Timothy Plan Correlations

TPDIX Fund

USD 17.61 0.08 0.46%

The current 90-days correlation between Timothy Plan Defensive and American Mutual Fund is 0.28 (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 0.2 (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 gross domestic product.

Moving together with Timothy Mutual Fund

0.64	TISGX	Timothy Plan Strategic	Pair Corr
0.8	TLGCX	Timothy Large/mip-cap	Pair Corr
0.82	TLVCX	Timothy Large/mid-cap	Pair Corr
0.62	TMVIX	Timothy Largemid Cap	Pair Corr
0.64	TPDAX	Timothy Plan Defensive	Pair Corr
0.78	TPICX	Timothy Plan Interna	Pair Corr
0.79	TPIIX	Timothy Plan Interna	Pair Corr
0.85	TPHCX	Timothy Plan High	Pair Corr
0.85	TPHAX	Timothy Plan High	Pair Corr
0.86	TPHIX	Timothy Plan High	Pair Corr
0.63	TPLNX	Timothy Small Cap	Pair Corr
0.64	TPVIX	Timothy Small Cap	Pair Corr
0.78	TSGAX	Timothy Strategic Growth	Pair Corr
0.79	TCAGX	Timothy Aggressive Growth	Pair Corr
0.77	TCGAX	Timothy Servative Growth	Pair Corr
0.83	TCVCX	Timothy Servative Growth	Pair Corr
0.63	RLBCX	American Balanced	Pair Corr
0.63	RLBBX	American Balanced	Pair Corr
0.63	CLBEX	American Balanced	Pair Corr
0.63	RLBFX	American Balanced	Pair Corr

Moving against Timothy Mutual Fund

0.43	FBONX	American Funds American	Pair Corr
0.41	FBAFX	American Funds American	Pair Corr

Related Correlations Analysis

	AMFFX	CBLSX	ALCEX	WILCX	LVPSX
AMFFX		0.98	0.86	0.96	0.95	AMFFX
CBLSX	0.98		0.88	0.97	0.94	CBLSX
ALCEX	0.86	0.88		0.93	0.9	ALCEX
WILCX	0.96	0.97	0.93		0.97	WILCX
LVPSX	0.95	0.94	0.9	0.97		LVPSX
	AMFFX	CBLSX	ALCEX	WILCX	LVPSX

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
AMFFX	0.59	0.13	0.07	19.88	0.54	(0.64)	0.87	(1.03)	6.50
CBLSX	0.81	0.22	0.22	0.42	0.43	(1.05)	1.41	(1.40)	14.02
ALCEX	0.72	0.10	0.10	0.18	0.77	(0.80)	1.62	(1.34)	3.48
WILCX	0.49	0.11	0.13	0.27	0.24	(0.57)	0.99	(0.67)	4.47
LVPSX	0.62	0.07	0.08	0.17	0.53	(0.73)	1.03	(1.00)	6.85

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