Curasset Capital Correlations
CMBEX Fund | USD 8.79 0.01 0.11% |
The current 90-days correlation between Curasset Capital Man and Calvert Large Cap is -0.17 (i.e., Good diversification). The correlation of Curasset Capital 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.
Curasset Capital Correlation With Market
Average diversification
The correlation between Curasset Capital Management and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Curasset Capital Management and DJI in the same portfolio, assuming nothing else is changed.
Curasset |
Moving together with Curasset Mutual Fund
0.97 | VBTLX | Vanguard Total Bond | PairCorr |
0.99 | VBMFX | Vanguard Total Bond | PairCorr |
0.97 | VBTIX | Vanguard Total Bond | PairCorr |
0.99 | VTBSX | Vanguard Total Bond | PairCorr |
0.99 | VTBIX | Vanguard Total Bond | PairCorr |
0.97 | VTBNX | Vanguard Total Bond | PairCorr |
0.98 | BFAFX | Bond Fund | PairCorr |
0.98 | ABNDX | Bond Fund | PairCorr |
0.98 | BFACX | Bond Fund | PairCorr |
0.98 | FFBOX | American Funds | PairCorr |
Moving against Curasset Mutual Fund
0.34 | MLPNX | Oppenheimer Steelpath Mlp | PairCorr |
0.34 | OSPPX | Oppenheimer Steelpath Mlp | PairCorr |
0.34 | SPMPX | Invesco Steelpath Mlp | PairCorr |
0.33 | MLPLX | Oppenheimer Steelpath Mlp | PairCorr |
0.33 | SPMJX | Invesco Steelpath Mlp | PairCorr |
0.33 | MLPMX | Oppenheimer Steelpath Mlp | PairCorr |
0.77 | HIE | Millerhoward High Income | PairCorr |
0.68 | MWATX | Metropolitan West Alpha | PairCorr |
0.63 | SCFVX | Pgim Securitized Credit | PairCorr |
0.62 | PFRIX | Prudential Floating Rate | PairCorr |
0.55 | FOCPX | Fidelity Otc Portfolio | PairCorr |
0.54 | FSPTX | Technology Portfolio | PairCorr |
0.53 | RSFYX | Victory Floating Rate | PairCorr |
0.5 | DFABX | Dfa Investment Dimensions | PairCorr |
0.47 | 0P0001GXZ7 | Oaktree (lux) | PairCorr |
0.46 | ABRFX | Americafirst Tactical | PairCorr |
0.44 | DLINX | Doubleline Flexible | PairCorr |
0.43 | CISGX | Touchstone Sands Capital | PairCorr |
0.37 | VFIAX | Vanguard 500 Index | PairCorr |
0.36 | CISIX | Calvert Large Cap | PairCorr |
0.35 | CRF | Cornerstone Strategic | PairCorr |
0.32 | RSSYX | Victory Rs Select | PairCorr |
0.85 | UXPIX | Ultrashort International | PairCorr |
0.58 | SRDAX | Stone Ridge Diversified | PairCorr |
0.51 | AAGOX | Alger Large Cap | PairCorr |
0.47 | NFEAX | Columbia Large Cap | PairCorr |
Related Correlations Analysis
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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
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Curasset Mutual Fund performing well and Curasset Capital 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 Curasset Capital'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CMBEX | 0.23 | (0.07) | 0.00 | (1.21) | 0.00 | 0.44 | 1.69 | |||
CMIFX | 0.08 | (0.02) | 0.00 | (1.75) | 0.00 | 0.10 | 1.02 | |||
ADNRX | 1.86 | 0.28 | 0.13 | 35.87 | 1.94 | 3.49 | 15.15 | |||
RYKIX | 1.07 | 0.07 | 0.05 | 0.51 | 1.34 | 2.40 | 14.68 | |||
EKHAX | 0.14 | 0.01 | 0.01 | 0.32 | 0.08 | 0.33 | 1.00 | |||
CISIX | 0.61 | 0.04 | 0.04 | 0.28 | 0.82 | 1.10 | 5.97 | |||
BBBMX | 0.05 | 0.01 | 0.05 | 2.77 | 0.00 | 0.10 | 0.58 | |||
ETV | 0.51 | 0.10 | 0.15 | 1.58 | 0.45 | 1.18 | 3.41 | |||
ABRFX | 1.05 | 0.12 | 0.09 | 1.02 | 1.29 | 2.18 | 8.28 | |||
RPEIX | 0.15 | 0.03 | 0.13 | 1.79 | 0.00 | 0.39 | 0.91 |