corr
0.69	KAMIX	Kensington Managed Income	Pair Corr
0.65	FASIX	Fidelity Asset Manager	Pair Corr
0.65	FTIWX	Fidelity Asset Manager	Pair Corr
0.7	FTDWX	Fidelity Asset Manager	Pair Corr
0.69	FTAWX	Fidelity Asset Manager	Pair Corr
0.65	FIKVX	Fidelity Asset Manager	Pair Corr
0.67	FTCWX	Fidelity Asset Manager	Pair Corr
0.75	VASIX	Vanguard Lifestrategy	Pair Corr
0.63	PFIPX	Strategic Asset Mana	Pair Corr

Moving against QUANTIFIED Mutual Fund

0.39

NXJ

Nuveen New Jersey Potential Growth

Pair Corr

Related Correlations Analysis

	CONOX	CNSIX	ARBOX	LCFYX	FISCX	PBXIX
CONOX		0.91	0.82	0.94	0.86	0.85	CONOX
CNSIX	0.91		0.94	0.82	0.88	0.79	CNSIX
ARBOX	0.82	0.94		0.65	0.83	0.63	ARBOX
LCFYX	0.94	0.82	0.65		0.81	0.9	LCFYX
FISCX	0.86	0.88	0.83	0.81		0.84	FISCX
PBXIX	0.85	0.79	0.63	0.9	0.84		PBXIX
	CONOX	CNSIX	ARBOX	LCFYX	FISCX	PBXIX

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
CONOX	0.76	0.06	0.05	0.15	0.83	(0.82)	1.68	(1.54)	6.60
CNSIX	0.98	0.12	0.12	0.16	0.91	(1.16)	1.88	(1.73)	12.65
ARBOX	0.11	0.07	0.02	(4.69)	0.00	(0.20)	0.09	(0.09)	3.52
LCFYX	0.77	0.03	0.02	0.11	0.90	(0.82)	1.95	(1.78)	3.81
FISCX	0.49	0.05	(0.02)	0.43	0.51	(0.55)	0.99	(1.00)	2.54
PBXIX	0.32	(0.02)	(0.14)	0.02	0.39	(0.33)	0.64	(0.72)	1.79

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