Timothy Plan Correlations

TSVCX Fund

USD 10.18 0.07 0.68%

The current 90-days correlation between Timothy Plan Small and Timothy Plan International is 0.67 (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

Poor diversification

The correlation between Timothy Plan Small and DJI is 0.73 (i.e., 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 mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Timothy Mutual Fund

0.94	VSMAX	Vanguard Small Cap	Pair Corr
0.94	VSCIX	Vanguard Small Cap	Pair Corr
0.9	VSCPX	Vanguard Small Cap	Pair Corr
0.94	NAESX	Vanguard Small Cap	Pair Corr
0.93	FSSNX	Fidelity Small Cap	Pair Corr
0.81	DFSTX	Us Small Cap	Pair Corr
0.94	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.94	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.79	PASVX	T Rowe Price	Pair Corr
0.79	PRVIX	T Rowe Price	Pair Corr
0.67	WMT	Walmart Common Stock	Pair Corr

Moving against Timothy Mutual Fund

0.31

ATT Inc

Pair Corr

Related Correlations Analysis

	TPIAX	TRDFX	NWGSX	TSAGX	BSL	GIOTX	SPVZX	DFDSX
TPIAX		0.72	0.82	0.89	0.14	0.43	0.78	0.64	TPIAX
TRDFX	0.72		0.79	0.67	-0.11	0.46	0.7	0.68	TRDFX
NWGSX	0.82	0.79		0.68	-0.09	0.36	0.75	0.5	NWGSX
TSAGX	0.89	0.67	0.68		0.22	0.29	0.57	0.64	TSAGX
BSL	0.14	-0.11	-0.09	0.22		-0.37	-0.25	-0.11	BSL
GIOTX	0.43	0.46	0.36	0.29	-0.37		0.76	0.59	GIOTX
SPVZX	0.78	0.7	0.75	0.57	-0.25	0.76		0.69	SPVZX
DFDSX	0.64	0.68	0.5	0.64	-0.11	0.59	0.69		DFDSX
	TPIAX	TRDFX	NWGSX	TSAGX	BSL	GIOTX	SPVZX	DFDSX

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

TSAGX	+ 0.89	TPIAX
NWGSX	+ 0.82	TPIAX
NWGSX	+ 0.79	TRDFX
SPVZX	+ 0.78	TPIAX
SPVZX	+ 0.76	GIOTX
SPVZX	+ 0.75	NWGSX

High negative correlations

GIOTX	- 0.37	BSL
SPVZX	- 0.25	BSL
DFDSX	- 0.11	BSL
BSL	- 0.11	TRDFX
BSL	- 0.09	NWGSX

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
TPIAX	0.58	0.05	0.04	0.14	0.54	(0.62)	1.29	(1.02)	2.92
TRDFX	0.95	0.16	0.10	0.59	0.85	(1.10)	2.04	(1.61)	10.21
NWGSX	1.57	0.58	0.67	0.65	0.00	(2.25)	2.38	(1.33)	35.57
TSAGX	0.90	0.03	0.02	0.10	1.25	(0.86)	1.95	(2.20)	6.95
BSL	0.22	0.01	(0.12)	0.18	0.32	(0.25)	0.52	(0.52)	2.43
GIOTX	0.72	0.02	0.01	0.10	1.59	(0.67)	1.37	(1.29)	11.40
SPVZX	0.63	0.09	0.09	0.19	0.54	(0.67)	1.35	(1.13)	3.13
DFDSX	0.80	(0.03)	(0.03)	0.05	0.83	(1.01)	1.88	(1.40)	4.15

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