Value Line Correlations

VLIFX Fund

USD 33.83 0.07 0.21%

The current 90-days correlation between Value Line Mid and Siit Dynamic Asset is 0.32 (i.e., Weak diversification). The correlation of Value Line 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.

Value Line Correlation With Market

Good diversification

The correlation between Value Line Mid and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Value Line Mid 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 Value Line Mid. 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 census.

For more information on how to buy Value Mutual Fund please use our How to Invest in Value Line guide.

Moving together with Value Mutual Fund

0.89	PCBIX	Midcap Fund Institutional	Pair Corr
0.72	ASG	Liberty All Star	Pair Corr

Moving against Value Mutual Fund

0.49	FWCCX	Nuveen Wisconsin Mun	Pair Corr
0.45	GCMFX	Gurtin California	Pair Corr

Related Correlations Analysis

	SDLAX	AMGIX	BDFFX	LCIAX	BDFIX	BEQGX	BIGRX	HFCIX	FAMVX	AOMIX
SDLAX		0.91	0.3	0.65	0.3	0.93	0.91	-0.66	0.19	0.77	SDLAX
AMGIX	0.91		0.31	0.63	0.32	0.99	1.0	-0.82	0.3	0.73	AMGIX
BDFFX	0.3	0.31		0.55	1.0	0.31	0.31	-0.18	0.56	0.48	BDFFX
LCIAX	0.65	0.63	0.55		0.56	0.64	0.63	-0.54	0.54	0.66	LCIAX
BDFIX	0.3	0.32	1.0	0.56		0.31	0.32	-0.19	0.56	0.48	BDFIX
BEQGX	0.93	0.99	0.31	0.64	0.31		0.99	-0.78	0.24	0.74	BEQGX
BIGRX	0.91	1.0	0.31	0.63	0.32	0.99		-0.82	0.3	0.73	BIGRX
HFCIX	-0.66	-0.82	-0.18	-0.54	-0.19	-0.78	-0.82		-0.36	-0.57	HFCIX
FAMVX	0.19	0.3	0.56	0.54	0.56	0.24	0.3	-0.36		0.19	FAMVX
AOMIX	0.77	0.73	0.48	0.66	0.48	0.74	0.73	-0.57	0.19		AOMIX
	SDLAX	AMGIX	BDFFX	LCIAX	BDFIX	BEQGX	BIGRX	HFCIX	FAMVX	AOMIX

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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

BIGRX	+ 1.0	AMGIX
BDFIX	+ 1.0	BDFFX
BEQGX	+ 0.99	AMGIX
BIGRX	+ 0.99	BEQGX
BEQGX	+ 0.93	SDLAX
AMGIX	+ 0.91	SDLAX

High negative correlations

HFCIX	- 0.82	BIGRX
HFCIX	- 0.82	AMGIX
HFCIX	- 0.78	BEQGX
HFCIX	- 0.66	SDLAX
AOMIX	- 0.57	HFCIX
HFCIX	- 0.54	LCIAX

Risk-Adjusted Indicators

There is a big difference between Value Mutual Fund performing well and Value Line 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 Value Line'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
SDLAX	0.84	0.24	0.17	(1.36)	0.66	(0.97)	1.33	(1.51)	16.53
AMGIX	0.69	0.19	0.17	5.96	0.48	(0.80)	1.39	(1.13)	8.13
BDFFX	0.85	(0.06)	(0.05)	0.00	1.16	(0.81)	1.86	(1.71)	4.93
LCIAX	0.61	0.02	(0.04)	0.27	0.88	(0.59)	1.19	(1.20)	3.32
BDFIX	0.85	(0.06)	(0.04)	0.00	1.15	(0.81)	1.88	(1.71)	4.91
BEQGX	0.81	0.25	0.19	(37.81)	0.68	(0.90)	1.52	(1.28)	12.87
BIGRX	0.68	0.19	0.17	5.36	0.47	(0.78)	1.37	(1.13)	8.16
HFCIX	1.95	(0.49)	0.00	0.54	0.00	0.00	2.73	(3.10)	35.54
FAMVX	0.73	(0.09)	0.00	(0.81)	0.00	0.00	0.97	(1.47)	7.50
AOMIX	0.41	0.05	0.05	0.14	0.34	(0.47)	0.79	(0.72)	4.91

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