Touchstone Premium Correlations

TPYCX Fund

USD 8.68 0.05 0.58%

The current 90-days correlation between Touchstone Premium Yield and Angel Oak Financial is 0.37 (i.e., Weak diversification). The correlation of Touchstone Premium 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.

Touchstone Premium Correlation With Market

Good diversification

The correlation between Touchstone Premium Yield and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Touchstone Premium Yield 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 Touchstone Premium Yield. 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 unemployment.

Moving together with Touchstone Mutual Fund

0.87	CFSIX	Touchstone Sands Capital	Pair Corr
0.62	TGVVX	Growth Opportunities	Pair Corr
0.87	CISGX	Touchstone Sands Capital	Pair Corr

Moving against Touchstone Mutual Fund

0.47	SSSGX	Sentinel Low Duration	Pair Corr
0.36	TVOYX	Touchstone Small Cap	Pair Corr
0.31	SSRRX	Sentinel Small	Pair Corr
0.35	THIYX	High Yield Fund	Pair Corr
0.35	SWFCX	Sentinel International	Pair Corr
0.34	SWRLX	Sentinel International	Pair Corr
0.32	TLCIX	Touchstone Large Cap	Pair Corr
0.32	TLCYX	Touchstone Large Cap	Pair Corr
0.31	TICSX	Touchstone Small Pany	Pair Corr

Related Correlations Analysis

	RMBLX	VFAIX	IAAEX	DVFYX	BTO	XFINX
RMBLX		0.86	0.84	0.95	0.94	0.59	RMBLX
VFAIX	0.86		0.76	0.95	0.85	0.63	VFAIX
IAAEX	0.84	0.76		0.85	0.77	0.3	IAAEX
DVFYX	0.95	0.95	0.85		0.88	0.62	DVFYX
BTO	0.94	0.85	0.77	0.88		0.53	BTO
XFINX	0.59	0.63	0.3	0.62	0.53		XFINX
	RMBLX	VFAIX	IAAEX	DVFYX	BTO	XFINX

Risk-Adjusted Indicators

There is a big difference between Touchstone Mutual Fund performing well and Touchstone Premium 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 Touchstone Premium'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
RMBLX	1.01	0.24	0.21	0.34	0.76	(1.20)	3.09	(1.19)	8.69
VFAIX	0.68	(0.04)	(0.04)	0.03	0.93	(0.65)	1.35	(1.72)	4.39
IAAEX	0.94	0.33	0.39	0.78	0.09	(1.25)	1.85	(1.17)	19.44
DVFYX	0.65	0.10	0.10	0.19	0.67	(0.69)	1.62	(1.26)	4.16
BTO	0.90	0.05	0.04	0.12	0.95	(0.97)	2.95	(1.84)	5.37
XFINX	0.15	(0.01)	(0.19)	(0.01)	0.26	(0.16)	0.36	(0.43)	1.58

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