Timothy Plan Correlations

TPLC Etf

USD 45.89 0.47 1.03%

The current 90-days correlation between Timothy Plan LargeMid and Timothy Plan High is 0.86 (i.e., Very 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.

Timothy Plan Correlation With Market

Almost no diversification

The correlation between Timothy Plan LargeMid and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan LargeMid 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 LargeMid. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.

Moving together with Timothy Etf

0.98	VO	Vanguard Mid Cap	Pair Corr
0.93	VXF	Vanguard Extended Market	Pair Corr
0.97	IJH	iShares Core SP	Pair Corr
0.97	IWR	iShares Russell Mid	Pair Corr
0.97	MDY	SPDR SP MIDCAP	Pair Corr
0.96	FV	First Trust Dorsey	Pair Corr
0.97	IVOO	Vanguard SP Mid	Pair Corr
0.98	JHMM	John Hancock Multifactor	Pair Corr
0.96	BBMC	JPMorgan BetaBuilders Mid	Pair Corr
0.94	REGL	ProShares SP MidCap Low Volatility	Pair Corr
0.97	VTI	Vanguard Total Stock	Pair Corr
0.97	SPY	SPDR SP 500 Aggressive Push	Pair Corr
0.97	IVV	iShares Core SP	Pair Corr
0.98	VTV	Vanguard Value Index	Pair Corr
0.93	VUG	Vanguard Growth Index	Pair Corr
0.96	VB	Vanguard Small Cap	Pair Corr
0.94	DIVG	Invesco Exchange Traded	Pair Corr
0.71	IDGT	iShares Trust Symbol Change	Pair Corr
0.78	BTC	Grayscale Bitcoin Mini	Pair Corr
0.97	DIVB	iShares Dividend	Pair Corr
0.79	MSTY	YieldMax MSTR Option	Pair Corr
0.78	DISO	Tidal Trust II	Pair Corr
0.72	IDU	iShares Utilities ETF	Pair Corr
0.72	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr
0.9	AA	Alcoa Corp Fiscal Year End 15th of January 2025	Pair Corr
0.66	GE	GE Aerospace Fiscal Year End 28th of January 2025	Pair Corr
0.85	HPQ	HP Inc	Pair Corr
0.75	XOM	Exxon Mobil Corp Sell-off Trend	Pair Corr
0.87	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr
0.96	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr
0.8	BAC	Bank of America Fiscal Year End 10th of January 2025	Pair Corr

Moving against Timothy Etf

0.62	BND	Vanguard Total Bond	Pair Corr
0.35	VEA	Vanguard FTSE Developed	Pair Corr
0.71	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.7	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.63	KO	Coca Cola Aggressive Push	Pair Corr
0.36	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	TPHD	TPSC	TPIF	TPLE	TPHE
TPHD		0.89	-0.39	0.98	1.0	TPHD
TPSC	0.89		-0.53	0.91	0.89	TPSC
TPIF	-0.39	-0.53		-0.35	-0.38	TPIF
TPLE	0.98	0.91	-0.35		0.98	TPLE
TPHE	1.0	0.89	-0.38	0.98		TPHE
	TPHD	TPSC	TPIF	TPLE	TPHE

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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

TPHE	+ 1.0	TPHD
TPLE	+ 0.98	TPHD
TPHE	+ 0.98	TPLE
TPLE	+ 0.91	TPSC
TPSC	+ 0.89	TPHD
TPHE	+ 0.89	TPSC

High negative correlations

TPIF	- 0.53	TPSC
TPIF	- 0.39	TPHD
TPHE	- 0.38	TPIF
TPLE	- 0.35	TPIF

Timothy Plan Constituents Risk-Adjusted Indicators

There is a big difference between Timothy Etf performing well and Timothy Plan ETF 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
TPHD	0.53	0.02	(0.02)	0.15	0.39	(0.62)	0.96	(0.86)	3.49
TPSC	0.90	0.00	0.07	0.12	0.71	(1.07)	2.00	(1.31)	7.51
TPIF	0.59	(0.10)	0.00	(0.11)	0.00	0.00	1.57	(1.44)	3.37
TPLE	0.58	0.01	0.00	0.13	0.52	(0.64)	1.29	(0.96)	3.91
TPHE	0.53	0.02	(0.01)	0.15	0.39	(0.62)	1.01	(0.87)	3.72

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