Quantified Government Correlations

QGITX Fund

USD 6.97 0.01 0.14%

The current 90-days correlation between Quantified Government and Quantified Pattern Recognition is -0.12 (i.e., Good diversification). The correlation of Quantified Government 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 Government Correlation With Market

Pay attention - limited upside

The correlation between Quantified Government Income and DJI is -0.73 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Government 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 Government 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

0.69

QFITX

Quantified Tactical Fixed

Pair Corr

Moving against Quantified Mutual Fund

0.89	OTRFX	Ontrack E Fund	Pair Corr
0.86	SVARX	Spectrum Low Volatility	Pair Corr
0.85	SUNBX	Spectrum Unconstrained	Pair Corr
0.82	QALAX	Quantified Alternative	Pair Corr
0.82	QALTX	Quantified Alternative	Pair Corr
0.81	QEVOX	Quantified Evolution Plus	Pair Corr
0.81	QGBLX	Quantified Global	Pair Corr
0.79	QRDTX	Quantified Rising	Pair Corr
0.77	QGLDX	Gold Bullion	Pair Corr
0.76	QCGDX	Quantified Common Ground	Pair Corr
0.76	QCGAX	Quantified Common Ground	Pair Corr
0.74	OTRGX	Ontrack E Fund	Pair Corr
0.71	QMLFX	Quantified Market Leaders	Pair Corr
0.7	QMLAX	Quantified Market Leaders	Pair Corr
0.66	QSPMX	Quantified Pattern	Pair Corr
0.63	QBDAX	Quantified Managed Income	Pair Corr
0.63	QBDSX	Quantified Managed Income	Pair Corr
0.62	QETCX	Quantified Eckhardt	Pair Corr
0.48	QSTAX	Quantified Stf	Pair Corr
0.31	QETAX	Quantified Eckhardt	Pair Corr
0.88	PAIGX	T Rowe Price	Pair Corr
0.84	KAMAX	Kensington Managed Income	Pair Corr
0.84	KAMCX	Kensington Managed Income	Pair Corr
0.84	KAMIX	Kensington Managed Income	Pair Corr
0.83	DSCIX	Dana Small Cap	Pair Corr
0.77	QGLCX	Gold Bullion	Pair Corr
0.6	PFN	Pimco Income Strategy	Pair Corr
0.58	GSMYX	Goldman Sachs Smallmid	Pair Corr
0.47	XDSMX	Dreyfus Strategic	Pair Corr
0.41	XNBHX	Neuberger Berman Int	Pair Corr
0.38	XNXJX	Nuveen New Jersey	Pair Corr
0.34	FTLTX	Fidelity Series Long	Pair Corr
0.34	TRZUX	T Rowe Price	Pair Corr
0.34	VUSUX	Vanguard Long Term	Pair Corr
0.34	XPPRX	Voya Prime Rate	Pair Corr

Related Correlations Analysis

	SAPEX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	QRDTX	QALAX	QALTX	QSPMX
SAPEX		0.03	0.4	0.29	0.29	0.18	0.25	0.28	0.28	0.66	SAPEX
OTRGX	0.03		0.77	0.67	0.68	0.82	0.79	0.77	0.77	0.52	OTRGX
SUNBX	0.4	0.77		0.8	0.81	0.96	0.93	0.95	0.95	0.84	SUNBX
QMLAX	0.29	0.67	0.8		1.0	0.77	0.87	0.86	0.85	0.74	QMLAX
QMLFX	0.29	0.68	0.81	1.0		0.78	0.88	0.86	0.86	0.74	QMLFX
SVARX	0.18	0.82	0.96	0.77	0.78		0.95	0.93	0.93	0.69	SVARX
QRDTX	0.25	0.79	0.93	0.87	0.88	0.95		0.96	0.96	0.73	QRDTX
QALAX	0.28	0.77	0.95	0.86	0.86	0.93	0.96		1.0	0.79	QALAX
QALTX	0.28	0.77	0.95	0.85	0.86	0.93	0.96	1.0		0.79	QALTX
QSPMX	0.66	0.52	0.84	0.74	0.74	0.69	0.73	0.79	0.79		QSPMX
	SAPEX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	QRDTX	QALAX	QALTX	QSPMX

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Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Government 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 Government'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	0.50	(0.02)	(0.04)	0.01	0.75	(0.46)	1.33	(1.27)	3.27
OTRGX	0.59	0.06	0.02	0.15	1.90	(0.57)	0.46	(0.76)	23.74
SUNBX	0.24	0.00	(0.04)	0.05	0.39	(0.26)	0.46	(0.45)	1.51
QMLAX	0.87	(0.02)	(0.01)	0.02	1.21	(0.91)	1.63	(2.19)	5.21
QMLFX	0.87	(0.02)	(0.01)	0.02	1.25	(0.85)	1.69	(2.16)	5.17
SVARX	0.14	0.01	(0.05)	0.16	0.26	(0.15)	0.26	(0.21)	1.33
QRDTX	0.63	0.04	0.05	0.08	0.82	(0.64)	1.20	(1.21)	4.08
QALAX	0.40	0.07	0.08	0.18	0.43	(0.44)	0.86	(1.23)	3.07
QALTX	0.41	0.08	0.08	0.19	0.48	(0.44)	0.85	(1.30)	3.12
QSPMX	0.78	0.04	0.03	0.07	1.06	(0.85)	1.63	(1.96)	6.10

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