Value Line Correlations

VLLIX Fund

USD 41.44 1.13 2.65%

The current 90-days correlation between Value Line Larger and Us Government Securities is -0.04 (i.e., Good diversification). The correlation of Value Line 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.

Value Line Correlation With Market

Very good diversification

The correlation between Value Line Larger and DJI is -0.28 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Value Line Larger 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 Value Line Larger. 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.

For more information on how to buy Value Mutual Fund please use our How to Invest in Value Line guide.

Moving together with Value Mutual Fund

0.82

VIGAX

Vanguard Growth Index

Pair Corr

Moving against Value Mutual Fund

0.52	VLEIX	Value Line Small	Pair Corr
0.52	VLEOX	Value Line Small	Pair Corr
0.45	VLAAX	Value Line Asset	Pair Corr
0.45	VLAIX	Value Line Asset	Pair Corr
0.45	AGTHX	Growth Fund	Pair Corr
0.44	VALSX	Value Line Premier	Pair Corr
0.42	GFACX	Growth Fund	Pair Corr
0.41	CGFCX	Growth Fund	Pair Corr
0.4	VLMIX	Value Line Mid	Pair Corr
0.4	GFAFX	Growth Fund	Pair Corr
0.4	FAFGX	American Funds	Pair Corr
0.4	FFAFX	American Funds	Pair Corr
0.4	CGFFX	Growth Fund	Pair Corr
0.4	CGFAX	Growth Fund	Pair Corr
0.59	PFNUX	Pimco Dynamic Bond	Pair Corr
0.55	MXINX	Great-west International	Pair Corr
0.54	VTISX	Vanguard Total Inter	Pair Corr
0.54	DNMIX	Dreyfus New Jersey	Pair Corr
0.52	VTSNX	Vanguard Total Inter	Pair Corr
0.52	VTPSX	Vanguard Total Inter	Pair Corr
0.5	DFUKX	United Kingdom Small	Pair Corr
0.47	THRLX	Thornburg Limited Term	Pair Corr
0.45	FSYRX	Fidelity Sustainable	Pair Corr
0.44	RLLGX	Smallcap World	Pair Corr
0.41	SCICX	Columbia Seligman	Pair Corr
0.4	CGFEX	Growth Fund	Pair Corr
0.35	LIJIX	Blackrock Lifepath Idx	Pair Corr
0.32	RPTTX	T Rowe Price	Pair Corr

Related Correlations Analysis

	RGVJX	RYAQX	USGFX	UGSFX
RGVJX		0.39	0.98	0.99	RGVJX
RYAQX	0.39		0.45	0.37	RYAQX
USGFX	0.98	0.45		0.98	USGFX
UGSFX	0.99	0.37	0.98		UGSFX
	RGVJX	RYAQX	USGFX	UGSFX

Risk-Adjusted Indicators

There is a big difference between Value Mutual Fund performing well and Value Line 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 Value Line'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
RGVJX	0.13	0.00	(0.24)	(0.13)	0.13	(0.16)	0.25	(0.25)	0.75
RYAQX	0.41	0.09	0.09	(0.80)	0.25	(0.46)	1.00	(0.61)	2.02
USGFX	0.13	(0.01)	(0.27)	(0.12)	0.13	(0.15)	0.25	(0.25)	0.66
UGSFX	0.13	(0.01)	(0.25)	(0.18)	0.13	(0.16)	0.25	(0.25)	0.66

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