Cref Social Correlations

QCSCIX Fund

USD 431.45 2.74 0.63%

The current 90-days correlation between Cref Social Choice and Fabwx is 0.03 (i.e., Significant diversification). The correlation of Cref Social 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.

Cref Social Correlation With Market

Poor diversification

The correlation between Cref Social Choice and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cref Social Choice 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 Cref Social Choice. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Cref Fund

0.74	VTSAX	Vanguard Total Stock	Pair Corr
0.8	VFIAX	Vanguard 500 Index	Pair Corr
0.81	VTSMX	Vanguard Total Stock	Pair Corr
0.81	VITSX	Vanguard Total Stock	Pair Corr
0.74	VSTSX	Vanguard Total Stock	Pair Corr
0.81	VSMPX	Vanguard Total Stock	Pair Corr
0.76	VTIAX	Vanguard Total Inter	Pair Corr
0.8	VFINX	Vanguard 500 Index	Pair Corr
0.71	VFFSX	Vanguard 500 Index	Pair Corr
0.73	NHS	Neuberger Berman High	Pair Corr
0.82	BA	Boeing Sell-off Trend	Pair Corr
0.61	INTC	Intel Aggressive Push	Pair Corr
0.68	AA	Alcoa Corp	Pair Corr

Moving against Cref Fund

0.5	VZ	Verizon Communications Upward Rally	Pair Corr
0.34	MMM	3M Company	Pair Corr

Related Correlations Analysis

	OPTCX	FBANJX	LOGBX	FZNOPX	FFCGX	LMUSX	FZDAQX	FABWX
OPTCX		0.91	0.94	0.39	0.92	0.93	0.76	0.95	OPTCX
FBANJX	0.91		0.91	0.5	0.99	0.88	0.87	0.98	FBANJX
LOGBX	0.94	0.91		0.29	0.95	0.92	0.71	0.95	LOGBX
FZNOPX	0.39	0.5	0.29		0.41	0.2	0.47	0.45	FZNOPX
FFCGX	0.92	0.99	0.95	0.41		0.9	0.84	0.98	FFCGX
LMUSX	0.93	0.88	0.92	0.2	0.9		0.7	0.89	LMUSX
FZDAQX	0.76	0.87	0.71	0.47	0.84	0.7		0.84	FZDAQX
FABWX	0.95	0.98	0.95	0.45	0.98	0.89	0.84		FABWX
	OPTCX	FBANJX	LOGBX	FZNOPX	FFCGX	LMUSX	FZDAQX	FABWX

Risk-Adjusted Indicators

There is a big difference between Cref Fund performing well and Cref Social 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 Cref Social'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
OPTCX	0.13	0.00	(0.19)	0.07	0.00	(0.19)	0.30	(0.20)	1.00
FBANJX	0.43	0.01	(0.01)	0.06	0.52	(0.49)	0.95	(1.05)	2.55
LOGBX	0.51	0.10	0.13	0.25	0.40	(0.60)	1.02	(0.89)	3.89
FZNOPX	0.61	(0.04)	(0.07)	(0.01)	0.76	(0.65)	1.28	(1.29)	3.59
FFCGX	0.53	0.05	0.05	0.12	0.66	(0.52)	1.03	(1.31)	2.84
LMUSX	0.60	0.06	0.05	0.14	0.73	(0.62)	1.26	(1.35)	4.94
FZDAQX	0.07	0.00	(0.31)	(0.17)	0.04	(0.12)	0.20	(0.20)	0.51
FABWX	0.62	0.08	0.07	0.15	0.76	(0.65)	1.22	(1.48)	3.81

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