Rational Special Correlations

RFXIX Fund

USD 18.06 0.02 0.11%

The current 90-days correlation between Rational Special Sit and Nuveen Real Estate is -0.03 (i.e., 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 -0.25 (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 gross domestic product.

Moving together with Rational Mutual Fund

0.62	RDMIX	Rational Dynamic Momentum	Pair Corr
1.0	RFXCX	Rational Special Sit	Pair Corr
1.0	RFXAX	Rational Special Sit	Pair Corr
0.83	HRSTX	Rational Real Strategies	Pair Corr
0.95	HRSAX	Rational Real Strategies	Pair Corr
0.93	HRSFX	Rational Real Strategies	Pair Corr
0.72	HDCTX	Rational Dividend Capture	Pair Corr
0.74	PONAX	Pimco Income	Pair Corr
0.79	PONCX	Pimco Income	Pair Corr
0.75	PIPNX	Pimco Income	Pair Corr
0.81	PONRX	Pimco Income	Pair Corr
0.89	PONPX	Pimco Incme Fund	Pair Corr
0.89	PIINX	Pimco Income	Pair Corr
0.75	PIMIX	Pimco Income	Pair Corr
0.62	FSTAX	Fidelity Advisor Str	Pair Corr
0.73	BRUFX	Bruce Fund Bruce	Pair Corr
0.67	KF	Korea Closed	Pair Corr
0.67	LITAX	Columbia Amt Free	Pair Corr

Moving against Rational Mutual Fund

0.86	HSUCX	Rational Defensive Growth	Pair Corr
0.81	HSUAX	Rational Defensive Growth	Pair Corr
0.81	HSUTX	Rational Defensive Growth	Pair Corr
0.39	PBXCX	Rationalpier 88 Conv	Pair Corr

Related Correlations Analysis

	FREAX	TIREX	DNREX	RRRZX	MXREX
FREAX		0.75	0.64	0.67	0.96	FREAX
TIREX	0.75		0.39	0.91	0.72	TIREX
DNREX	0.64	0.39		0.54	0.68	DNREX
RRRZX	0.67	0.91	0.54		0.68	RRRZX
MXREX	0.96	0.72	0.68	0.68		MXREX
	FREAX	TIREX	DNREX	RRRZX	MXREX

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
FREAX	0.62	0.01	(0.04)	0.11	0.80	(0.65)	1.37	(1.21)	3.83
TIREX	0.58	(0.03)	(0.06)	0.00	0.81	(0.56)	1.12	(1.40)	3.98
DNREX	0.65	(0.05)	0.00	(0.22)	0.00	0.00	1.13	(1.31)	3.58
RRRZX	0.59	(0.04)	0.00	(0.03)	0.00	0.00	1.23	(1.15)	3.67
MXREX	0.63	0.02	(0.04)	0.16	0.78	(0.69)	1.46	(1.39)	3.86

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