Northern Small Correlations

Monitoring how the stock's correlations evolve over time is a practical forward-looking risk management step.

Portfolio design and allocation context appear in Correlation Analysis. Portfolio balance depends on how holdings are weighted relative to each other. 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 industry.

Moving together with Northern Mutual Fund

0.99	VSMAX	Vanguard Small Cap	Pair Corr
0.99	VSCIX	Vanguard Small Cap	Pair Corr
0.99	VSCPX	Vanguard Small Cap	Pair Corr
0.99	NAESX	Vanguard Small Cap	Pair Corr
0.97	FSSNX	Fidelity Small Cap	Pair Corr
0.99	DFSTX	Us Small Cap	Pair Corr
0.94	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.94	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.99	PASVX	T Rowe Price	Pair Corr
0.98	PRVIX	T Rowe Price	Pair Corr
0.66	DD	Dupont De Nemours	Pair Corr
0.86	BA	Boeing	Pair Corr
0.67	INTC	Intel	Pair Corr

Moving against Northern Mutual Fund

0.45	MUE	BlackRock Muniholdings	Pair Corr
0.59	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	AVK	LBFFX	GCV	FSAWX	XNCZX	VICIX	NCIDX	LCFYX
AVK		0.35	0.24	0.13	0.7	0.86	0.57	0.34	AVK
LBFFX	0.35		0.87	0.77	0.81	0.36	0.95	1.0	LBFFX
GCV	0.24	0.87		0.88	0.64	0.21	0.78	0.87	GCV
FSAWX	0.13	0.77	0.88		0.46	0.17	0.67	0.77	FSAWX
XNCZX	0.7	0.81	0.64	0.46		0.65	0.88	0.8	XNCZX
VICIX	0.86	0.36	0.21	0.17	0.65		0.57	0.36	VICIX
NCIDX	0.57	0.95	0.78	0.67	0.88	0.57		0.95	NCIDX
LCFYX	0.34	1.0	0.87	0.77	0.8	0.36	0.95		LCFYX
	AVK	LBFFX	GCV	FSAWX	XNCZX	VICIX	NCIDX	LCFYX

Risk-Adjusted Indicators

Evaluating Northern Mutual Fund requires separating price momentum from underlying business quality relative to competitors. A thorough review of Northern Small's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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
AVK	0.62	-0.09	0.00	-0.47	0.00	0.00	0.81	-1.56	5.90
LBFFX	0.83	0.05	0.12	0.45	1.08	-0.81	1.84	-1.81	5.32
GCV	0.73	0.07	0.15	1.20	0.90	-0.85	1.49	-1.38	5.79
FSAWX	0.10	0.01	0.16	0.12	0.24	-0.14	0.19	-0.18	1.81
XNCZX	0.76	0.00	0.10	-0.12	0.98	-0.83	1.56	-1.73	5.24
VICIX	0.33	-0.06	0.00	1.23	0.00	0.00	0.54	-0.65	2.55
NCIDX	0.79	0.01	0.09	-0.01	1.09	-0.75	1.40	-1.70	5.59
LCFYX	0.84	0.05	0.12	0.47	1.06	-0.82	1.82	-1.85	5.33

Macroaxis provides analytical tools and reference data for investors of all levels to evaluate holdings and assess risk across market volatility, economic shifts, and company-specific events. View terms and conditions

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Northern Small Correlations

Moving together with Northern Mutual Fund

Moving against Northern Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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