Rational Dividend Correlations

HDCEX Fund

USD 9.94 0.06 0.60%

The correlation of Rational Dividend 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.

Rational Dividend Correlation With Market

Good diversification

The correlation between Rational Dividend Capture and DJI is -0.14 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rational Dividend Capture and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Rational Dividend Capture. 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 national income and product accounts.

Moving together with Rational Mutual Fund

0.91	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.91	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.91	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.77	GTENX	Gateway Fund Class	Pair Corr
0.77	GTECX	Gateway Fund Class	Pair Corr
0.77	GTEYX	Gateway Fund Class	Pair Corr
0.77	GATEX	Gateway Fund Class	Pair Corr
0.91	JHDCX	Jpmorgan Hedged Equity	Pair Corr
0.91	JHDRX	Jpmorgan Hedged Equity	Pair Corr
0.91	JHDAX	Jpmorgan Hedged Equity	Pair Corr
0.78	VSTSX	Vanguard Total Stock	Pair Corr
0.78	VSMPX	Vanguard Total Stock	Pair Corr
0.78	VITSX	Vanguard Total Stock	Pair Corr
0.79	VFFSX	Vanguard 500 Index	Pair Corr
0.79	VFIAX	Vanguard 500 Index	Pair Corr
0.72	VTISX	Vanguard Total Inter	Pair Corr
0.72	VTSNX	Vanguard Total Inter	Pair Corr
0.72	VTPSX	Vanguard Total Inter	Pair Corr
0.79	VINIX	Vanguard Institutional	Pair Corr
0.79	VTSAX	Vanguard Total Stock	Pair Corr
0.69	BXDYX	Barings Active Short	Pair Corr
0.74	ALFVX	Lord Abbett Alpha	Pair Corr
0.86	DIFAX	Mfs Diversified Income	Pair Corr
0.76	UPDDX	Upright Growth Income	Pair Corr
0.69	LMIYX	Lord Abbett Micro	Pair Corr
0.93	AREMX	One Choice 2055	Pair Corr
0.74	ASMOX	Aqr Small Cap	Pair Corr
0.76	PLAAX	Pace Large Growth	Pair Corr
0.71	RTIUX	Tax-managed International	Pair Corr

Related Correlations Analysis

	HHCZX	LOGSX	PJHRX	GTHCX	PGHAX	HCPIX	BHCHX
HHCZX		0.1	0.61	0.49	0.41	0.27	0.52	HHCZX
LOGSX	0.1		0.61	0.59	0.7	0.9	0.56	LOGSX
PJHRX	0.61	0.61		0.82	0.89	0.83	0.83	PJHRX
GTHCX	0.49	0.59	0.82		0.91	0.76	0.95	GTHCX
PGHAX	0.41	0.7	0.89	0.91		0.9	0.89	PGHAX
HCPIX	0.27	0.9	0.83	0.76	0.9		0.75	HCPIX
BHCHX	0.52	0.56	0.83	0.95	0.89	0.75		BHCHX
	HHCZX	LOGSX	PJHRX	GTHCX	PGHAX	HCPIX	BHCHX

Risk-Adjusted Indicators

There is a big difference between Rational Mutual Fund performing well and Rational Dividend 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 Rational Dividend'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
HHCZX	0.22	0.02	(0.22)	0.16	0.00	(0.27)	0.53	(0.41)	1.12
LOGSX	0.68	(0.07)	(0.10)	0.02	0.86	(0.73)	1.22	(1.34)	5.40
PJHRX	0.81	0.03	0.02	0.14	0.87	(0.88)	1.96	(1.52)	4.50
GTHCX	0.57	0.02	(0.03)	0.14	0.61	(0.58)	1.30	(1.16)	3.17
PGHAX	0.70	0.01	(0.02)	0.13	0.74	(0.78)	1.37	(1.59)	4.16
HCPIX	1.07	(0.04)	(0.01)	0.07	1.32	(1.14)	2.38	(2.29)	7.26
BHCHX	0.61	(0.01)	(0.04)	0.10	0.70	(0.62)	1.54	(1.42)	3.71

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Rational Dividend Correlations

Rational Dividend Correlation With Market

Good diversification

Moving together with Rational Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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