Timothy Plan Correlations

TPDAX Fund

USD 17.22 0.14 0.81%

The current 90-days correlation between Timothy Plan Defensive and Health Care Ultrasector is 0.27 (i.e., Modest diversification). The correlation of Timothy Plan 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 Plan Correlation With Market

Modest diversification

The correlation between Timothy Plan Defensive and DJI is 0.21 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan Defensive 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 Plan Defensive. 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 nation.

Moving together with Timothy Mutual Fund

0.73	TIAGX	Timothy Aggressive Growth	Pair Corr
0.79	TICIX	Timothy Israel Mon Steady Growth	Pair Corr
0.8	TLGCX	Timothy Large/mip-cap	Pair Corr
0.81	TLVCX	Timothy Large/mid-cap	Pair Corr
0.82	TMVIX	Timothy Largemid Cap	Pair Corr
0.81	TPAIX	Timothy Israel Mon Steady Growth	Pair Corr
0.8	TPCIX	Timothy Israel Mon Steady Growth	Pair Corr
1.0	TPDCX	Timothy Plan Defensive	Pair Corr
0.67	TPICX	Timothy Plan Interna	Pair Corr
0.69	TPIAX	Timothy Plan Interna	Pair Corr
0.7	TPIIX	Timothy Plan Interna	Pair Corr
0.86	TPHCX	Timothy Plan High	Pair Corr
0.85	TPHAX	Timothy Plan High	Pair Corr
0.86	TPHIX	Timothy Plan High	Pair Corr
0.83	TPLNX	Timothy Small Cap	Pair Corr
0.82	TPVIX	Timothy Small Cap	Pair Corr
0.76	TSGCX	Timothy Strategic Growth	Pair Corr
0.76	TSGAX	Timothy Strategic Growth	Pair Corr
0.67	TSVCX	Timothy Plan Small	Pair Corr
0.77	TCAGX	Timothy Aggressive Growth	Pair Corr
0.65	TCGAX	Timothy Servative Growth	Pair Corr
0.73	TCVCX	Timothy Servative Growth	Pair Corr
0.81	ABALX	American Balanced	Pair Corr
0.86	BALCX	American Balanced	Pair Corr
0.8	BALFX	American Balanced	Pair Corr

Moving against Timothy Mutual Fund

0.47	FBONX	American Funds American	Pair Corr
0.47	FBAFX	American Funds American	Pair Corr

Related Correlations Analysis

	HCPIX	SCHLX	SWHFX	PJHRX	XBMZX	PGHAX
HCPIX		0.93	0.92	0.78	0.94	0.98	HCPIX
SCHLX	0.93		0.97	0.9	0.88	0.86	SCHLX
SWHFX	0.92	0.97		0.92	0.86	0.85	SWHFX
PJHRX	0.78	0.9	0.92		0.76	0.67	PJHRX
XBMZX	0.94	0.88	0.86	0.76		0.93	XBMZX
PGHAX	0.98	0.86	0.85	0.67	0.93		PGHAX
	HCPIX	SCHLX	SWHFX	PJHRX	XBMZX	PGHAX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Plan 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 Plan'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
HCPIX	0.90	0.14	0.11	0.25	0.91	(1.02)	2.94	(1.87)	6.65
SCHLX	0.68	0.16	0.19	0.27	0.38	(0.78)	2.15	(1.09)	7.02
SWHFX	0.61	0.16	0.16	0.46	0.36	(0.74)	2.04	(1.00)	4.14
PJHRX	1.09	0.41	0.44	0.65	0.18	(1.38)	2.08	(1.43)	20.70
XBMZX	0.56	0.05	0.04	0.17	0.49	(0.63)	1.45	(1.04)	3.57
PGHAX	0.59	0.06	0.03	0.23	0.57	(0.67)	1.80	(1.13)	4.34

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