Intal High Correlations

DIHRX Fund

USD 15.08 -0.43 -2.77%

Current 90-days correlation between Intal High Relative and Fidelity Select Portfolios is 0.29 (i.e., Moderate diversification).Because correlations between assets tend to spike during market dislocations, the apparent diversification benefit of holding Intal High alongside other equities may be lower in practice than historical averages suggest.

Market Correlation Summary - Intal High

Poor diversification

The correlation between Intal High and Dow Jones is 0.63, which Macroaxis classifies as Poor diversification for the selected horizon. A 0.63 reading means Intal High and Dow Jones have partial price overlap, offering some diversification benefit.

Review Investing Opportunities for context on portfolio diversification. Allocation structure reflects how positions are distributed across the portfolio. This captures an allocation to Intal High Relative. 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 Intal Mutual Fund

0.99	VTIAX	Vanguard Total	Pair Corr
0.99	VGTSX	Vanguard Total	Pair Corr
0.99	VTSNX	Vanguard Total	Pair Corr
0.99	VTPSX	Vanguard Total	Pair Corr
0.99	VTISX	Vanguard Total	Pair Corr
0.99	VTMGX	Vanguard Developed	Pair Corr
0.99	VDVIX	Vanguard Developed	Pair Corr
0.99	VTMNX	Vanguard Developed	Pair Corr
0.99	VDIPX	Vanguard Developed	Pair Corr
0.99	FSPSX	Fidelity International	Pair Corr
0.83	PMPIX	Precious Metals	Pair Corr
0.83	PMPSX	Precious Metals	Pair Corr
0.82	FGADX	Franklin Gold Precious	Pair Corr
0.82	FGPMX	Franklin Gold And	Pair Corr
0.81	FKRCX	Franklin Gold Precious	Pair Corr
0.84	OCMAX	Ocm Mutual Fund	Pair Corr
0.84	INIIX	International Investors	Pair Corr
0.84	INIYX	International Investors	Pair Corr
0.71	GCEJX	Goldman Sachs Clean	Pair Corr
0.65	BA	Boeing	Pair Corr
0.77	MRK	Merck Company	Pair Corr
0.81	PG	Procter Gamble	Pair Corr
0.77	HD	Home Depot	Pair Corr
0.79	CAT	Caterpillar	Pair Corr
0.63	JNJ	Johnson Johnson	Pair Corr

Moving against Intal Mutual Fund

0.55	MSFT	Microsoft	Pair Corr
0.42	IBM	International Business	Pair Corr

Related Correlations Analysis

	TDEIX	TWMIX	TADAX	DSCGX	GABUX	BCHYX	LISOX	PENNX	SFSNX	FSENX
TDEIX		-0.38	1.0	0.38	-0.82	-0.58	0.2	-0.12	-0.05	-0.92	TDEIX
TWMIX	-0.38		-0.39	0.55	0.72	0.5	0.78	0.85	0.81	0.62	TWMIX
TADAX	1.0	-0.39		0.38	-0.82	-0.58	0.19	-0.12	-0.06	-0.92	TADAX
DSCGX	0.38	0.55	0.38		0.01	0.14	0.9	0.86	0.89	-0.18	DSCGX
GABUX	-0.82	0.72	-0.82	0.01		0.8	0.25	0.49	0.43	0.93	GABUX
BCHYX	-0.58	0.5	-0.58	0.14	0.8		0.22	0.47	0.45	0.69	BCHYX
LISOX	0.2	0.78	0.19	0.9	0.25	0.22		0.91	0.9	0.04	LISOX
PENNX	-0.12	0.85	-0.12	0.86	0.49	0.47	0.91		0.99	0.33	PENNX
SFSNX	-0.05	0.81	-0.06	0.89	0.43	0.45	0.9	0.99		0.27	SFSNX
FSENX	-0.92	0.62	-0.92	-0.18	0.93	0.69	0.04	0.33	0.27		FSENX
	TDEIX	TWMIX	TADAX	DSCGX	GABUX	BCHYX	LISOX	PENNX	SFSNX	FSENX

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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

TADAX	+ 1.0	TDEIX
SFSNX	+ 0.99	PENNX
FSENX	+ 0.93	GABUX
PENNX	+ 0.91	LISOX
LISOX	+ 0.9	DSCGX
SFSNX	+ 0.9	LISOX

High negative correlations

FSENX	- 0.92	TADAX
FSENX	- 0.92	TDEIX
GABUX	- 0.82	TADAX
GABUX	- 0.82	TDEIX
BCHYX	- 0.58	TADAX
BCHYX	- 0.58	TDEIX

Risk-Adjusted Indicators

Surface-level performance for Intal Mutual Fund can mask how the business actually stacks up against its competitive set. 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
TDEIX	0.78	-0.16	0.00	-1.82	0.00	0.00	1.26	-1.88	4.62
TWMIX	1.03	0.11	0.11	0.45	1.58	-1.04	2.24	-2.00	8.24
TADAX	0.78	-0.16	0.00	-1.79	0.00	0.00	1.28	-1.90	4.62
DSCGX	0.80	-0.11	0.00	0.66	0.00	0.00	1.40	-1.78	5.31
GABUX	0.53	0.09	0.25	-1.08	0.60	-0.63	1.06	-1.05	4.27
BCHYX	0.11	0.02	0.40	0.31	0.03	-0.16	0.41	-0.31	0.93
LISOX	0.73	-0.05	0.00	-0.28	0.00	0.00	1.24	-1.53	4.48
PENNX	0.84	-0.04	0.00	0.13	0.00	0.00	1.63	-1.74	5.40
SFSNX	0.84	-0.04	0.00	0.26	0.00	0.00	1.47	-2.04	5.34
FSENX	0.95	0.47	0.62	-1.83	0.25	-1.22	2.46	-1.25	5.21

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