Timothy Fixed Correlations

TFICX Fund

USD 8.85 0.01 0.11%

The current 90-days correlation between Timothy Fixed Income and Global Resources Fund is 0.26 (i.e., Modest diversification). The correlation of Timothy Fixed 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.

Timothy Fixed Correlation With Market

Very weak diversification

The correlation between Timothy Fixed Income and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Fixed Income and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Fixed 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 unemployment.

Moving together with Timothy Mutual Fund

0.97	TFIAX	Timothy Fixed Income	Pair Corr
0.72	TPFIX	Timothy Fixed Income	Pair Corr
0.73	VBTLX	Vanguard Total Bond	Pair Corr
0.61	VBMFX	Vanguard Total Bond	Pair Corr

Moving against Timothy Mutual Fund

0.47

USPSX

Profunds Ultrashort

Pair Corr

Related Correlations Analysis

	IEFCX	ICBAX	TMCLX	ALEFX	VENAX	XEMOX	PSPFX
IEFCX		0.73	0.9	0.68	0.99	0.86	0.83	IEFCX
ICBAX	0.73		0.71	0.91	0.77	0.75	0.93	ICBAX
TMCLX	0.9	0.71		0.73	0.87	0.97	0.81	TMCLX
ALEFX	0.68	0.91	0.73		0.7	0.81	0.86	ALEFX
VENAX	0.99	0.77	0.87	0.7		0.83	0.85	VENAX
XEMOX	0.86	0.75	0.97	0.81	0.83		0.82	XEMOX
PSPFX	0.83	0.93	0.81	0.86	0.85	0.82		PSPFX
	IEFCX	ICBAX	TMCLX	ALEFX	VENAX	XEMOX	PSPFX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Fixed 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 Timothy Fixed'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
IEFCX	0.87	0.19	0.14	0.82	0.86	(0.96)	1.98	(1.35)	4.81
ICBAX	1.08	0.21	0.20	0.23	0.79	(1.31)	2.35	(1.85)	11.68
TMCLX	0.63	0.13	0.09	(2.42)	0.60	(0.75)	1.26	(1.18)	3.55
ALEFX	0.95	0.40	0.41	0.83	0.13	(1.19)	1.41	(1.06)	19.46
VENAX	0.93	0.20	0.14	0.64	0.92	(0.99)	2.19	(1.46)	5.09
XEMOX	0.70	0.14	0.09	(2.01)	0.71	(0.78)	1.51	(1.53)	3.85
PSPFX	1.29	0.43	0.26	0.59	1.05	(1.48)	3.16	(2.28)	7.00

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