Forum Real Correlations

FORFX Fund

9.75 0.06 0.61%

The current 90-days correlation between Forum Real Estate and Extended Market Index is 0.09 (i.e., Significant diversification). The correlation of Forum Real 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. If the correlation is 0, the equities are not correlated; they are entirely random.

Forum Real Correlation With Market

Significant diversification

The correlation between Forum Real Estate and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Forum Real Estate and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Forum Real Estate. 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 price.

Moving together with Forum Mutual Fund

0.87	VTSAX	Vanguard Total Stock	Pair Corr
0.85	VFIAX	Vanguard 500 Index	Pair Corr
0.87	VTSMX	Vanguard Total Stock	Pair Corr
0.87	VITSX	Vanguard Total Stock	Pair Corr
0.87	VSTSX	Vanguard Total Stock	Pair Corr
0.87	VSMPX	Vanguard Total Stock	Pair Corr
0.88	VFINX	Vanguard 500 Index	Pair Corr
0.86	VFFSX	Vanguard 500 Index	Pair Corr
0.79	VGTSX	Vanguard Total Inter	Pair Corr
0.79	VTIAX	Vanguard Total Inter	Pair Corr
0.87	PSNSX	Pimco Stocksplus Small	Pair Corr
0.65	MMM	3M Company	Pair Corr
0.79	GE	GE Aerospace	Pair Corr
0.72	BA	Boeing	Pair Corr
0.78	JPM	JPMorgan Chase	Pair Corr
0.77	CVX	Chevron Corp	Pair Corr
0.73	HD	Home Depot Sell-off Trend	Pair Corr
0.85	CAT	Caterpillar	Pair Corr

Moving against Forum Mutual Fund

0.64	IBM	International Business	Pair Corr
0.6	PG	Procter Gamble	Pair Corr
0.48	KO	Coca Cola	Pair Corr

Related Correlations Analysis

	USMIX	JOEAX	FGWMX	LIGFX	FEMDX	SFGIX	IGIEX
USMIX		0.94	0.88	0.92	0.9	0.94	0.88	USMIX
JOEAX	0.94		0.92	0.94	0.94	0.97	0.93	JOEAX
FGWMX	0.88	0.92		0.99	1.0	0.93	0.99	FGWMX
LIGFX	0.92	0.94	0.99		0.99	0.96	0.99	LIGFX
FEMDX	0.9	0.94	1.0	0.99		0.95	0.99	FEMDX
SFGIX	0.94	0.97	0.93	0.96	0.95		0.93	SFGIX
IGIEX	0.88	0.93	0.99	0.99	0.99	0.93		IGIEX
	USMIX	JOEAX	FGWMX	LIGFX	FEMDX	SFGIX	IGIEX

Risk-Adjusted Indicators

There is a big difference between Forum Mutual Fund performing well and Forum Real Mutual 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 Forum Real'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
USMIX	0.75	0.02	0.07	0.13	0.62	(0.87)	1.62	(1.29)	4.04
JOEAX	0.53	0.08	0.00	0.33	0.36	(0.69)	1.26	(0.84)	3.33
FGWMX	0.17	0.06	(0.19)	0.58	0.00	(0.24)	0.45	(0.23)	0.93
LIGFX	0.20	0.03	(0.19)	0.22	0.00	(0.25)	0.49	(0.36)	1.10
FEMDX	0.14	0.06	(0.21)	0.59	0.00	(0.20)	0.40	(0.16)	0.91
SFGIX	0.49	0.04	0.01	0.17	0.51	(0.54)	1.25	(1.07)	3.41
IGIEX	0.20	0.06	(0.13)	0.53	0.00	(0.29)	0.47	(0.35)	1.08

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