Vulcan Value Correlations

VVPLX Fund

USD 27.85 0.07 0.25%

The current 90-days correlation between Vulcan Value Partners and Washington Mutual Investors is 0.61 (i.e., Poor 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 0.52 (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 bureau of economic analysis.

Moving together with Vulcan Mutual Fund

0.9	VVILX	Vulcan Value Partners	Pair Corr
0.7	VVISX	Vulcan Value Partners	Pair Corr
0.62	VVPSX	Vulcan Value Partners	Pair Corr
0.72	VTSAX	Vanguard Total Stock	Pair Corr
0.8	VFIAX	Vanguard 500 Index	Pair Corr
0.71	VTSMX	Vanguard Total Stock	Pair Corr
0.82	VITSX	Vanguard Total Stock	Pair Corr
0.82	VSMPX	Vanguard Total Stock	Pair Corr
0.82	VSTSX	Vanguard Total Stock	Pair Corr
0.68	VFINX	Vanguard 500 Index	Pair Corr
0.8	VFFSX	Vanguard 500 Index	Pair Corr
0.75	VINIX	Vanguard Institutional	Pair Corr
0.75	VIIIX	Vanguard Institutional	Pair Corr
0.65	VTRSX	Voya Target Retirement	Pair Corr
0.67	BTSAX	Bts Managed Income	Pair Corr
0.67	MRSJX	Mfs Research Interna	Pair Corr

Moving against Vulcan Mutual Fund

0.66	PQTIX	Aa Pimco Tr	Pair Corr
0.63	PQTAX	Pimco Trends Managed	Pair Corr
0.63	PQTNX	Pimco Trends Managed	Pair Corr

Related Correlations Analysis

	WMFFX	CMACX	DFELX	DOXGX	TRBCX	KCGSX	UPAAX	GBAYX
WMFFX		0.93	0.77	0.77	0.26	0.58	0.35	0.89	WMFFX
CMACX	0.93		0.87	0.77	0.38	0.7	0.42	0.94	CMACX
DFELX	0.77	0.87		0.73	0.64	0.91	0.67	0.85	DFELX
DOXGX	0.77	0.77	0.73		0.24	0.41	0.46	0.91	DOXGX
TRBCX	0.26	0.38	0.64	0.24		0.68	0.91	0.35	TRBCX
KCGSX	0.58	0.7	0.91	0.41	0.68		0.59	0.58	KCGSX
UPAAX	0.35	0.42	0.67	0.46	0.91	0.59		0.49	UPAAX
GBAYX	0.89	0.94	0.85	0.91	0.35	0.58	0.49		GBAYX
	WMFFX	CMACX	DFELX	DOXGX	TRBCX	KCGSX	UPAAX	GBAYX

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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
WMFFX	0.61	(0.02)	0.00	(0.04)	0.00	0.00	1.10	(1.25)	5.83
CMACX	0.37	0.00	0.00	0.01	0.59	(0.36)	0.67	(0.76)	2.68
DFELX	0.59	0.00	0.00	0.01	0.88	(0.59)	1.12	(1.42)	3.77
DOXGX	0.49	0.01	0.01	0.02	0.74	(0.46)	1.16	(1.04)	3.27
TRBCX	0.85	0.03	0.02	(0.23)	1.09	(0.90)	1.67	(1.89)	5.59
KCGSX	0.76	(0.01)	0.00	(0.02)	0.00	0.00	1.31	(1.60)	5.19
UPAAX	1.70	0.18	0.06	(0.81)	2.51	(1.70)	3.05	(3.45)	13.88
GBAYX	0.29	0.01	0.02	0.04	0.40	(0.32)	0.60	(0.52)	2.14

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