Rational Strategic Correlations

Mutual Funds . USA . 
Fund . Rational Strategic Allocation
RHSAX Fund  USD 8.64  0.05  0.58%   
The current 90-days correlation between Rational Strategic and Rationalrgn Hedged Equity is 0.86 (i.e., Very poor diversification). The correlation of Rational Strategic 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 Strategic Correlation With Market

Very good diversification

The correlation between Rational Strategic Allocation 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 Strategic Allocation 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 Strategic Allocation. 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 nation.

Moving together with Rational Mutual Fund

  0.93RDMIX Rational Dynamic MomentumPairCorr
  0.7HRSTX Rational Real StrategiesPairCorr
  0.67HRSAX Rational Real StrategiesPairCorr
  0.89HSUAX Rational Defensive GrowthPairCorr
  0.92HDCAX Rational Dividend CapturePairCorr
  0.9HDCTX Rational Dividend CapturePairCorr
  0.9PBXIX Rationalpier 88 ConvPairCorr
  0.9PBXAX Rationalpier 88 ConvPairCorr
  0.95VWINX Vanguard Wellesley IncomePairCorr
  0.95VWIAX Vanguard Wellesley IncomePairCorr
  0.95BKMIX Blackrock Multi AssetPairCorr
  0.94HBLTX Hartford BalancedPairCorr
  0.94HBLRX Hartford BalancedPairCorr
  0.95HBLSX Hartford BalancedPairCorr
  0.94HBLVX Hartford BalancedPairCorr
  0.94HBLYX Hartford BalancedPairCorr
  0.95HBLCX Hartford BalancedPairCorr
  0.94HBLIX Hartford BalancedPairCorr
  0.97VTSAX Vanguard Total StockPairCorr
  0.95VFIAX Vanguard 500 IndexPairCorr
  0.95VTSMX Vanguard Total StockPairCorr
  0.95VSMPX Vanguard Total StockPairCorr
  0.97VSTSX Vanguard Total StockPairCorr
  0.95VITSX Vanguard Total StockPairCorr
  0.95VFINX Vanguard 500 IndexPairCorr
  0.95VFFSX Vanguard 500 IndexPairCorr
  0.94VGTSX Vanguard Total InterPairCorr
  0.94VTIAX Vanguard Total InterPairCorr
  0.94DBOZX Dreyfus Balanced OppPairCorr
  0.95MFWTX Mfs Global TotalPairCorr
  0.98VTROX Voya Target RetirementPairCorr
  0.84FFEBX Fidelity EnvironmentalPairCorr
  0.97SNSAX Saat Defensive StrategyPairCorr
  0.87LYRBX Lyrical Value EquityPairCorr
  0.69BAFLX Brown Advisory GlobalPairCorr
  0.93IGIFX International Growth AndPairCorr
  0.88JSVQX Jpmorgan Small CapPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Rational Mutual Fund performing well and Rational Strategic 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 Strategic'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
RNECX  0.65  0.14 (0.01)(0.28) 0.69 
(0.72)
 1.70 
(1.22)
 4.17 
RNEAX  0.64  0.14  0.00 (0.30) 0.69 
(0.74)
 1.60 
(1.21)
 4.16 
RNEIX  0.64  0.14  0.00 (0.28) 0.66 
(0.69)
 1.60 
(1.21)
 4.15 
RDMAX  0.49  0.13  0.01 (0.93) 0.31 
(0.60)
 1.25 
(0.74)
 3.42 
RDMIX  0.45  0.05 (0.04) 0.29  0.33 
(0.52)
 1.19 
(0.68)
 2.65 
RDMCX  0.46  0.05 (0.05) 0.28  0.35 
(0.55)
 1.21 
(0.72)
 2.71 
RFXIX  0.07  0.00 (0.49)(0.05) 0.08 
(0.10)
 0.17 
(0.22)
 1.00 
RFXCX  0.07  0.00 (0.47)(0.01) 0.05 
(0.10)
 0.17 
(0.11)
 0.89 
RFXAX  0.07  0.01 (0.57)(0.17) 0.00 
(0.10)
 0.17 
(0.11)
 0.89 
HRSTX  0.04  0.00 (0.59)(0.15) 0.00 
(0.08)
 0.12 
(0.06)
 0.59 

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