Vulcan Value Correlations

VVPLX Fund

USD 25.76 0.05 0.19%

The current 90-days correlation between Vulcan Value Partners and Goldman Sachs Tax Managed is 0.54 (i.e., Very weak diversification). The correlation of Vulcan Value 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.

Vulcan Value Correlation With Market

Very weak diversification

The correlation between Vulcan Value Partners and DJI is 0.54 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vulcan Value Partners 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 Vulcan Value Partners. 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 board of governors.

Moving together with Vulcan Mutual Fund

1.0	VVILX	Vulcan Value Partners	Pair Corr
0.66	VTSAX	Vanguard Total Stock	Pair Corr
0.64	VFIAX	Vanguard 500 Index	Pair Corr
0.66	VTSMX	Vanguard Total Stock	Pair Corr
0.65	VITSX	Vanguard Total Stock	Pair Corr
0.65	VSMPX	Vanguard Total Stock	Pair Corr
0.66	VSTSX	Vanguard Total Stock	Pair Corr
0.65	VFINX	Vanguard 500 Index	Pair Corr
0.65	VFFSX	Vanguard 500 Index	Pair Corr
0.64	VINIX	Vanguard Institutional	Pair Corr
0.64	VIIIX	Vanguard Institutional	Pair Corr
0.61	RNGBX	New Economy Fund	Pair Corr
0.62	RICFX	Investment Of America	Pair Corr
0.69	FFAFX	American Funds	Pair Corr
0.63	DFELX	Enhanced Large Pany	Pair Corr
0.64	AMEIX	Equity Growth	Pair Corr
0.66	BSPGX	Ishares Sp 500	Pair Corr

Related Correlations Analysis

	VVILX	VVISX	VVPSX	VVPLX	PSFIX	MLPGX	DGINX	PMOTX	VWIUX	GCTAX
VVILX		0.54	0.54	1.0	0.7	-0.08	0.46	0.21	0.04	0.62	VVILX
VVISX	0.54		1.0	0.54	0.8	0.76	0.96	0.83	0.82	0.87	VVISX
VVPSX	0.54	1.0		0.54	0.8	0.76	0.95	0.83	0.82	0.87	VVPSX
VVPLX	1.0	0.54	0.54		0.7	-0.08	0.45	0.21	0.04	0.62	VVPLX
PSFIX	0.7	0.8	0.8	0.7		0.43	0.75	0.65	0.58	0.76	PSFIX
MLPGX	-0.08	0.76	0.76	-0.08	0.43		0.79	0.79	0.91	0.56	MLPGX
DGINX	0.46	0.96	0.95	0.45	0.75	0.79		0.8	0.85	0.93	DGINX
PMOTX	0.21	0.83	0.83	0.21	0.65	0.79	0.8		0.88	0.66	PMOTX
VWIUX	0.04	0.82	0.82	0.04	0.58	0.91	0.85	0.88		0.64	VWIUX
GCTAX	0.62	0.87	0.87	0.62	0.76	0.56	0.93	0.66	0.64		GCTAX
	VVILX	VVISX	VVPSX	VVPLX	PSFIX	MLPGX	DGINX	PMOTX	VWIUX	GCTAX

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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

VVPLX	+ 1.0	VVILX
VVPSX	+ 1.0	VVISX
DGINX	+ 0.96	VVISX
DGINX	+ 0.95	VVPSX
GCTAX	+ 0.93	DGINX
VWIUX	+ 0.91	MLPGX

High negative correlations

MLPGX	- 0.08	VVPLX
MLPGX	- 0.08	VVILX

Risk-Adjusted Indicators

There is a big difference between Vulcan Mutual Fund performing well and Vulcan Value 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 Vulcan Value'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
VVILX	0.84	(0.08)	0.00	(0.01)	0.00	0.00	1.82	(1.83)	7.96
VVISX	0.74	0.11	0.12	0.17	0.65	(0.89)	1.87	(1.01)	4.78
VVPSX	0.75	0.11	0.12	0.17	0.66	(0.90)	1.81	(1.19)	4.80
VVPLX	0.83	(0.08)	0.00	(0.01)	0.00	0.00	1.84	(1.85)	7.99
PSFIX	0.06	0.00	(0.39)	(0.08)	0.00	(0.27)	0.12	(0.12)	0.83
MLPGX	0.55	0.19	0.18	3.59	0.34	(0.68)	1.30	(0.96)	2.94
DGINX	0.34	0.01	(0.04)	0.09	0.39	(0.37)	0.77	(0.79)	2.06
PMOTX	0.13	0.02	(0.14)	2.06	0.00	(0.18)	0.34	(0.23)	1.24
VWIUX	0.07	0.02	(0.31)	(5.07)	0.00	(0.12)	0.22	(0.07)	0.58
GCTAX	0.59	(0.04)	(0.06)	0.01	0.83	(0.57)	1.19	(1.60)	3.72

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