Timothy Plan Correlations

TPHIX Fund

USD 9.11 0.01 0.11%

The current 90-days correlation between Timothy Plan High and Mainstay High Yield is 0.7 (i.e., Poor 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 0.57 (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

0.83	TIAGX	Timothy Aggressive Growth	Pair Corr
0.77	TICIX	Timothy Israel Mon	Pair Corr
0.78	TLGCX	Timothy Largemip Cap	Pair Corr
0.78	TLVCX	Timothy Largemid Cap	Pair Corr
0.8	TMVIX	Timothy Largemid Cap	Pair Corr
0.8	TPAIX	Timothy Israel Mon	Pair Corr
0.82	TPDIX	Timothy Plan Defensive	Pair Corr
0.77	TPCIX	Timothy Israel Mon	Pair Corr
0.81	TPDCX	Timothy Plan Defensive	Pair Corr
0.82	TPDAX	Timothy Plan Defensive	Pair Corr
0.63	TPICX	Timothy Plan Interna	Pair Corr
0.65	TPIAX	Timothy Plan Interna	Pair Corr
0.65	TPIIX	Timothy Plan Interna	Pair Corr
0.99	TPHCX	Timothy Plan High	Pair Corr
1.0	TPHAX	Timothy Plan High	Pair Corr
0.82	TPLNX	Timothy Small Cap	Pair Corr
0.82	TPVIX	Timothy Small Cap	Pair Corr
0.62	TAAGX	Timothy Aggressive Growth	Pair Corr
0.76	TSGCX	Timothy Strategic Growth	Pair Corr
0.76	TSGAX	Timothy Strategic Growth	Pair Corr
0.65	TSVCX	Timothy Plan Small	Pair Corr
0.84	TCAGX	Timothy Aggressive Growth	Pair Corr
0.75	TCGAX	Timothy Servative Growth	Pair Corr
0.71	TCVCX	Timothy Servative Growth	Pair Corr
0.85	BHYCX	Blackrock Hi Yld	Pair Corr
0.94	BHYIX	Blackrock High Yield	Pair Corr
0.87	BHYSX	Blackrock Hi Yld	Pair Corr
0.88	BHYAX	Blackrock High Yield	Pair Corr

Related Correlations Analysis

	MYHCX	AHYMX	NHCCX	TIYRX	CYBAX	MRHYX	RTHAX	GHVIX
MYHCX		0.71	-0.11	0.94	0.95	0.97	0.29	0.96	MYHCX
AHYMX	0.71		0.13	0.82	0.83	0.76	0.54	0.81	AHYMX
NHCCX	-0.11	0.13		-0.12	-0.08	-0.09	0.8	-0.05	NHCCX
TIYRX	0.94	0.82	-0.12		0.99	0.95	0.3	0.95	TIYRX
CYBAX	0.95	0.83	-0.08	0.99		0.96	0.33	0.96	CYBAX
MRHYX	0.97	0.76	-0.09	0.95	0.96		0.35	0.98	MRHYX
RTHAX	0.29	0.54	0.8	0.3	0.33	0.35		0.4	RTHAX
GHVIX	0.96	0.81	-0.05	0.95	0.96	0.98	0.4		GHVIX
	MYHCX	AHYMX	NHCCX	TIYRX	CYBAX	MRHYX	RTHAX	GHVIX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CYBAX	+ 0.99	TIYRX
GHVIX	+ 0.98	MRHYX
MRHYX	+ 0.97	MYHCX
GHVIX	+ 0.96	MYHCX
MRHYX	+ 0.96	CYBAX
GHVIX	+ 0.96	CYBAX

High negative correlations

TIYRX	- 0.12	NHCCX
NHCCX	- 0.11	MYHCX
MRHYX	- 0.09	NHCCX
CYBAX	- 0.08	NHCCX
GHVIX	- 0.05	NHCCX

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
MYHCX	0.09	0.00	(0.20)	0.04	0.00	(0.21)	0.19	(0.19)	0.58
AHYMX	0.08	0.00	(0.47)	(0.16)	0.00	(0.15)	0.22	(0.11)	0.56
NHCCX	0.11	0.01	(0.26)	(0.94)	0.05	(0.16)	0.42	(0.21)	1.05
TIYRX	0.14	0.00	(0.22)	0.06	0.06	(0.21)	0.34	(0.23)	0.90
CYBAX	0.11	0.00	(0.35)	0.04	0.02	(0.12)	0.24	(0.20)	0.68
MRHYX	0.09	0.01	(0.20)	0.12	0.00	(0.17)	0.24	(0.24)	0.59
RTHAX	0.06	0.01	(0.29)	0.70	0.00	(0.13)	0.21	(0.10)	0.42
GHVIX	0.12	0.00	(0.24)	0.09	0.00	(0.15)	0.29	(0.23)	0.77

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