Retirement Living Correlations

Mutual Funds . USA . 
Fund . Retirement Living Through
JHRTX Fund  USD 13.48  0.02  0.15%   
The current 90-days correlation between Retirement Living Through and Regional Bank Fund is -0.05 (i.e., Good diversification). The correlation of Retirement Living 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.

Retirement Living Correlation With Market

Very poor diversification

The correlation between Retirement Living Through and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Retirement Living Through 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 Retirement Living Through. 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 manufacturing.

Moving together with RETIREMENT Mutual Fund

  0.82FRBAX Regional BankPairCorr
  0.64JQLMX Multimanager LifestylePairCorr
  0.71JQLBX Multimanager LifestylePairCorr
  1.0JQLAX Multimanager LifestylePairCorr
  0.97JQLCX Multimanager LifestylePairCorr
  0.69JQLGX Multimanager LifestylePairCorr
  0.7JRETX J Hancock IiPairCorr
  0.61JRLDX Retirement Living ThroughPairCorr
  0.66JRLFX Multi Index 2010PairCorr
  0.62JRLIX Retirement Living ThroughPairCorr
  0.61JRLHX Retirement Living ThroughPairCorr
  0.62JRLKX Multi Index 2015PairCorr
  0.98JRLLX Retirement Living ThroughPairCorr
  0.68JRLOX Retirement Living ThroughPairCorr
  0.73JRLQX Retirement Living ThroughPairCorr
  0.64JRLPX Multi Index 2020PairCorr
  0.73JRLUX Multi Index 2045PairCorr
  0.7JRLWX Retirement Living ThroughPairCorr
  1.0JRLVX Retirement Living ThroughPairCorr
  0.7JRLZX Retirement Living ThroughPairCorr
  0.7JROUX J Hancock IiPairCorr
  0.7JRODX J Hancock IiPairCorr
  1.0JAAFX Jhancock Multi IndexPairCorr
  0.7JAAJX Jhancock Multi IndexPairCorr
  0.64JAAIX Alternative AssetPairCorr
  0.7JAAKX Jhancock Multi IndexPairCorr
  0.63JAAPX Alternative AssetPairCorr
  0.64JRTBX Retirement Living ThroughPairCorr
  0.64JRTAX Retirement Living ThroughPairCorr
  0.63JAARX Alternative AssetPairCorr
  0.69JRTDX Multi Index 2025PairCorr
  0.99JRTGX Retirement Living ThroughPairCorr
  0.69JRTFX Retirement Living ThroughPairCorr
  0.69JAASX Alternative AssetPairCorr
  0.67JRTIX Multi Index 2030PairCorr
  0.7JAAVX Jhancock MultimanagerPairCorr
  0.68JRTKX Retirement Living ThroughPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between RETIREMENT Mutual Fund performing well and Retirement Living 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 Retirement Living'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
FRBAX  0.99  0.23  0.11 (3.35) 0.93 
(1.15)
 2.46 
(1.84)
 6.10 
FRBCX  0.97  0.06  0.08  0.13  0.95 
(1.13)
 2.43 
(1.86)
 6.14 
JQLMX  0.23  0.03 (0.11) 0.16  0.00 
(0.27)
 0.56 
(0.39)
 1.32 
JQLBX  0.30  0.08 (0.06)(0.51) 0.14 
(0.35)
 0.80 
(0.49)
 1.68 
JQLAX  0.43  0.03  0.01  0.13  0.38 
(0.46)
 1.19 
(0.79)
 2.48 
JQLCX  0.15  0.03 (0.20) 0.26  0.00 
(0.21)
 0.34 
(0.25)
 0.90 
JQLGX  0.39  0.02 (0.03) 0.12  0.30 
(0.45)
 1.03 
(0.62)
 2.10 
JRBFX  0.98  0.20  0.07 (0.69) 0.97 
(1.14)
 2.46 
(1.84)
 6.14 
JRETX  0.45  0.02  0.00  0.12  0.39 
(0.53)
 1.25 
(0.83)
 2.53 
JRGRX  0.99  0.04  0.07  0.12  1.00 
(1.14)
 2.46 
(1.84)
 6.14 

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