Quantified Common Correlations

QCGAX Fund

15.50 0.23 1.51%

The current 90-days correlation between Quantified Common Ground and Siit Global Managed is 0.16 (i.e., Average diversification). The correlation of Quantified Common 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 Common Correlation With Market

Poor diversification

The correlation between Quantified Common Ground and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Common Ground 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 Common Ground. 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 Quantified Mutual Fund

0.81	SAPEX	Spectrum Advisors	Pair Corr
0.7	OTRFX	Ontrack E Fund	Pair Corr
0.86	SUNBX	Spectrum Unconstrained	Pair Corr
0.85	SVARX	Spectrum Low Volatility	Pair Corr
0.9	QRDTX	Quantified Rising	Pair Corr
0.81	QALAX	Quantified Alternative	Pair Corr
0.81	QALTX	Quantified Alternative	Pair Corr
0.87	QSPMX	Quantified Pattern	Pair Corr
0.65	QSTAX	Quantified Stf	Pair Corr
1.0	QCGDX	Quantified Common Ground	Pair Corr
0.88	QEVOX	Quantified Evolution Plus	Pair Corr
0.67	QGBLX	Quantified Global	Pair Corr
0.84	QGLDX	Gold Bullion Steady Growth	Pair Corr
0.81	QGLCX	Gold Bullion Steady Growth	Pair Corr
0.81	KAMAX	Kensington Managed Income	Pair Corr
0.84	KAMCX	Kensington Managed Income	Pair Corr
0.89	KAMIX	Kensington Managed Income	Pair Corr
0.8	VIMAX	Vanguard Mid Cap	Pair Corr
0.8	VIMSX	Vanguard Mid Cap	Pair Corr
0.8	VMCPX	Vanguard Mid Cap	Pair Corr
0.8	VMCIX	Vanguard Mid Cap	Pair Corr
0.77	VEXAX	Vanguard Extended Market	Pair Corr
0.77	VEMPX	Vanguard Extended Market	Pair Corr
0.77	VIEIX	Vanguard Extended Market	Pair Corr
0.75	VSEMX	Vanguard Extended Market	Pair Corr
0.77	VEXMX	Vanguard Extended Market	Pair Corr
0.87	FSMDX	Fidelity Mid Cap	Pair Corr
0.92	PSPFX	Global Resources Steady Growth	Pair Corr

Moving against Quantified Mutual Fund

0.68

QFITX

Quantified Tactical Fixed

Pair Corr

Related Correlations Analysis

	SGMAX	JGECX	HLGZX	ZGFIX	LFLCX	RGHYX	DODWX
SGMAX		0.95	0.94	0.95	0.83	0.89	0.99	SGMAX
JGECX	0.95		0.91	0.99	0.9	0.93	0.97	JGECX
HLGZX	0.94	0.91		0.91	0.82	0.86	0.93	HLGZX
ZGFIX	0.95	0.99	0.91		0.87	0.92	0.97	ZGFIX
LFLCX	0.83	0.9	0.82	0.87		0.96	0.88	LFLCX
RGHYX	0.89	0.93	0.86	0.92	0.96		0.93	RGHYX
DODWX	0.99	0.97	0.93	0.97	0.88	0.93		DODWX
	SGMAX	JGECX	HLGZX	ZGFIX	LFLCX	RGHYX	DODWX

Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Common 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 Common'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
SGMAX	0.57	0.23	0.36	0.59	0.00	(0.82)	0.81	(0.71)	14.48
JGECX	0.66	0.17	0.15	0.84	0.36	(0.84)	1.49	(1.13)	9.23
HLGZX	1.01	0.38	0.43	0.67	0.00	(1.29)	1.17	(1.22)	27.85
ZGFIX	0.62	0.11	0.11	0.23	0.36	(0.69)	1.24	(0.88)	10.50
LFLCX	0.11	0.01	(0.40)	0.34	0.00	(0.15)	0.22	(0.22)	0.65
RGHYX	0.11	0.01	(0.31)	0.28	0.00	(0.15)	0.20	(0.20)	1.11
DODWX	0.65	0.13	0.16	0.26	0.36	(0.79)	1.28	(0.91)	9.17

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