Quantified Evolution Correlations

QEVOX Fund

USD 4.71 0.11 2.39%

The current 90-days correlation between Quantified Evolution Plus and Lord Abbett Health is 0.1 (i.e., Average diversification). The correlation of Quantified Evolution 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 Evolution Correlation With Market

Almost no diversification

The correlation between Quantified Evolution Plus and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Evolution Plus 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 Evolution Plus. 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 metropolitan statistical area.

Moving together with Quantified Mutual Fund

0.78	SAPEX	Spectrum Advisors	Pair Corr
0.9	OTRFX	Ontrack E Fund	Pair Corr
0.92	SUNBX	Spectrum Unconstrained	Pair Corr
0.93	SVARX	Spectrum Low Volatility	Pair Corr
0.88	QRDTX	Quantified Rising	Pair Corr
0.92	QALAX	Quantified Alternative	Pair Corr
0.92	QALTX	Quantified Alternative	Pair Corr
0.92	QSPMX	Quantified Pattern	Pair Corr
0.78	QSTAX	Quantified Stf	Pair Corr
0.88	QCGDX	Quantified Common Ground	Pair Corr
0.89	QCGAX	Quantified Common Ground	Pair Corr
0.86	QGBLX	Quantified Global	Pair Corr
0.93	QGLDX	Gold Bullion Steady Growth	Pair Corr
0.89	QGLCX	Gold Bullion Steady Growth	Pair Corr
0.91	KAMAX	Kensington Managed Income	Pair Corr
0.9	KAMCX	Kensington Managed Income	Pair Corr
0.93	KAMIX	Kensington Managed Income	Pair Corr
0.96	PAALX	All Asset Fund	Pair Corr
0.94	PATRX	Pimco All Asset	Pair Corr
0.94	PAAIX	All Asset Fund	Pair Corr
0.96	PALPX	Pimco All Asset	Pair Corr
0.95	PASAX	All Asset Fund	Pair Corr
0.94	PASCX	All Asset Fund	Pair Corr
0.96	PAANX	Pimco All Asset	Pair Corr
0.95	PAUPX	Pimco All Asset	Pair Corr
0.96	PAUIX	Pimco All Asset	Pair Corr
0.86	WARRX	Wells Fargo Advantage	Pair Corr
0.83	SMPIX	Semiconductor Ultrasector	Pair Corr
0.86	SMPSX	Semiconductor Ultrasector	Pair Corr

Moving against Quantified Mutual Fund

0.72	QFITX	Quantified Tactical Fixed	Pair Corr
0.77	RMQCX	Monthly Rebalance	Pair Corr

Related Correlations Analysis

	BHCHX	SCHLX	ETCHX	AHSCX	HGHYX	HIAHX	PGHAX	LHCCX
BHCHX		0.71	0.87	0.85	0.87	0.87	0.9	0.93	BHCHX
SCHLX	0.71		0.84	0.9	0.95	0.94	0.92	0.74	SCHLX
ETCHX	0.87	0.84		0.97	0.94	0.94	0.89	0.93	ETCHX
AHSCX	0.85	0.9	0.97		0.98	0.98	0.95	0.9	AHSCX
HGHYX	0.87	0.95	0.94	0.98		1.0	0.98	0.88	HGHYX
HIAHX	0.87	0.94	0.94	0.98	1.0		0.99	0.88	HIAHX
PGHAX	0.9	0.92	0.89	0.95	0.98	0.99		0.88	PGHAX
LHCCX	0.93	0.74	0.93	0.9	0.88	0.88	0.88		LHCCX
	BHCHX	SCHLX	ETCHX	AHSCX	HGHYX	HIAHX	PGHAX	LHCCX

Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Evolution 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 Evolution'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
BHCHX	0.66	0.09	0.04	0.35	0.55	(0.78)	1.66	(0.93)	4.22
SCHLX	0.72	0.15	0.18	0.29	0.32	(0.85)	2.15	(1.08)	7.03
ETCHX	1.13	0.28	0.20	0.85	0.82	(1.37)	3.25	(1.60)	6.86
AHSCX	0.84	0.18	0.13	0.49	0.64	(1.03)	2.05	(1.32)	5.46
HGHYX	0.64	0.14	0.16	0.36	0.32	(0.75)	1.91	(0.98)	3.95
HIAHX	0.64	0.15	0.15	0.36	0.30	(0.81)	1.91	(0.98)	3.93
PGHAX	0.63	0.09	0.06	0.28	0.47	(0.76)	1.80	(1.12)	3.94
LHCCX	0.78	0.11	0.04	0.82	0.66	(0.99)	1.89	(1.14)	4.51

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