Duff Correlations

The correlation of Duff 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.

Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as signals in producer price index.

Moving together with Duff Fund

0.65	DTW	DTE Energy	Pair Corr
0.62	SOJD	Southern	Pair Corr
0.69	TWN	Taiwan Closed	Pair Corr
0.75	CAF	Morgan Stanley China	Pair Corr
0.7	FMY	First Trust Mortgage	Pair Corr
0.82	JOF	Japan Smaller Capita	Pair Corr
0.64	CHN	China Fund	Pair Corr
0.7	TDF	Templeton Dragon Closed	Pair Corr
0.76	VCRCX	Mainstay Cbre Global	Pair Corr
0.71	IVPOX	Voya Smallcap Opport	Pair Corr
0.71	PIOQX	Income Fund R	Pair Corr
0.72	ASTZX	Astor Long/short	Pair Corr
0.75	MMIUX	Massmutual Select	Pair Corr
0.68	BRXAX	Mfs Blended Research	Pair Corr
0.68	BHBFX	Madison Dividend Income	Pair Corr
0.77	GEADX	Goldman Sachs Enhanced	Pair Corr
0.78	FHESX	Federated Hermes Sdg	Pair Corr
0.62	PQCCX	Prudential Qma Mid	Pair Corr
0.68	LIHKX	Blackrock Lifepath Idx	Pair Corr
0.75	SISEX	Shelton International	Pair Corr
0.67	JSPGX	Janus Global Allocation	Pair Corr
0.75	WIOPX	Wilshire Income Opport	Pair Corr
0.7	BEMCX	Brandes Emerging Markets	Pair Corr
0.71	TEQKX	Tiaa Cref Emerging	Pair Corr
0.72	SNNYX	New York Municipal	Pair Corr
0.8	AAGOX	Alger Large Cap	Pair Corr

Related Correlations Analysis

	BUI	JRI	THW	NIE	DNP	FPF
BUI		0.88	0.78	0.97	0.89	0.64	BUI
JRI	0.88		0.63	0.89	0.77	0.56	JRI
THW	0.78	0.63		0.74	0.87	0.59	THW
NIE	0.97	0.89	0.74		0.86	0.63	NIE
DNP	0.89	0.77	0.87	0.86		0.71	DNP
FPF	0.64	0.56	0.59	0.63	0.71		FPF
	BUI	JRI	THW	NIE	DNP	FPF

Risk-Adjusted Indicators

There is a big difference between Duff Fund performing well and Duff 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 Duff'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
BUI	0.43	0.25	0.33	(2.41)	0.00	(0.54)	1.37	(0.39)	2.72
JRI	0.43	0.09	0.05	0.39	0.15	(0.53)	1.08	(0.68)	3.00
THW	0.97	0.21	0.15	0.51	0.84	(1.12)	2.09	(1.49)	9.02
NIE	0.41	0.06	0.04	0.21	0.23	(0.49)	1.01	(0.71)	2.26
DNP	0.32	0.05	(0.10)	(9.24)	0.32	(0.36)	0.74	(0.52)	1.88
FPF	0.30	0.08	0.01	0.43	0.24	(0.34)	0.70	(0.54)	2.49

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Duff Correlations

Moving together with Duff Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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