DUNHAM LARGE Correlations

DCLVX Fund

USD 20.10 0.08 0.40%

Current 90-days correlation between Dunham Large Cap and Ambrus Core Bond is 0.21 (i.e., Moderate diversification).Pairwise correlation with sector peers helps determine whether the stock offers truly differentiated exposure.

Correlation to Market: DUNHAM LARGE

Poor diversification

The correlation between DUNHAM LARGE and Dow Jones is 0.66, which Macroaxis classifies as Poor diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Portfolio design and allocation context appear in Investing Opportunities. All values are presented as reference data. Dunham Large Cap can be evaluated within a portfolio framework for weight and risk impact. Drawdown analysis shows how each position affects portfolio volatility. Broader economic conditions can influence Dunham Large Cap's mutual fund valuation — related indicators include signals in persons.

Moving together with DUNHAM Mutual Fund

0.79	DNCGX	Dunham Porategovernment	Pair Corr
0.88	DNDGX	Dunham Small Cap	Pair Corr
0.88	DNEMX	Dunham Emerging Markets	Pair Corr
0.92	DNLVX	Dunham Large Cap	Pair Corr
0.93	DNSVX	Dunham Small Cap	Pair Corr
0.66	DAAIX	Dunham Appreciation	Pair Corr
0.75	DACGX	Dunham Porategovernment	Pair Corr
0.85	DADGX	Dunham Small Cap	Pair Corr
0.84	DAEMX	Dunham Emerging Markets	Pair Corr
0.83	DAHYX	Dunham High Yield	Pair Corr
0.92	DAIOX	Dunham International	Pair Corr
0.87	DALVX	Dunham Large Cap	Pair Corr
0.61	DAREX	Dunham Real Estate	Pair Corr
0.93	DASVX	Dunham Small Cap	Pair Corr
0.73	DCAIX	Dunham Appreciation	Pair Corr
0.79	DCCGX	Dunham Porategovernment	Pair Corr
0.91	DCIOX	Dunham International	Pair Corr
0.74	DCINX	Dunham International	Pair Corr
0.82	DCHYX	Dunham High Yield	Pair Corr
0.69	DCREX	Dunham Real Estate	Pair Corr
0.91	DCSVX	Dunham Small Cap	Pair Corr
0.95	VVIAX	Vanguard Value Index	Pair Corr
0.75	AWSHX	Washington Mutual	Pair Corr
0.73	WSHCX	Washington Mutual	Pair Corr
0.77	WSHFX	Washington Mutual	Pair Corr
0.78	FWWMX	American Funds Washington	Pair Corr
0.78	FWMMX	American Funds Washington	Pair Corr

Moving against DUNHAM Mutual Fund

0.35

DASPX

Dunham Enhanced Market

Pair Corr

Related Correlations Analysis

	NEMUX	PTIMX	FHTFX	HHMAX	DUTMX	TTRBX
NEMUX		0.92	0.98	0.96	0.83	0.79	NEMUX
PTIMX	0.92		0.94	0.96	0.87	0.91	PTIMX
FHTFX	0.98	0.94		0.98	0.86	0.8	FHTFX
HHMAX	0.96	0.96	0.98		0.85	0.86	HHMAX
DUTMX	0.83	0.87	0.86	0.85		0.86	DUTMX
TTRBX	0.79	0.91	0.8	0.86	0.86		TTRBX
	NEMUX	PTIMX	FHTFX	HHMAX	DUTMX	TTRBX

Risk-Adjusted Indicators

Headline performance for DUNHAM Mutual Fund may not fully reflect how the business compares across its competitive set. Reviewing DUNHAM LARGE's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
NEMUX	0.08	-0.01	0.14	3.19	0.13	-0.16	0.22	-0.33	0.87
PTIMX	0.11	-0.01	0.00	-0.25	0.00	0.00	0.13	-0.31	1.00
FHTFX	0.11	-0.01	0.14	0.60	0.19	-0.13	0.13	-0.37	0.87
HHMAX	0.09	-0.01	0.00	-5.08	0.00	0.00	0.23	-0.24	1.07
DUTMX	0.25	0.00	0.13	-0.02	0.32	-0.29	0.54	-0.54	1.62
TTRBX	0.11	-0.01	0.00	-0.31	0.00	0.00	0.30	-0.30	0.80

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DUNHAM LARGE Correlations

Correlation to Market: DUNHAM LARGE

Moving together with DUNHAM Mutual Fund

Moving against DUNHAM Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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