Conquer Risk Correlations

CRMVX Fund

USD 10.25 0.01 0.1%

The current 90-days correlation between Conquer Risk Managed and Conquer Risk Defensive is 0.14 (i.e., Average diversification). The correlation of Conquer Risk 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.

Conquer Risk Correlation With Market

Average diversification

The correlation between Conquer Risk Managed 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 Conquer Risk Managed and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Conquer Risk Managed. 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 real.

Moving together with Conquer Mutual Fund

0.74	CRDBX	Conquer Risk Defensive	Pair Corr
0.74	CRTOX	Conquer Risk Tactical Steady Growth	Pair Corr
0.86	CRTBX	Conquer Risk Tactical	Pair Corr
0.77	LBNDX	Lord Abbett Bond	Pair Corr
0.64	FSTAX	Fidelity Advisor Str	Pair Corr
0.63	FSRIX	Fidelity Advisor Str	Pair Corr
0.67	MGGYX	Mirova Global Green	Pair Corr
0.68	MGGAX	Mirova Global Green	Pair Corr
0.94	VSMAX	Vanguard Small Cap	Pair Corr
0.76	FBGRX	Fidelity Blue Chip	Pair Corr
0.84	XSIWX	Ing Senior Incm	Pair Corr
0.76	IEOSX	Voya Large Cap	Pair Corr
0.71	CEE	Central Europe Russia	Pair Corr
0.88	HCEGX	Growth Equity	Pair Corr
0.78	ETV	Eaton Vance Tax	Pair Corr
0.61	CLCQX	Columbia Disciplined	Pair Corr
0.74	VRLCX	Voya Large Cap	Pair Corr
0.89	VFIAX	Vanguard 500 Index	Pair Corr
0.79	LGLSX	L Abbett Growth	Pair Corr
0.64	LUSNX	Lord Abbett Ultra	Pair Corr
0.86	CIPSX	Champlain Small Pany	Pair Corr
0.74	MLXAX	Catalyst Mlp Infrast	Pair Corr

Moving against Conquer Mutual Fund

0.49	HLDTX	Hartford Emerging	Pair Corr
0.48	HLDIX	Hartford Emerging	Pair Corr
0.48	HLDRX	Hartford Emerging	Pair Corr
0.48	HLDAX	Hartford Emerging	Pair Corr
0.48	HLDCX	Hartford Emerging	Pair Corr

Related Correlations Analysis

	CRDBX	CRTOX	CRTBX	DCFGX	RDPSX	OGEAX	FDCAX	STCZX	ROGSX
CRDBX		0.94	0.89	0.93	0.87	0.86	0.8	0.89	0.66	CRDBX
CRTOX	0.94		0.92	0.95	0.93	0.9	0.81	0.92	0.68	CRTOX
CRTBX	0.89	0.92		0.89	0.81	0.92	0.9	0.88	0.63	CRTBX
DCFGX	0.93	0.95	0.89		0.86	0.92	0.9	0.95	0.71	DCFGX
RDPSX	0.87	0.93	0.81	0.86		0.8	0.7	0.85	0.58	RDPSX
OGEAX	0.86	0.9	0.92	0.92	0.8		0.91	0.97	0.8	OGEAX
FDCAX	0.8	0.81	0.9	0.9	0.7	0.91		0.87	0.66	FDCAX
STCZX	0.89	0.92	0.88	0.95	0.85	0.97	0.87		0.85	STCZX
ROGSX	0.66	0.68	0.63	0.71	0.58	0.8	0.66	0.85		ROGSX
	CRDBX	CRTOX	CRTBX	DCFGX	RDPSX	OGEAX	FDCAX	STCZX	ROGSX

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Risk-Adjusted Indicators

There is a big difference between Conquer Mutual Fund performing well and Conquer Risk 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 Conquer Risk'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
CRDBX	0.71	0.13	0.09	0.77	0.85	(0.84)	1.40	(1.54)	6.51
CRTOX	0.48	0.17	0.29	2.05	0.00	(0.68)	1.31	(0.75)	4.41
CRTBX	0.46	0.06	0.06	0.53	0.37	(0.60)	1.13	(0.85)	3.74
DCFGX	0.78	0.12	0.06	3.26	1.16	(0.71)	1.42	(1.51)	6.38
RDPSX	0.31	0.11	0.19	1.54	0.00	(0.37)	0.57	(0.56)	2.40
OGEAX	0.53	0.05	0.05	0.09	0.73	(0.54)	1.08	(0.96)	5.48
FDCAX	0.59	0.04	0.01	0.35	0.86	(0.56)	1.10	(1.12)	5.00
STCZX	0.70	0.10	0.07	0.17	0.98	(0.67)	1.49	(1.55)	5.56
ROGSX	0.83	0.05	0.04	0.09	1.21	(0.84)	1.50	(2.23)	6.33

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