Crm Mid Correlations
| CRIMX Fund | USD 21.95 0.27 1.25% |
The current 90-days correlation between Crm Mid Cap and Crm All Cap is 0.97 (i.e., Almost no diversification). The correlation of Crm Mid 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.
Crm Mid Correlation With Market
Poor diversification
The correlation between Crm Mid Cap and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Crm Mid Cap and DJI in the same portfolio, assuming nothing else is changed.
Crm |
Moving together with Crm Mutual Fund
| 0.98 | CRIEX | Crm All Cap | PairCorr |
| 0.91 | CRIAX | Crm Smallmid Cap | PairCorr |
| 0.93 | CRISX | Crm Small Cap | PairCorr |
| 0.79 | CRIHX | Crm Longshort Opport | PairCorr |
| 1.0 | CRMMX | Crm Mid Cap | PairCorr |
| 0.98 | CRMEX | Crm All Cap | PairCorr |
| 0.91 | CRMAX | Crm Smallmid Cap | PairCorr |
| 0.93 | CRMSX | Crm Small Cap | PairCorr |
| 0.76 | VIMAX | Vanguard Mid Cap | PairCorr |
| 0.76 | VIMSX | Vanguard Mid Cap | PairCorr |
| 0.76 | VMCPX | Vanguard Mid Cap | PairCorr |
| 0.77 | VMCIX | Vanguard Mid Cap | PairCorr |
| 0.7 | VEXAX | Vanguard Extended Market | PairCorr |
| 0.7 | VEMPX | Vanguard Extended Market | PairCorr |
| 0.7 | VIEIX | Vanguard Extended Market | PairCorr |
| 0.7 | VSEMX | Vanguard Extended Market | PairCorr |
| 0.7 | VEXMX | Vanguard Extended Market | PairCorr |
| 0.7 | FSMAX | Fidelity Extended Market | PairCorr |
| 0.68 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.67 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.68 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.71 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.71 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.71 | VITSX | Vanguard Total Stock | PairCorr |
| 0.67 | VFINX | Vanguard 500 Index | PairCorr |
| 0.7 | VFFSX | Vanguard 500 Index | PairCorr |
Moving against Crm Mutual Fund
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Crm Mutual Fund performing well and Crm Mid 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 Crm Mid'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CRIEX | 0.95 | (0.07) | 0.00 | (0.15) | 0.00 | 1.62 | 4.92 | |||
| CRIAX | 0.92 | (0.15) | 0.00 | (0.23) | 0.00 | 1.48 | 4.29 | |||
| CRISX | 0.92 | (0.15) | 0.00 | (0.23) | 0.00 | 1.51 | 4.80 | |||
| CRIMX | 0.83 | (0.06) | 0.00 | (0.13) | 0.00 | 1.35 | 3.98 | |||
| CRIHX | 0.65 | (0.19) | 0.00 | 1.74 | 0.00 | 0.86 | 3.39 | |||
| CRMMX | 0.83 | (0.06) | 0.00 | (0.13) | 0.00 | 1.34 | 3.97 | |||
| CRMEX | 0.95 | (0.08) | 0.00 | (0.15) | 0.00 | 1.69 | 4.83 | |||
| CRMAX | 0.93 | (0.15) | 0.00 | (0.23) | 0.00 | 1.47 | 4.27 | |||
| CRMSX | 0.92 | (0.15) | 0.00 | (0.23) | 0.00 | 1.56 | 4.74 |