Timothy Aggressive Correlations

TAAGX Fund

USD 14.47 0.12 0.84%

The current 90-days correlation between Timothy Aggressive Growth and Timothy Fixed Income is 0.31 (i.e., Weak diversification). The correlation of Timothy Aggressive 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.

Timothy Aggressive Correlation With Market

Significant diversification

The correlation between Timothy Aggressive Growth and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Aggressive Growth and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Aggressive Growth. 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 rate.

Moving together with Timothy Mutual Fund

0.92	TIAGX	Timothy Aggressive Growth	Pair Corr
0.74	TLGCX	Timothy Large/mip-cap	Pair Corr
0.76	TPDAX	Timothy Plan Defensive	Pair Corr
0.76	TPFIX	Timothy Fixed Income	Pair Corr
0.69	TCAGX	Timothy Aggressive Growth	Pair Corr

Moving against Timothy Mutual Fund

0.67	PMBCX	Midcap Fund Class	Pair Corr
0.62	PCBIX	Midcap Fund Institutional	Pair Corr
0.62	PEMGX	Midcap Fund Class	Pair Corr
0.57	TPVIX	Timothy Small Cap	Pair Corr
0.49	TSVCX	Timothy Plan Small	Pair Corr
0.43	TPLNX	Timothy Small Cap	Pair Corr

Related Correlations Analysis

	TFICX	TFIAX	TGCIX	TGIAX	TIAGX	TICIX	TIICX	TIGIX	TISGX	TLGCX
TFICX		0.77	0.07	0.05	0.43	0.49	0.31	0.15	0.11	0.31	TFICX
TFIAX	0.77		-0.03	0.04	0.5	0.53	0.25	0.05	0.16	0.31	TFIAX
TGCIX	0.07	-0.03		0.83	-0.14	-0.28	0.68	0.99	0.29	0.14	TGCIX
TGIAX	0.05	0.04	0.83		-0.04	-0.17	0.64	0.83	0.54	0.35	TGIAX
TIAGX	0.43	0.5	-0.14	-0.04		0.57	0.54	-0.08	0.39	0.65	TIAGX
TICIX	0.49	0.53	-0.28	-0.17	0.57		0.04	-0.2	0.17	0.25	TICIX
TIICX	0.31	0.25	0.68	0.64	0.54	0.04		0.69	0.54	0.61	TIICX
TIGIX	0.15	0.05	0.99	0.83	-0.08	-0.2	0.69		0.29	0.15	TIGIX
TISGX	0.11	0.16	0.29	0.54	0.39	0.17	0.54	0.29		0.7	TISGX
TLGCX	0.31	0.31	0.14	0.35	0.65	0.25	0.61	0.15	0.7		TLGCX
	TFICX	TFIAX	TGCIX	TGIAX	TIAGX	TICIX	TIICX	TIGIX	TISGX	TLGCX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TIGIX	+ 0.99	TGCIX
TGIAX	+ 0.83	TGCIX
TIGIX	+ 0.83	TGIAX
TFIAX	+ 0.77	TFICX
TLGCX	+ 0.7	TISGX
TIGIX	+ 0.69	TIICX

High negative correlations

TICIX	- 0.28	TGCIX
TIGIX	- 0.2	TICIX
TICIX	- 0.17	TGIAX
TIAGX	- 0.14	TGCIX
TIGIX	- 0.08	TIAGX
TIAGX	- 0.04	TGIAX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Aggressive 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 Timothy Aggressive'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
TFICX	0.16	0.00	(0.32)	0.37	0.14	(0.20)	0.34	(0.34)	0.91
TFIAX	0.16	0.01	(0.29)	0.16	0.05	(0.21)	0.33	(0.22)	1.09
TGCIX	0.28	(0.03)	(0.20)	(0.01)	0.34	(0.33)	0.66	(0.57)	1.60
TGIAX	0.26	(0.01)	(0.21)	(0.05)	0.31	(0.33)	0.54	(0.63)	1.55
TIAGX	0.95	0.07	0.06	0.14	1.10	(1.11)	1.92	(1.93)	5.30
TICIX	0.90	0.11	0.06	0.27	0.97	(0.93)	2.06	(1.59)	6.14
TIICX	0.32	(0.01)	(0.10)	0.06	0.36	(0.33)	0.72	(0.64)	1.81
TIGIX	0.26	(0.02)	(0.22)	(0.08)	0.32	(0.32)	0.54	(0.62)	1.61
TISGX	0.40	0.01	(0.11)	2.50	0.48	(0.44)	0.94	(0.76)	2.44
TLGCX	0.74	0.04	(0.03)	0.54	0.99	(0.77)	1.53	(1.70)	4.56

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