International Fund Correlations

URITX Fund

USD 33.35 0.15 0.45%

The current 90-days correlation between International Fund and Global Real Estate is 0.27 (i.e., Modest diversification). The correlation of International Fund 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.

International Fund Correlation With Market

Very poor diversification

The correlation between International Fund R6 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 International Fund R6 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 International Fund R6. 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 population.

Moving together with International Mutual Fund

0.76	UITIX	Usaa Tax Exempt	Pair Corr
0.91	SBFMX	Victory Portfolios	Pair Corr
0.97	RPPRX	Victory Rs Partners	Pair Corr
0.97	MMIJX	Victory Integrity Mid	Pair Corr
0.98	MMMMX	Victory Integrity	Pair Corr
0.97	MMMSX	Victory Integrity	Pair Corr
0.97	RSGFX	Victory Rs Select	Pair Corr
0.78	RSFMX	Victory Floating Rate	Pair Corr
0.97	RSPMX	Victory Rs Partners	Pair Corr
0.9	UPMMX	Precious Metals And	Pair Corr
0.98	MAICX	Victory Trivalent	Pair Corr
0.74	REGWX	Victory Rs Small	Pair Corr
0.96	URSIX	Target Retirement 2060	Pair Corr
0.87	USBAX	Usaa Ultra Short	Pair Corr
0.87	UASBX	Short Term Bond	Pair Corr
0.98	MCISX	Victory Trivalent	Pair Corr
0.83	VFFCX	Victory Incore	Pair Corr
0.81	VFFMX	Victory Incore	Pair Corr
0.93	USTCX	Science Technology	Pair Corr
0.88	USTIX	Usaa Tax Exempt	Pair Corr
0.81	VFFYX	Victory Incore	Pair Corr
0.98	USWGX	World Growth	Pair Corr
0.77	UTEIX	Tax Exempt Intermediate	Pair Corr
0.98	MUXYX	Victory Sp 500	Pair Corr
0.86	UTESX	Tax Exempt Short	Pair Corr
0.85	RHYCX	Victory High Yield	Pair Corr
0.97	RIVCX	Victory Rs Investors	Pair Corr

Related Correlations Analysis

	NRCFX	FORFX	DNREX	TRREX	FREAX	VRREX	PAREX	RRSCX
NRCFX		0.49	0.83	0.58	0.81	0.71	0.59	0.87	NRCFX
FORFX	0.49		0.3	0.84	0.81	0.79	0.83	0.56	FORFX
DNREX	0.83	0.3		0.48	0.57	0.63	0.49	0.92	DNREX
TRREX	0.58	0.84	0.48		0.88	0.9	1.0	0.71	TRREX
FREAX	0.81	0.81	0.57	0.88		0.9	0.88	0.76	FREAX
VRREX	0.71	0.79	0.63	0.9	0.9		0.91	0.81	VRREX
PAREX	0.59	0.83	0.49	1.0	0.88	0.91		0.72	PAREX
RRSCX	0.87	0.56	0.92	0.71	0.76	0.81	0.72		RRSCX
	NRCFX	FORFX	DNREX	TRREX	FREAX	VRREX	PAREX	RRSCX

Risk-Adjusted Indicators

There is a big difference between International Mutual Fund performing well and International Fund 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 International Fund'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
NRCFX	0.46	(0.02)	0.00	(0.48)	0.00	0.00	0.93	(1.08)	2.75
FORFX	0.07	0.03	0.00	(3.37)	0.00	0.00	0.11	0.00	0.52
DNREX	0.48	(0.03)	0.00	(0.04)	0.00	0.00	0.97	(1.12)	2.77
TRREX	0.68	0.02	(0.01)	0.11	0.85	(0.78)	1.46	(1.61)	7.13
FREAX	0.60	0.01	(0.05)	(5.72)	0.81	(0.64)	1.17	(1.21)	5.07
VRREX	0.59	(0.02)	(0.05)	0.00	0.88	(0.57)	1.26	(1.42)	4.95
PAREX	0.67	0.02	(0.02)	0.10	0.85	(0.76)	1.49	(1.54)	6.87
RRSCX	0.45	(0.01)	(0.06)	0.01	0.68	(0.44)	0.84	(1.19)	2.85

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International Fund Correlations

International Fund Correlation With Market

Very poor diversification

Moving together with International Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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