Timothy Largemid Correlations

TLVAX Fund

USD 24.01 0.25 1.05%

The current 90-days correlation between Timothy Largemid Cap and Vanguard High Yield Tax Exempt is 0.14 (i.e., Average diversification). The correlation of Timothy Largemid 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 Largemid Correlation With Market

Significant diversification

The correlation between Timothy Largemid Cap Value 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 Largemid Cap Value 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 Largemid Cap Value. 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 Timothy Mutual Fund

0.69	TGCIX	Timothy Plan Growth	Pair Corr
0.84	TGIAX	Timothy Plan Growth	Pair Corr
0.64	TIGIX	Timothy Plan Growth	Pair Corr
0.83	TLVCX	Timothy Largemid Cap	Pair Corr
0.82	TMVIX	Timothy Large/mid-cap	Pair Corr
0.83	TPLNX	Timothy Small Cap	Pair Corr
0.69	TPVIX	Timothy Small Cap	Pair Corr
0.64	TSGCX	Timothy Strategic Growth	Pair Corr
0.74	TSGAX	Timothy Strategic Growth	Pair Corr
0.83	TSVCX	Timothy Plan Small	Pair Corr
0.71	TCGAX	Timothy Servative Growth	Pair Corr
0.61	TCVCX	Timothy Servative Growth	Pair Corr
0.76	VIMAX	Vanguard Mid Cap	Pair Corr
0.77	VIMSX	Vanguard Mid Cap	Pair Corr
0.76	VMCPX	Vanguard Mid Cap	Pair Corr
0.65	VMCIX	Vanguard Mid Cap	Pair Corr

Moving against Timothy Mutual Fund

0.36	TPAIX	Timothy Israel Mon	Pair Corr
0.35	TPCIX	Timothy Israel Mon	Pair Corr
0.33	TICIX	Timothy Israel Mon	Pair Corr
0.31	TPDIX	Timothy Plan Defensive	Pair Corr

Related Correlations Analysis

	VWAHX	RYNCX	OPTCX	MFTTX	REMVX	HDCAX	GQESX	ABVCX
VWAHX		0.7	0.74	0.71	0.93	0.89	0.87	0.77	VWAHX
RYNCX	0.7		0.84	0.7	0.83	0.81	0.85	0.86	RYNCX
OPTCX	0.74	0.84		0.6	0.8	0.78	0.88	0.84	OPTCX
MFTTX	0.71	0.7	0.6		0.71	0.74	0.79	0.63	MFTTX
REMVX	0.93	0.83	0.8	0.71		0.94	0.9	0.84	REMVX
HDCAX	0.89	0.81	0.78	0.74	0.94		0.91	0.71	HDCAX
GQESX	0.87	0.85	0.88	0.79	0.9	0.91		0.84	GQESX
ABVCX	0.77	0.86	0.84	0.63	0.84	0.71	0.84		ABVCX
	VWAHX	RYNCX	OPTCX	MFTTX	REMVX	HDCAX	GQESX	ABVCX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Largemid 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 Largemid'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
VWAHX	0.14	0.06	(0.10)	11.97	0.00	(0.24)	0.48	(0.19)	1.16
RYNCX	0.81	0.02	0.03	0.09	1.20	(0.81)	1.81	(1.77)	5.34
OPTCX	0.18	0.02	(0.22)	0.54	0.00	(0.23)	0.41	(0.30)	1.02
MFTTX	1.10	0.11	0.08	0.18	1.13	(1.33)	2.91	(1.80)	6.72
REMVX	0.64	0.13	0.10	0.29	0.68	(0.72)	1.38	(0.83)	4.64
HDCAX	0.49	0.11	0.04	(5.02)	0.52	(0.53)	1.01	(1.00)	2.95
GQESX	0.57	0.12	0.06	1.30	0.72	(0.57)	1.26	(1.14)	3.44
ABVCX	0.54	0.03	0.03	0.12	0.59	(0.60)	1.23	(1.12)	3.47

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