Rational Special Correlations

RFXCX Fund

USD 17.97 0.01 0.06%

The current 90-days correlation between Rational Special Sit and Dreyfus Natural Resources is -0.3 (i.e., Very good diversification). The correlation of Rational Special 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 Special Correlation With Market

Very good diversification

The correlation between Rational Special Situations and DJI is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rational Special Situations and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rational Special Situations. 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 private.

Moving together with Rational Mutual Fund

0.67	RNECX	Rationalrgn Hedged Equity	Pair Corr
0.67	RNEAX	Rationalrgn Hedged Equity	Pair Corr
0.68	RNEIX	Rationalrgn Hedged Equity	Pair Corr
1.0	RFXIX	Rational Special Sit	Pair Corr
1.0	RFXAX	Rational Special Sit	Pair Corr
0.96	HRSTX	Rational Real Strategies	Pair Corr
0.96	HRSAX	Rational Real Strategies	Pair Corr
0.95	HRSFX	Rational Real Strategies	Pair Corr
0.67	HDCAX	Rational Dividend Capture	Pair Corr
0.66	HDCEX	Rational Dividend Capture	Pair Corr
0.68	HDCTX	Rational Dividend Capture	Pair Corr
0.9	PONAX	Pimco Income	Pair Corr
0.9	PONCX	Pimco Income	Pair Corr
0.91	PIPNX	Pimco Income	Pair Corr
0.9	PONRX	Pimco Income	Pair Corr
0.91	PONPX	Pimco Incme Fund	Pair Corr
0.91	PIINX	Pimco Income	Pair Corr
0.91	PIMIX	Pimco Income	Pair Corr
0.61	FSTAX	Fidelity Advisor Str	Pair Corr
0.65	FSRIX	Fidelity Advisor Str	Pair Corr
0.64	RSNRX	Victory Global Natural Steady Growth	Pair Corr
0.65	RSNYX	Victory Global Natural Steady Growth	Pair Corr
0.64	RGNCX	Victory Global Natural Steady Growth	Pair Corr

Moving against Rational Mutual Fund

0.83	HSUCX	Rational Defensive Growth	Pair Corr
0.82	HSUAX	Rational Defensive Growth	Pair Corr
0.82	HSUTX	Rational Defensive Growth	Pair Corr

Related Correlations Analysis

	DNLAX	TMCLX	FRNRX	FIKAX	IEFCX	XGNTX
DNLAX		0.61	0.93	0.66	0.7	0.91	DNLAX
TMCLX	0.61		0.46	0.51	0.48	0.55	TMCLX
FRNRX	0.93	0.46		0.58	0.66	0.92	FRNRX
FIKAX	0.66	0.51	0.58		0.95	0.46	FIKAX
IEFCX	0.7	0.48	0.66	0.95		0.5	IEFCX
XGNTX	0.91	0.55	0.92	0.46	0.5		XGNTX
	DNLAX	TMCLX	FRNRX	FIKAX	IEFCX	XGNTX

Risk-Adjusted Indicators

There is a big difference between Rational Mutual Fund performing well and Rational Special 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 Special'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
DNLAX	0.88	0.05	0.03	0.14	1.18	(0.90)	1.83	(2.29)	5.14
TMCLX	0.62	0.01	(0.04)	0.10	0.72	(0.68)	1.25	(1.35)	3.05
FRNRX	0.75	0.10	0.07	0.21	0.96	(0.79)	1.60	(1.93)	4.74
FIKAX	0.70	0.05	0.00	0.28	0.86	(0.87)	1.63	(1.41)	4.98
IEFCX	0.82	0.05	0.00	0.20	0.96	(0.83)	1.55	(1.30)	4.52
XGNTX	0.60	0.07	0.05	0.21	0.75	(0.64)	1.32	(1.41)	3.24

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