Cullen Value Correlations

CVLFX Fund

USD 13.58 0.06 0.44%

The correlation of Cullen Value 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.

Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Cullen Mutual Fund

0.97	VVIAX	Vanguard Value Index	Pair Corr
0.91	DOXGX	Dodge Cox Stock	Pair Corr
0.9	FFFMX	American Funds American	Pair Corr
0.9	AMFFX	American Mutual	Pair Corr
0.9	AMFCX	American Mutual	Pair Corr
0.65	BAC	Bank of America	Pair Corr
0.65	GE	GE Aerospace	Pair Corr
0.61	HD	Home Depot	Pair Corr
0.85	JPM	JPMorgan Chase	Pair Corr
0.67	WMT	Walmart	Pair Corr

Moving against Cullen Mutual Fund

0.59	USPSX	Profunds Ultrashort	Pair Corr
0.59	USPIX	Profunds Ultrashort	Pair Corr
0.49	MRK	Merck Company	Pair Corr

Related Correlations Analysis

	GRHAX	IGNAX	VENAX	TMCLX	HNRGX	SEPIX
GRHAX		0.92	0.78	0.77	0.81	0.75	GRHAX
IGNAX	0.92		0.84	0.84	0.87	0.84	IGNAX
VENAX	0.78	0.84		0.92	0.99	0.93	VENAX
TMCLX	0.77	0.84	0.92		0.92	0.89	TMCLX
HNRGX	0.81	0.87	0.99	0.92		0.95	HNRGX
SEPIX	0.75	0.84	0.93	0.89	0.95		SEPIX
	GRHAX	IGNAX	VENAX	TMCLX	HNRGX	SEPIX

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Risk-Adjusted Indicators

There is a big difference between Cullen Mutual Fund performing well and Cullen Value 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 Value'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
GRHAX	1.14	0.12	0.07	0.15	1.75	(1.10)	2.46	(2.82)	8.53
IGNAX	0.88	0.09	0.08	0.08	1.10	(1.00)	1.67	(1.96)	5.39
VENAX	0.95	0.16	0.11	0.20	1.35	(0.92)	2.08	(2.19)	6.05
TMCLX	0.97	0.14	0.11	0.17	1.16	(1.11)	1.76	(1.86)	6.34
HNRGX	0.84	0.15	0.12	0.21	1.19	(0.83)	1.80	(1.95)	5.81
SEPIX	0.70	0.12	0.14	0.15	0.79	(0.79)	1.44	(1.56)	4.34

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Cullen Value Correlations

Moving together with Cullen Mutual Fund

Moving against Cullen Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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