Atac Inflation Correlations

ATACX Fund

USD 39.12 0.15 0.38%

The current 90-days correlation between Atac Inflation Rotation and Ab Select Equity is 0.31 (i.e., Weak diversification). The correlation of Atac Inflation 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.

Atac Inflation Correlation With Market

Very weak diversification

The correlation between Atac Inflation Rotation and DJI is 0.4 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atac Inflation Rotation and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Atac Inflation Rotation. 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 private.

Moving together with Atac Mutual Fund

0.89

ATCIX

Atac Inflation Rotation

Pair Corr

Moving against Atac Mutual Fund

0.66

HMSIX

Hennessy Bp Midstream

Pair Corr

Related Correlations Analysis

	AUUIX	FODJX	PZHEX	REMVX	RTIUX	RNECX	DIVHX	FLDFX
AUUIX		0.77	0.96	0.88	0.76	0.87	0.79	0.88	AUUIX
FODJX	0.77		0.68	0.61	0.46	0.59	0.8	0.61	FODJX
PZHEX	0.96	0.68		0.85	0.8	0.89	0.83	0.89	PZHEX
REMVX	0.88	0.61	0.85		0.76	0.87	0.64	0.85	REMVX
RTIUX	0.76	0.46	0.8	0.76		0.88	0.66	0.92	RTIUX
RNECX	0.87	0.59	0.89	0.87	0.88		0.72	0.98	RNECX
DIVHX	0.79	0.8	0.83	0.64	0.66	0.72		0.74	DIVHX
FLDFX	0.88	0.61	0.89	0.85	0.92	0.98	0.74		FLDFX
	AUUIX	FODJX	PZHEX	REMVX	RTIUX	RNECX	DIVHX	FLDFX

Risk-Adjusted Indicators

There is a big difference between Atac Mutual Fund performing well and Atac Inflation 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 Atac Inflation'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
AUUIX	0.46	0.00	(0.01)	0.07	0.73	(0.44)	1.01	(0.87)	3.09
FODJX	0.49	0.00	(0.04)	0.06	0.49	(0.57)	1.13	(0.77)	3.03
PZHEX	0.38	0.00	(0.03)	0.07	0.57	(0.38)	0.86	(0.79)	2.69
REMVX	0.64	0.14	0.12	0.29	0.67	(0.73)	1.38	(0.83)	4.64
RTIUX	0.52	0.08	0.02	0.81	0.68	(0.53)	0.99	(1.13)	3.18
RNECX	0.75	0.11	0.05	0.81	0.91	(0.77)	1.42	(1.48)	4.90
DIVHX	0.44	(0.01)	(0.07)	0.05	0.42	(0.54)	1.12	(0.78)	2.65
FLDFX	0.40	0.06	(0.01)	0.83	0.53	(0.41)	0.89	(0.73)	2.65

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