Timothy Plan Correlations

TPSC Etf

USD 42.27 0.69 1.66%

The current 90-days correlation between Timothy Plan Small and Timothy Plan LargeMid is 0.88 (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

Very poor diversification

The correlation between Timothy Plan Small and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan Small 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 Small. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state.

Moving together with Timothy Etf

0.98	VB	Vanguard Small Cap	Pair Corr
0.99	IJR	iShares Core SP	Pair Corr
0.99	IWM	iShares Russell 2000 Aggressive Push	Pair Corr
0.99	VRTIX	Vanguard Russell 2000	Pair Corr
0.99	VTWO	Vanguard Russell 2000	Pair Corr
0.99	FNDA	Schwab Fundamental Small	Pair Corr
0.99	SPSM	SPDR Portfolio SP	Pair Corr
0.99	DFAS	Dimensional Small Cap	Pair Corr
0.99	VIOO	Vanguard SP Small	Pair Corr
0.99	PRFZ	Invesco FTSE RAFI	Pair Corr
0.92	VTI	Vanguard Total Stock	Pair Corr
0.89	SPY	SPDR SP 500 Aggressive Push	Pair Corr
0.89	IVV	iShares Core SP	Pair Corr
0.87	VTV	Vanguard Value Index	Pair Corr
0.89	VUG	Vanguard Growth Index	Pair Corr
0.92	VO	Vanguard Mid Cap	Pair Corr
0.87	DIVB	iShares Dividend	Pair Corr
0.89	BTC	Grayscale Bitcoin Mini	Pair Corr
0.83	DISO	Tidal Trust II	Pair Corr
0.83	MSTY	YieldMax MSTR Option	Pair Corr
0.89	DIVG	Invesco Exchange Traded	Pair Corr
0.83	INTC	Intel Fiscal Year End 23rd of January 2025	Pair Corr
0.82	DIS	Walt Disney	Pair Corr
0.61	XOM	Exxon Mobil Corp Sell-off Trend	Pair Corr
0.84	CSCO	Cisco Systems Aggressive Push	Pair Corr
0.79	AA	Alcoa Corp Fiscal Year End 15th of January 2025	Pair Corr
0.78	WMT	Walmart Aggressive Push	Pair Corr
0.87	CVX	Chevron Corp Fiscal Year End 7th of February 2025	Pair Corr

Moving against Timothy Etf

0.68	BND	Vanguard Total Bond	Pair Corr
0.52	VEA	Vanguard FTSE Developed	Pair Corr
0.79	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.74	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.74	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr

Related Correlations Analysis

	TPLC	TPHD	TPIF	TPLE	TPHE
TPLC		0.98	-0.36	1.0	0.98	TPLC
TPHD	0.98		-0.39	0.98	1.0	TPHD
TPIF	-0.36	-0.39		-0.35	-0.38	TPIF
TPLE	1.0	0.98	-0.35		0.98	TPLE
TPHE	0.98	1.0	-0.38	0.98		TPHE
	TPLC	TPHD	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

TPLE	+ 1.0	TPLC
TPHE	+ 1.0	TPHD
TPHD	+ 0.98	TPLC
TPHE	+ 0.98	TPLC
TPLE	+ 0.98	TPHD
TPHE	+ 0.98	TPLE

High negative correlations

TPIF	- 0.39	TPHD
TPHE	- 0.38	TPIF
TPIF	- 0.36	TPLC
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
TPLC	0.58	0.01	(0.01)	0.13	0.54	(0.66)	1.23	(1.02)	3.87
TPHD	0.53	0.02	(0.02)	0.15	0.39	(0.62)	0.96	(0.86)	3.49
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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