Cullen Small Correlations

CUSCX Fund

USD 10.85 0.10 0.91%

The current 90-days correlation between Cullen Small Cap and Simt Multi Asset Inflation is 0.19 (i.e., Average diversification). The correlation of Cullen Small 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.

Cullen Small Correlation With Market

Very weak diversification

The correlation between Cullen Small Cap and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cullen Small Cap 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 Cullen Small Cap. 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 main economic indicators.

Moving together with Cullen Mutual Fund

1.0	CUSIX	Cullen Small Cap	Pair Corr
1.0	CUSRX	Cullen Small Cap	Pair Corr
0.61	CVLVX	Cullen Value	Pair Corr
0.64	CVLFX	Cullen Value	Pair Corr
0.62	CVLEX	Cullen Value	Pair Corr
0.93	VSIIX	Vanguard Small Cap	Pair Corr
0.93	VISVX	Vanguard Small Cap	Pair Corr
0.95	DFSVX	Us Small Cap	Pair Corr
0.94	DFFVX	Us Targeted Value	Pair Corr
0.91	UBVCX	Undiscovered Managers	Pair Corr
0.91	UBVAX	Undiscovered Managers	Pair Corr
0.91	UBVSX	Undiscovered Managers	Pair Corr
0.96	AVFIX	American Beacon Small	Pair Corr
0.72	SMPIX	Semiconductor Ultrasector	Pair Corr
0.69	SMPSX	Semiconductor Ultrasector	Pair Corr

Moving against Cullen Mutual Fund

0.65	CIHIX	Cullen International High	Pair Corr
0.65	CIHDX	Cullen International High	Pair Corr
0.64	CIHCX	Cullen International High	Pair Corr
0.58	LIFAX	Lord Abbett Inflation	Pair Corr
0.57	NWJJX	Nationwide Highmark Bond	Pair Corr
0.56	BRAMX	Bats Series M	Pair Corr
0.55	TTEEX	T Rowe Price	Pair Corr
0.55	TREMX	T Rowe Price	Pair Corr
0.37	OWCIX	Old Westbury Credit	Pair Corr
0.36	TEDMX	Templeton Developing	Pair Corr
0.35	TEMHX	Tiaa Cref Emerging	Pair Corr

Related Correlations Analysis

	SLFYX	NWXNX	ABNCX	QCILRX	LIFAX	ABNOX	AINGX	APISX
SLFYX		0.92	0.94	0.95	0.97	0.95	0.9	0.97	SLFYX
NWXNX	0.92		0.99	0.99	0.94	0.99	0.97	0.97	NWXNX
ABNCX	0.94	0.99		1.0	0.96	1.0	0.97	0.99	ABNCX
QCILRX	0.95	0.99	1.0		0.96	1.0	0.97	0.99	QCILRX
LIFAX	0.97	0.94	0.96	0.96		0.96	0.92	0.98	LIFAX
ABNOX	0.95	0.99	1.0	1.0	0.96		0.97	0.99	ABNOX
AINGX	0.9	0.97	0.97	0.97	0.92	0.97		0.94	AINGX
APISX	0.97	0.97	0.99	0.99	0.98	0.99	0.94		APISX
	SLFYX	NWXNX	ABNCX	QCILRX	LIFAX	ABNOX	AINGX	APISX

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Risk-Adjusted Indicators

There is a big difference between Cullen Mutual Fund performing well and Cullen Small 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 Cullen Small'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
SLFYX	0.19	0.06	0.55	2.45	0.00	(0.27)	0.50	(0.26)	1.02
NWXNX	0.22	0.02	0.32	1.03	0.15	(0.28)	0.45	(0.34)	1.24
ABNCX	0.16	0.02	0.43	0.73	0.04	(0.20)	0.30	(0.30)	0.90
QCILRX	0.15	0.02	0.45	1.41	0.04	(0.16)	0.32	(0.33)	0.94
LIFAX	0.11	0.02	0.55	1.02	0.00	(0.16)	0.26	(0.17)	0.94
ABNOX	0.16	0.02	0.42	1.06	0.00	(0.20)	0.39	(0.30)	0.89
AINGX	0.21	0.01	0.30	(0.26)	0.17	(0.28)	0.47	(0.39)	1.24
APISX	0.11	0.02	0.59	3.22	0.00	(0.15)	0.19	(0.19)	0.67

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