Private Capital Correlations

VFPIX Fund

USD 18.43 0.01 0.05%

The current 90-days correlation between Private Capital Mana and Madison Moderate Allocation is -0.03 (i.e., Good diversification). The correlation of Private Capital 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.

Private Capital Correlation With Market

Very poor diversification

The correlation between Private Capital Management and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Private Capital Management 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 Private Capital Management. 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 gross domestic product.

Moving together with Private Mutual Fund

0.87	VSMAX	Vanguard Small Cap	Pair Corr
0.87	VSCIX	Vanguard Small Cap	Pair Corr
0.87	VSCPX	Vanguard Small Cap	Pair Corr
0.87	NAESX	Vanguard Small Cap	Pair Corr
0.86	FSSNX	Fidelity Small Cap	Pair Corr
0.89	DFSTX	Us Small Cap	Pair Corr
0.91	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.91	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.9	PASVX	T Rowe Price	Pair Corr
0.89	PRVIX	T Rowe Price	Pair Corr
0.7	SMPSX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.65	SMPIX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.81	RSNRX	Victory Global Natural	Pair Corr
0.81	RSNYX	Victory Global Natural	Pair Corr
0.81	RGNCX	Victory Global Natural	Pair Corr
0.61	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.63	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.74	PMPIX	Precious Metals Ultr	Pair Corr
0.65	FELIX	Fidelity Advisor Sem	Pair Corr
0.62	FELAX	Fidelity Advisor Sem	Pair Corr
0.75	PGEJX	George Putnam Balanced	Pair Corr
0.73	PAAIX	All Asset Fund	Pair Corr
0.87	CFXRX	Columbia Flexible Capital	Pair Corr
0.84	ENIAX	Siit Opportunistic Income	Pair Corr
0.72	FICNX	Fidelity Connecticut	Pair Corr
0.75	RHDTX	American Funds 2025	Pair Corr
0.83	MINIX	Mfs International Value	Pair Corr
0.73	PAREX	T Rowe Price	Pair Corr
0.89	DGFCX	Davis Global	Pair Corr
0.85	FCGSX	Fidelity Series Growth	Pair Corr
0.79	FREIX	Franklin Equity Income	Pair Corr
0.76	SIRAX	Sierra E Retirement	Pair Corr
0.9	OTCFX	T Rowe Price	Pair Corr
0.85	PEICX	Prudential Jennison Value	Pair Corr
0.86	OGLVX	Jpmorgan Short Duration	Pair Corr

Moving against Private Mutual Fund

0.36

ICTUX

Icon Utilities And

Pair Corr

Related Correlations Analysis

	TWSMX	TSMLX	SAWMX	URFRX	CMACX	ASTCX	RRTBX	MMDAX
TWSMX		0.97	0.95	0.98	0.95	0.98	1.0	0.91	TWSMX
TSMLX	0.97		0.95	0.95	0.95	1.0	0.98	0.94	TSMLX
SAWMX	0.95	0.95		0.95	0.98	0.95	0.96	0.97	SAWMX
URFRX	0.98	0.95	0.95		0.93	0.96	0.98	0.91	URFRX
CMACX	0.95	0.95	0.98	0.93		0.95	0.96	0.96	CMACX
ASTCX	0.98	1.0	0.95	0.96	0.95		0.98	0.93	ASTCX
RRTBX	1.0	0.98	0.96	0.98	0.96	0.98		0.93	RRTBX
MMDAX	0.91	0.94	0.97	0.91	0.96	0.93	0.93		MMDAX
	TWSMX	TSMLX	SAWMX	URFRX	CMACX	ASTCX	RRTBX	MMDAX

Risk-Adjusted Indicators

There is a big difference between Private Mutual Fund performing well and Private Capital 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 Private Capital'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
TWSMX	0.44	0.09	0.12	0.21	0.28	(0.57)	0.95	(0.78)	6.76
TSMLX	0.41	0.10	0.11	0.65	0.26	(0.50)	0.75	(0.73)	5.89
SAWMX	0.37	0.12	0.21	0.35	0.00	(0.47)	0.70	(0.59)	4.02
URFRX	0.44	0.11	0.15	0.27	0.26	(0.51)	0.97	(0.97)	5.02
CMACX	0.40	0.04	0.03	0.14	0.35	(0.45)	0.86	(0.75)	3.54
ASTCX	0.47	0.11	0.13	0.64	0.26	(0.63)	0.91	(0.81)	7.06
RRTBX	0.32	0.07	0.09	0.21	0.06	(0.38)	0.66	(0.54)	4.51
MMDAX	0.41	0.11	0.12	2.89	0.21	(0.49)	0.95	(0.67)	5.00

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