Timothy Plan Correlations

TPHIX Fund

USD 9.12 0.01 0.11%

The current 90-days correlation between Timothy Plan High and Aqr Sustainable Long Short is 0.52 (i.e., Very weak 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

Very weak diversification

The correlation between Timothy Plan High and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan High 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 High. 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

0.85	TIAGX	Timothy Aggressive Growth	Pair Corr
0.77	TLGCX	Timothy Largemip Cap	Pair Corr
0.77	TLVCX	Timothy Largemid Cap	Pair Corr
0.82	TMVIX	Timothy Largemid Cap	Pair Corr
0.79	TPAIX	Timothy Israel Mon Steady Growth	Pair Corr
0.85	TPDIX	Timothy Plan Defensive	Pair Corr
0.75	TPCIX	Timothy Israel Mon Steady Growth	Pair Corr
0.81	TPDCX	Timothy Plan Defensive	Pair Corr
0.71	TPDAX	Timothy Plan Defensive	Pair Corr
0.7	TPIIX	Timothy Plan Interna	Pair Corr
0.84	TPHCX	Timothy Plan High	Pair Corr
0.97	TPHAX	Timothy Plan High	Pair Corr
0.81	TPLNX	Timothy Small Cap	Pair Corr
0.84	TPVIX	Timothy Small Cap	Pair Corr
0.61	TSGCX	Timothy Strategic Growth	Pair Corr
0.73	TSGAX	Timothy Strategic Growth	Pair Corr
0.66	TSVCX	Timothy Plan Small	Pair Corr
0.72	TCAGX	Timothy Aggressive Growth	Pair Corr
0.73	TCGAX	Timothy Servative Growth	Pair Corr
0.62	TCVCX	Timothy Servative Growth	Pair Corr
0.81	BHYCX	Blackrock Hi Yld	Pair Corr
0.94	BHYIX	Blackrock High Yield	Pair Corr
0.87	BHYSX	Blackrock Hi Yld	Pair Corr
0.84	BHYAX	Blackrock High Yield	Pair Corr
0.94	AHTFX	American High Income	Pair Corr

Related Correlations Analysis

	QNZIX	BOSVX	AUERX	PAEIX	PATFX	TMSRX	PCEMX
QNZIX		0.61	0.6	0.77	0.52	0.86	0.83	QNZIX
BOSVX	0.61		0.97	0.88	0.22	0.7	0.77	BOSVX
AUERX	0.6	0.97		0.85	0.19	0.66	0.73	AUERX
PAEIX	0.77	0.88	0.85		0.25	0.85	0.89	PAEIX
PATFX	0.52	0.22	0.19	0.25		0.36	0.36	PATFX
TMSRX	0.86	0.7	0.66	0.85	0.36		0.88	TMSRX
PCEMX	0.83	0.77	0.73	0.89	0.36	0.88		PCEMX
	QNZIX	BOSVX	AUERX	PAEIX	PATFX	TMSRX	PCEMX

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
QNZIX	0.69	0.03	0.01	0.12	0.83	(0.71)	1.29	(1.20)	3.79
BOSVX	1.00	0.16	0.14	0.24	0.80	(1.17)	2.20	(1.44)	8.85
AUERX	1.03	0.23	0.18	0.37	0.84	(1.27)	2.06	(1.76)	12.63
PAEIX	0.61	0.03	0.02	0.12	0.72	(0.65)	1.29	(1.27)	2.96
PATFX	0.09	0.01	(0.50)	(3.75)	0.00	(0.13)	0.27	(0.18)	0.72
TMSRX	0.12	0.00	(0.27)	0.12	0.00	(0.18)	0.23	(0.34)	0.91
PCEMX	0.67	0.09	0.07	0.21	0.80	(0.81)	1.62	(1.34)	4.15

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Timothy Plan Correlations

Timothy Plan Correlation With Market

Very weak diversification

Moving together with Timothy Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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