Evaluator Growth Correlations

EVGRX Fund

USD 11.51 -0.02 -0.17%

Current 90-days correlation between Evaluator Growth Rms and Victory High Yield is 0.17 (i.e., Good diversification).Its correlation with fixed-income and commodity benchmarks reveals whether the stock behaves as risk-on or risk-off.

Evaluator Growth Market Correlation Overview

Moderate diversification

Across the chosen horizon, Evaluator Growth and Dow Jones show a correlation of 0.32 and fall into the Moderate diversification bucket. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Evaluator Growth alone.

Portfolio design and allocation context appear in Investing Opportunities. Portfolio-level transparency adds depth to allocation analysis. A position in Evaluator Growth Rms is part of the allocation. It is reflected in the overall portfolio structure. 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 main economic indicators.

Moving together with Evaluator Mutual Fund

1.0	EVAGX	Evaluator Aggressive Rms	Pair Corr
0.87	EVFTX	Evaluator Tactically	Pair Corr
0.99	EVFMX	Evaluator Moderate Rms	Pair Corr
1.0	EVFGX	Evaluator Aggressive Rms	Pair Corr
0.7	EVFCX	Evaluator Conservative	Pair Corr
1.0	EVGLX	Evaluator Growth Rms	Pair Corr
0.99	EVMLX	Evaluator Moderate Rms	Pair Corr
0.71	EVTTX	Evaluator Tactically	Pair Corr
0.7	EVVLX	Evaluator Very	Pair Corr
0.7	EVVCX	Evaluator Very	Pair Corr
0.74	IFAFX	Income Fund	Pair Corr
0.73	AMECX	Income Fund	Pair Corr
0.73	IFACX	Income Fund	Pair Corr
0.73	FFIFX	American Funds	Pair Corr
0.73	FAIFX	American Funds	Pair Corr
0.73	RIDBX	Income Fund	Pair Corr
0.73	CIMEX	Income Fund	Pair Corr
0.73	RIDFX	Income Fund	Pair Corr
0.73	CIMCX	Income Fund	Pair Corr
0.73	CIMFX	Income Fund	Pair Corr
0.67	FTYPX	Fidelity Freedom Index	Pair Corr
0.79	FFBTX	Fidelity Freedom Blend	Pair Corr
0.61	GHVIX	Gmo High Yield	Pair Corr
0.85	JEMWX	JPMorgan Emerging Markets	Pair Corr
0.83	AEMZX	Acadian Emerging Markets	Pair Corr
0.75	WITAX	Westcore Municipal	Pair Corr
0.74	ESIIX	Eaton Vance Short	Pair Corr
0.83	AEMGX	Acadian Emerging Markets	Pair Corr
0.88	LPCRX	BlackRock Lifepath	Pair Corr
0.76	TXRIX	JPMorgan Tax Aware	Pair Corr
0.63	JASSX	James Alpha Structured	Pair Corr
0.73	BBBMX	Bbh Limited Duration	Pair Corr

Related Correlations Analysis

	FHYIX	RYIHX	JFHYX	VWALX	FAGIX	AHYMX	PHCHX	GUHYX
FHYIX		0.15	0.67	1.0	0.86	0.98	0.79	0.55	FHYIX
RYIHX	0.15		-0.3	0.19	0.05	0.1	-0.21	-0.36	RYIHX
JFHYX	0.67	-0.3		0.64	0.8	0.72	0.92	0.93	JFHYX
VWALX	1.0	0.19	0.64		0.83	0.98	0.77	0.53	VWALX
FAGIX	0.86	0.05	0.8	0.83		0.84	0.86	0.66	FAGIX
AHYMX	0.98	0.1	0.72	0.98	0.84		0.82	0.62	AHYMX
PHCHX	0.79	-0.21	0.92	0.77	0.86	0.82		0.83	PHCHX
GUHYX	0.55	-0.36	0.93	0.53	0.66	0.62	0.83		GUHYX
	FHYIX	RYIHX	JFHYX	VWALX	FAGIX	AHYMX	PHCHX	GUHYX

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

VWALX	+ 1.0	FHYIX
AHYMX	+ 0.98	FHYIX
AHYMX	+ 0.98	VWALX
GUHYX	+ 0.93	JFHYX
PHCHX	+ 0.92	JFHYX
FAGIX	+ 0.86	FHYIX

High negative correlations

GUHYX	- 0.36	RYIHX
JFHYX	- 0.3	RYIHX
PHCHX	- 0.21	RYIHX

Risk-Adjusted Indicators

Surface-level performance for Evaluator 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
FHYIX	0.12	0.00	0.28	-0.10	0.20	-0.14	0.22	-0.33	1.09
RYIHX	0.17	0.03	0.63	-0.24	0.00	-0.20	0.52	-0.35	1.45
JFHYX	0.12	-0.01	0.00	-0.19	0.00	0.00	0.33	-0.33	1.32
VWALX	0.12	0.00	0.27	-0.11	0.19	-0.15	0.19	-0.38	1.02
FAGIX	0.29	0.04	0.22	0.02	0.38	-0.30	0.56	-0.73	1.92
AHYMX	0.09	-0.01	0.00	-0.51	0.00	0.00	0.22	-0.22	0.89
PHCHX	0.12	0.00	0.33	-0.12	0.14	-0.30	0.26	-0.26	0.80
GUHYX	0.15	-0.01	0.00	-0.24	0.00	0.00	0.36	-0.37	1.28

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