Disciplined Value Correlations

Mutual Funds USA . 
Fund . Disciplined Value Series
MDFSX Fund  USD 7.84  0.13  1.69%   
The current 90-days correlation between Disciplined Value Series and Aig Government Money is -0.08 (i.e., Good diversification). The correlation of Disciplined Value 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.

Disciplined Value Correlation With Market

Very poor diversification

The correlation between Disciplined Value Series and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Disciplined Value Series and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Disciplined Value Series. 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 state.

Moving together with Disciplined Mutual Fund

  0.96CEIIX Manning Napier CallodinePairCorr
  0.96CEIZX Manning Napier CallodinePairCorr
  0.96CEISX Manning Napier CallodinePairCorr
  0.85MNBAX Pro-blend(r) ExtendedPairCorr
  0.79MNBIX Pro-blend(r) ExtendedPairCorr
  0.89MNCRX Pro-blend(r) ConservativePairCorr
  0.72MNCWX Manning Napier ProPairCorr
  0.87MNDFX Disciplined Value SeriesPairCorr
  0.94MNBRX Pro-blend(r) ExtendedPairCorr
  0.79MNBWX Manning Napier ProPairCorr
  0.76MNCCX Pro-blend(r) ConservativePairCorr
  0.88MNCIX Pro-blend(r) ConservativePairCorr
  0.78MNECX Pro-blend(r) ExtendedPairCorr
  0.77MNHCX Pro-blend(r) MaximumPairCorr
  0.95MNHAX High Yield BondPairCorr
  0.83MNHIX Pro-blend(r) MaximumPairCorr
  0.83MNHRX Pro-blend(r) MaximumPairCorr
  0.97MNHWX Manning Napier ProPairCorr
  0.94MNHYX High Yield BondPairCorr
  0.86MNMCX Pro-blend(r) ModeratePairCorr
  0.97MNMIX Pro-blend(r) ModeratePairCorr
  0.86MNMRX Pro-blend(r) ModeratePairCorr
  0.76MNMWX Manning Napier ProPairCorr
  0.69MNOSX Manning Napier OverseasPairCorr
  0.67MNOWX Manning Napier OverseasPairCorr
  0.92MNOZX Manning Napier OverseasPairCorr
  0.93RAIRX Rainier InternationalPairCorr
  0.8MDVWX Manning Napier DisciPairCorr
  0.89MDVZX Manning Napier DisciPairCorr
  0.91EXBAX Pro-blend(r) ModeratePairCorr
  0.73EXDAX Pro-blend(r) ConservativePairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Disciplined Mutual Fund performing well and Disciplined Value 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 Disciplined Value'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.

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