Quantified Pattern Correlations

QSPMX Fund

USD 14.41 0.56 3.74%

The current 90-days correlation between Quantified Pattern and Spectrum Advisors Preferred is -0.01 (i.e., Good diversification). The correlation of Quantified Pattern 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 Pattern Correlation With Market

Average diversification

The correlation between Quantified Pattern Recognition and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Pattern Recognition 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 Pattern Recognition. 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 board of governors.

Moving together with Quantified Mutual Fund

0.78	SAPEX	Spectrum Advisors	Pair Corr
0.98	SUNBX	Spectrum Unconstrained	Pair Corr
0.98	SFHYX	Hundredfold Select	Pair Corr
0.85	QRDTX	Quantified Rising	Pair Corr
0.84	QALTX	Quantified Alternative	Pair Corr
0.85	QCGDX	Quantified Common Ground	Pair Corr
0.86	QCGAX	Quantified Common Ground	Pair Corr
0.96	QEVOX	Quantified Evolution Plus	Pair Corr
0.83	QGBLX	Quantified Global	Pair Corr
0.85	QGLDX	Gold Bullion	Pair Corr
0.85	QGLCX	Gold Bullion	Pair Corr
0.93	KAMAX	Kensington Managed Income	Pair Corr
0.92	KAMCX	Kensington Managed Income	Pair Corr
0.93	KAMIX	Kensington Managed Income	Pair Corr
0.84	VTSAX	Vanguard Total Stock	Pair Corr
0.78	VFIAX	Vanguard 500 Index	Pair Corr
0.79	VTSMX	Vanguard Total Stock	Pair Corr
0.8	VITSX	Vanguard Total Stock	Pair Corr
0.8	VSMPX	Vanguard Total Stock	Pair Corr
0.84	VSTSX	Vanguard Total Stock	Pair Corr
0.78	VFINX	Vanguard 500 Index	Pair Corr
0.83	VFFSX	Vanguard 500 Index	Pair Corr
0.78	VINIX	Vanguard Institutional	Pair Corr
0.78	VIIIX	Vanguard Institutional	Pair Corr
0.71	VTSNX	Vanguard Total Inter	Pair Corr
0.92	VTPSX	Vanguard Total Inter	Pair Corr

Moving against Quantified Mutual Fund

0.83

QFITX

Quantified Tactical Fixed

Pair Corr

Related Correlations Analysis

	SAPEX	OTRFX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	SFHYX	QRDTX	QALAX
SAPEX		0.55	0.39	0.78	0.05	0.07	0.77	0.74	0.67	0.69	SAPEX
OTRFX	0.55		0.45	0.5	0.48	0.49	0.81	0.49	0.64	0.94	OTRFX
OTRGX	0.39	0.45		0.36	0.26	0.27	0.51	0.36	0.42	0.46	OTRGX
SUNBX	0.78	0.5	0.36		0.33	0.35	0.62	0.99	0.88	0.57	SUNBX
QMLAX	0.05	0.48	0.26	0.33		1.0	0.17	0.35	0.55	0.46	QMLAX
QMLFX	0.07	0.49	0.27	0.35	1.0		0.19	0.37	0.57	0.47	QMLFX
SVARX	0.77	0.81	0.51	0.62	0.17	0.19		0.61	0.65	0.82	SVARX
SFHYX	0.74	0.49	0.36	0.99	0.35	0.37	0.61		0.86	0.55	SFHYX
QRDTX	0.67	0.64	0.42	0.88	0.55	0.57	0.65	0.86		0.73	QRDTX
QALAX	0.69	0.94	0.46	0.57	0.46	0.47	0.82	0.55	0.73		QALAX
	SAPEX	OTRFX	OTRGX	SUNBX	QMLAX	QMLFX	SVARX	SFHYX	QRDTX	QALAX

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Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Pattern 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 Pattern'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	0.44	0.01	(0.07)	0.17	0.59	(0.44)	0.94	(0.93)	3.02
OTRFX	0.21	0.04	(0.06)	0.43	0.00	(0.25)	0.46	(0.36)	1.40
OTRGX	0.59	0.07	0.00	(3.38)	1.82	(0.65)	0.55	(0.46)	23.74
SUNBX	0.18	0.04	(0.07)	0.68	0.00	(0.23)	0.41	(0.26)	1.23
QMLAX	0.99	0.05	0.00	0.21	1.41	(0.96)	1.97	(2.19)	5.76
QMLFX	0.98	0.05	0.00	0.22	1.41	(0.95)	1.99	(2.21)	5.64
SVARX	0.11	0.02	(0.31)	0.36	0.00	(0.15)	0.21	(0.21)	0.63
SFHYX	0.24	0.05	(0.03)	1.10	0.08	(0.28)	0.46	(0.41)	1.30
QRDTX	0.69	0.06	0.02	0.33	0.79	(0.72)	1.20	(1.42)	3.47
QALAX	0.42	0.06	0.01	0.65	0.62	(0.42)	0.82	(1.11)	2.63

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