Timothy Fixed Correlations

TPFIX Fund

USD 9.15 0.02 0.22%

The current 90-days correlation between Timothy Fixed Income and Multimanager Lifestyle Moderate is 0.18 (i.e., Average 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

Average diversification

The correlation between Timothy Fixed Income and DJI is 0.12 (i.e., Average 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 gross domestic product.

Moving together with Timothy Mutual Fund

0.98	TFICX	Timothy Fixed Income	Pair Corr
0.99	TFIAX	Timothy Fixed Income	Pair Corr
0.79	VBTLX	Vanguard Total Bond	Pair Corr
0.78	VBMFX	Vanguard Total Bond	Pair Corr
0.77	VBTIX	Vanguard Total Bond	Pair Corr
0.75	VTBSX	Vanguard Total Bond	Pair Corr
0.79	VTBIX	Vanguard Total Bond	Pair Corr
0.78	VTBNX	Vanguard Total Bond	Pair Corr
0.73	BFAFX	Bond Fund	Pair Corr

Moving against Timothy Mutual Fund

0.54	XPPRX	Voya Prime Rate	Pair Corr
0.38	CIF	Mfs Intermediate High	Pair Corr
0.35	TSVCX	Timothy Plan Small	Pair Corr

Related Correlations Analysis

	JTMIX	USCRX	SBMCX	SAWMX	PRRTX	BIMPX	PAKJX
JTMIX		0.98	0.71	0.88	0.96	0.96	0.97	JTMIX
USCRX	0.98		0.76	0.94	0.93	0.93	0.98	USCRX
SBMCX	0.71	0.76		0.85	0.61	0.58	0.73	SBMCX
SAWMX	0.88	0.94	0.85		0.82	0.78	0.9	SAWMX
PRRTX	0.96	0.93	0.61	0.82		0.95	0.89	PRRTX
BIMPX	0.96	0.93	0.58	0.78	0.95		0.93	BIMPX
PAKJX	0.97	0.98	0.73	0.9	0.89	0.93		PAKJX
	JTMIX	USCRX	SBMCX	SAWMX	PRRTX	BIMPX	PAKJX

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
JTMIX	0.26	(0.01)	(0.12)	0.05	0.31	(0.29)	0.54	(0.60)	1.53
USCRX	0.38	0.00	(0.05)	0.07	0.49	(0.36)	0.79	(0.85)	2.12
SBMCX	0.53	0.08	0.11	0.16	0.37	(0.65)	1.01	(0.92)	9.35
SAWMX	0.33	0.02	(0.04)	0.10	0.30	(0.37)	0.69	(0.54)	1.71
PRRTX	0.24	(0.01)	(0.16)	0.05	0.26	(0.25)	0.53	(0.41)	1.38
BIMPX	0.29	0.00	(0.09)	0.06	0.34	(0.32)	0.62	(0.69)	1.75
PAKJX	0.52	0.00	(0.02)	0.07	0.79	(0.49)	1.08	(1.00)	2.98

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