DUNHAM LARGE Correlations

DALVX Fund

USD 21.49 -0.25 -1.15%

Current 90-days correlation between Dunham Large Cap and Gmo Emerging Country is 0.36 (i.e., Moderate diversification).Pairwise correlation with sector peers helps determine whether the stock offers truly differentiated exposure.

Market Correlation Profile: DUNHAM LARGE

Weak diversification

DUNHAM LARGE currently posts a 0.55 correlation with Dow Jones, indicating a Weak diversification relationship for the active sample. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding DUNHAM LARGE alone.

Diversification context is available through Investing Opportunities. Allocation context can improve visibility into portfolio balance. A position in Dunham Large Cap appears within the mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with DUNHAM Mutual Fund

0.9	VVIAX	Vanguard Value Index	Pair Corr
0.63	AWSHX	Washington Mutual	Pair Corr
0.62	WSHFX	Washington Mutual	Pair Corr
0.62	FWWMX	American Funds Washington	Pair Corr
0.62	FWMMX	American Funds Washington	Pair Corr
0.7	DODGX	Dodge Stock Fund	Pair Corr
0.81	AMRMX	American Mutual	Pair Corr
0.82	AMFFX	American Mutual	Pair Corr
0.81	AMFCX	American Mutual	Pair Corr
0.84	PDI	PIMCO Dynamic Income	Pair Corr
0.65	KO	Coca Cola	Pair Corr
0.75	CAT	Caterpillar	Pair Corr
0.76	HD	Home Depot	Pair Corr
0.7	WMT	Walmart Common Stock	Pair Corr
0.74	PG	Procter Gamble	Pair Corr
0.64	JNJ	Johnson Johnson	Pair Corr
0.78	DD	Dupont De Nemours	Pair Corr
0.73	MRK	Merck Company	Pair Corr

Moving against DUNHAM Mutual Fund

0.85	UIPIX	Ultrashort Mid Cap	Pair Corr
0.51	MUE	BlackRock Muniholdings	Pair Corr
0.72	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	IEMSX	EMDIX	MPEMX	XEMFX	AEMGX	BOGSX	GMDFX
IEMSX		0.61	0.91	0.94	0.89	0.33	0.94	IEMSX
EMDIX	0.61		0.85	0.79	0.85	0.43	0.72	EMDIX
MPEMX	0.91	0.85		0.99	0.99	0.5	0.93	MPEMX
XEMFX	0.94	0.79	0.99		0.99	0.51	0.94	XEMFX
AEMGX	0.89	0.85	0.99	0.99		0.54	0.91	AEMGX
BOGSX	0.33	0.43	0.5	0.51	0.54		0.37	BOGSX
GMDFX	0.94	0.72	0.93	0.94	0.91	0.37		GMDFX
	IEMSX	EMDIX	MPEMX	XEMFX	AEMGX	BOGSX	GMDFX

Risk-Adjusted Indicators

DUNHAM LARGE Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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
IEMSX	1.00	0.28	0.19	0.25	1.30	-1.08	2.23	-1.98	6.56
EMDIX	0.27	-0.01	0.00	-0.18	0.00	0.00	0.45	-0.76	2.01
MPEMX	0.78	0.08	0.12	0.47	1.19	-0.80	1.60	-1.65	6.12
XEMFX	1.05	0.15	0.12	0.75	1.59	-1.07	2.25	-2.06	8.94
AEMGX	0.93	0.09	0.11	0.28	1.41	-0.92	2.03	-2.10	7.77
BOGSX	1.14	0.01	0.07	-0.26	1.47	-1.17	2.33	-2.23	5.97
GMDFX	0.26	0.05	0.35	0.24	0.20	-0.30	0.56	-0.56	2.60

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DUNHAM LARGE Correlations

Market Correlation Profile: DUNHAM LARGE

Moving together with DUNHAM Mutual Fund

Moving against DUNHAM Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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