Total Us Correlations

UTSTX Fund

USD 16.09 0.34 2.16%

The current 90-days correlation between Total Stock Market and Lsv Small Cap is 0.4 (i.e., Very weak diversification). The correlation of Total Us 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.

Total Us Correlation With Market

Almost no diversification

The correlation between Total Stock Market and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Total Stock Market 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 Total Stock Market. 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 poverty.

Moving together with Total Mutual Fund

0.89	VTSAX	Vanguard Total Stock	Pair Corr
1.0	VFIAX	Vanguard 500 Index	Pair Corr
1.0	VTSMX	Vanguard Total Stock	Pair Corr
1.0	VITSX	Vanguard Total Stock	Pair Corr
0.89	VSTSX	Vanguard Total Stock	Pair Corr
1.0	VSMPX	Vanguard Total Stock	Pair Corr
0.82	VTIAX	Vanguard Total Inter	Pair Corr
1.0	VFINX	Vanguard 500 Index	Pair Corr
0.87	VFFSX	Vanguard 500 Index	Pair Corr
0.72	VBTLX	Vanguard Total Bond	Pair Corr
0.75	BRUFX	Bruce Fund Bruce	Pair Corr
0.74	SPGSX	State Street Premier	Pair Corr
0.7	KF	Korea Closed	Pair Corr
0.87	INPFX	American Funds Income	Pair Corr
0.85	EMSLX	Shelton Emerging Markets	Pair Corr
0.89	LMISX	Qs Large Cap	Pair Corr
0.8	BA	Boeing	Pair Corr
0.83	AA	Alcoa Corp	Pair Corr
0.65	MRK	Merck Company Aggressive Push	Pair Corr

Moving against Total Mutual Fund

0.51	HPQ	HP Inc	Pair Corr
0.39	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	AVCNX	RSPMX	JISCX	HRVIX	BOSVX	PVCMX	AASSX	LVAQX
AVCNX		0.96	0.97	0.93	0.95	0.96	0.91	0.95	AVCNX
RSPMX	0.96		0.98	0.95	0.99	0.98	0.95	0.98	RSPMX
JISCX	0.97	0.98		0.96	0.96	0.98	0.92	0.95	JISCX
HRVIX	0.93	0.95	0.96		0.92	0.96	0.91	0.9	HRVIX
BOSVX	0.95	0.99	0.96	0.92		0.97	0.96	0.99	BOSVX
PVCMX	0.96	0.98	0.98	0.96	0.97		0.94	0.96	PVCMX
AASSX	0.91	0.95	0.92	0.91	0.96	0.94		0.96	AASSX
LVAQX	0.95	0.98	0.95	0.9	0.99	0.96	0.96		LVAQX
	AVCNX	RSPMX	JISCX	HRVIX	BOSVX	PVCMX	AASSX	LVAQX

Risk-Adjusted Indicators

There is a big difference between Total Mutual Fund performing well and Total Us 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 Total Us' 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
AVCNX	0.97	0.25	0.26	0.30	0.55	(1.20)	2.91	(1.39)	7.32
RSPMX	0.79	0.25	0.34	0.38	0.09	(1.00)	2.17	(0.97)	5.84
JISCX	0.76	0.23	0.22	1.06	0.41	(0.90)	2.15	(0.98)	5.74
HRVIX	0.79	0.18	0.12	1.49	0.63	(0.93)	2.21	(1.21)	4.93
BOSVX	1.04	0.33	0.34	0.41	0.46	(1.31)	2.84	(1.44)	9.89
PVCMX	0.22	0.05	(0.12)	10.67	0.00	(0.28)	0.57	(0.40)	1.08
AASSX	1.10	0.32	0.33	0.33	0.48	(1.36)	2.72	(1.46)	13.99
LVAQX	0.87	0.21	0.25	0.32	0.41	(1.04)	2.49	(0.92)	7.90

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