Fuller Thaler Correlations

Mutual Funds USA . 
Fund . Fuller Thaler Behavioral
FTVSX Fund  USD 34.58  0.26  0.75%   
The current 90-days correlation between Fuller Thaler Behavioral and Fuller Thaler Behavioral is 0.85 (i.e., Very poor diversification). The correlation of Fuller Thaler 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.

Fuller Thaler Correlation With Market

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fuller Thaler Behavioral 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 Fuller Thaler Behavioral. 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 Fuller Mutual Fund

  0.66FTHNX Fuller Thaler BehavioralPairCorr
  0.66FTHSX Fuller Thaler BehavioralPairCorr
  0.85FTMSX Fuller Thaler BehavioralPairCorr
  0.74FTSAX Fuller Thaler BehavioralPairCorr
  0.74FTSIX Fuller Thaler BehavioralPairCorr
  0.9FTVAX Fuller Thaler BehavioralPairCorr
  0.83FTVCX Fuller Thaler BehavioralPairCorr
  0.9FTVNX Fuller Thaler BehavioralPairCorr
  1.0FTVZX Fuller Thaler BehavioralPairCorr
  0.72FTZAX Fuller Thaler BehavioralPairCorr
  0.77FTZCX Fuller Thaler BehavioralPairCorr
  0.77FTZIX Fuller Thaler BehavioralPairCorr
  0.69VMVAX Vanguard Mid CapPairCorr
  0.75JVMAX John Hancock DisciplinedPairCorr
  0.8JVMIX John Hancock DisciplinedPairCorr
  0.75VMVIX Vanguard Mid CapPairCorr
  0.88JMVZX Jpmorgan Mid CapPairCorr
  0.87JMVRX Jpmorgan Mid CapPairCorr
  0.87JMVQX Jpmorgan Mid CapPairCorr
  0.87JMVYX Jpmorgan Mid CapPairCorr
  0.79JMVPX Jpmorgan Mid CapPairCorr
  0.84VETAX Victory Sycamore EstPairCorr
  0.64DXQLX Direxion Monthly NasdaqPairCorr
  0.62RYVLX Nasdaq 100 2xPairCorr
  0.64RYVYX Nasdaq 100 2xPairCorr
  0.62UOPIX Ultra Nasdaq 100PairCorr
  0.64RYCCX Nasdaq 100 2xPairCorr
  0.64UOPSX Ultranasdaq 100 ProfundPairCorr
  0.7INPIX Internet Ultrasector Steady GrowthPairCorr
  0.67INPSX Internet Ultrasector Steady GrowthPairCorr
  0.65BIPIX Biotechnology Ultrasector Steady GrowthPairCorr
  0.61TCSEX Tiaa Cref SmallPairCorr
  0.7JATPX Jpmorgan SmartretirementPairCorr
  0.71PQTNX Pimco Trends ManagedPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Fuller Mutual Fund performing well and Fuller Thaler 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 Fuller Thaler'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
FTHNX  0.76  0.06  0.10  0.14  0.58 
(0.89)
 1.66 
(1.13)
 3.72 
FTHSX  0.76  0.06  0.10  0.15  0.58 
(0.89)
 1.67 
(1.12)
 3.75 
FTMSX  1.22  0.03  0.09  0.11  1.15 
(1.36)
 3.16 
(2.34)
 6.74 
FTSAX  0.78  0.01  0.04  0.10  0.68 
(0.88)
 2.07 
(1.14)
 4.27 
FTSIX  0.78  0.01  0.04  0.11  0.68 
(0.91)
 2.08 
(1.13)
 4.26 
FTVAX  0.78  0.09 (0.02)(0.99) 0.81 
(0.87)
 2.20 
(1.67)
 4.49 
FTVCX  0.77  0.09  0.00  1.57  0.80 
(0.85)
 2.19 
(1.69)
 4.47 
FTXFX  0.86  0.08  0.10  0.17  0.77 
(0.96)
 1.75 
(1.38)
 4.99 
FTVNX  0.78  0.09 (0.02)(1.04) 0.81 
(0.84)
 2.22 
(1.67)
 4.51 
FTVSX  0.79 (0.05)(0.02) 0.06  0.82 
(0.87)
 2.21 
(1.69)
 4.46 

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