Inverse Mid-cap Correlations

RYAGX Fund

USD 28.11 0.03 0.11%

The current 90-days correlation between Inverse Mid Cap and Vanguard Lifestrategy Growth is 0.07 (i.e., Significant diversification). The correlation of Inverse Mid-cap 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.

Inverse Mid-cap Correlation With Market

Pay attention - limited upside

The correlation between Inverse Mid Cap Strategy and DJI is -0.88 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inverse Mid Cap Strategy 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 Inverse Mid Cap Strategy. 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 census.

Moving together with Inverse Mutual Fund

0.64	RYABX	Government Long Bond	Pair Corr
0.71	RYARX	Inverse Sp 500	Pair Corr
0.9	RYCWX	Inverse Dow 2x	Pair Corr
0.74	RYCQX	Inverse Russell 2000	Pair Corr
0.62	RYGBX	Government Long Bond	Pair Corr

Moving against Inverse Mutual Fund

0.95	RYBHX	Sp Midcap 400	Pair Corr
0.94	RYAHX	Mid Cap 15x	Pair Corr
0.93	RYDKX	Dow Jones Industrial	Pair Corr
0.91	RYBAX	Basic Materials	Pair Corr
0.91	RYBMX	Basic Materials	Pair Corr
0.9	RYBIX	Basic Materials	Pair Corr
0.9	RYAZX	Sp Smallcap 600	Pair Corr
0.89	RYBCX	Basic Materials	Pair Corr
0.88	RYDHX	Dow Jones Industrial	Pair Corr
0.84	RYAVX	Sp Midcap 400	Pair Corr
0.77	RYAKX	Russell 2000 15x	Pair Corr
0.77	RYCFX	Biotechnology Fund Class	Pair Corr
0.76	RYAWX	Sp 500 Pure	Pair Corr
0.72	RYAQX	Inverse Government Long	Pair Corr
0.7	RYATX	Nasdaq 100 Fund	Pair Corr
0.69	RYDCX	Mid Cap 15x	Pair Corr
0.6	RYBKX	Banking Fund Class	Pair Corr
0.52	RYEAX	Energy Fund Class	Pair Corr
0.89	RYCSX	Telecommunications	Pair Corr
0.85	RYCNX	Transportation Fund Class	Pair Corr
0.78	RYEIX	Energy Fund Investor	Pair Corr
0.75	RYCKX	Sp Midcap 400	Pair Corr
0.74	RYCCX	Nasdaq 100 2x	Pair Corr
0.71	RYCOX	Nasdaq 100 Fund	Pair Corr
0.71	RYHOX	Nasdaq 100 Fund	Pair Corr
0.71	RYHRX	Real Estate Fund	Pair Corr
0.69	RYCYX	Dow 2x Strategy	Pair Corr
0.67	RYCVX	Dow 2x Strategy	Pair Corr
0.65	RYFIX	Financial Services	Pair Corr
0.64	RYCIX	Consumer Products	Pair Corr
0.59	RYFNX	Financial Services	Pair Corr
0.59	RYFAX	Financial Services	Pair Corr
0.58	RYFCX	Financial Services	Pair Corr
0.48	RYCPX	Consumer Products	Pair Corr

Related Correlations Analysis

	PARCX	MAHIX	CBSYX	NEAIX	PHIAX	CYBAX	SGYAX	VASGX
PARCX		0.94	0.95	0.92	0.95	0.92	0.96	0.96	PARCX
MAHIX	0.94		0.93	0.93	0.98	0.95	0.94	0.95	MAHIX
CBSYX	0.95	0.93		0.91	0.94	0.9	0.93	0.94	CBSYX
NEAIX	0.92	0.93	0.91		0.95	0.91	0.93	0.96	NEAIX
PHIAX	0.95	0.98	0.94	0.95		0.95	0.96	0.96	PHIAX
CYBAX	0.92	0.95	0.9	0.91	0.95		0.95	0.92	CYBAX
SGYAX	0.96	0.94	0.93	0.93	0.96	0.95		0.93	SGYAX
VASGX	0.96	0.95	0.94	0.96	0.96	0.92	0.93		VASGX
	PARCX	MAHIX	CBSYX	NEAIX	PHIAX	CYBAX	SGYAX	VASGX

Risk-Adjusted Indicators

There is a big difference between Inverse Mutual Fund performing well and Inverse Mid-cap 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 Inverse Mid-cap'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
PARCX	0.42	0.08	0.08	0.24	0.16	(0.48)	0.85	(0.67)	5.12
MAHIX	0.08	0.01	(0.51)	0.26	0.00	(0.12)	0.20	(0.10)	0.41
CBSYX	0.44	0.07	0.06	0.20	0.33	(0.53)	0.88	(0.88)	5.72
NEAIX	1.18	0.09	0.07	0.15	1.38	(1.19)	2.22	(2.65)	5.60
PHIAX	0.08	0.02	(0.43)	1.42	0.00	(0.14)	0.23	(0.11)	0.45
CYBAX	0.09	0.02	(0.62)	1.19	0.00	(0.12)	0.24	(0.12)	0.76
SGYAX	0.11	0.02	(0.38)	0.32	0.00	(0.24)	0.28	(0.14)	0.86
VASGX	0.46	0.03	(0.01)	0.13	0.47	(0.52)	0.92	(0.94)	2.57

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