Cutler Equity Correlations

DIVHX Fund

USD 27.00 0.10 0.37%

The current 90-days correlation between Cutler Equity and Artisan High Income is -0.05 (i.e., Good diversification). The correlation of Cutler Equity 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.

Cutler Equity Correlation With Market

Very poor diversification

The correlation between Cutler Equity and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cutler Equity and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Cutler Equity. 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 rate.

Moving together with Cutler Mutual Fund

0.96	VVIAX	Vanguard Value Index	Pair Corr
0.97	DOXGX	Dodge Cox Stock	Pair Corr
0.95	AFMFX	American Mutual	Pair Corr
0.95	FFMMX	American Funds American	Pair Corr
0.95	FFFMX	American Funds American	Pair Corr
0.95	AMRMX	American Mutual	Pair Corr
0.95	AMFFX	American Mutual	Pair Corr
0.81	AMFCX	American Mutual	Pair Corr
0.97	DODGX	Dodge Stock Fund	Pair Corr
0.96	VIVAX	Vanguard Value Index	Pair Corr
0.88	FTYPX	Fidelity Freedom Index	Pair Corr
0.87	FFBTX	Fidelity Freedom Blend	Pair Corr
0.88	GQLOX	Gmo Quality Fund	Pair Corr
0.7	GHVIX	Gmo High Yield	Pair Corr
0.8	PCCFX	Prudential Income Builder	Pair Corr
0.86	THYAX	High Yield Fund	Pair Corr
0.63	XSWZX	Swiss Helvetia	Pair Corr
0.67	WMRIX	Wilmington Multi-manager	Pair Corr
0.89	JULMX	Multimanager Lifestyle	Pair Corr

Moving against Cutler Mutual Fund

0.62

ABQYX

Ab Intermediate Bond

Pair Corr

Related Correlations Analysis

	ARTFX	SGYAX	BXHCX	TBHDX	TAHFX	GUCPX	ATPAX
ARTFX		0.94	0.98	0.67	0.91	0.79	0.98	ARTFX
SGYAX	0.94		0.92	0.68	0.95	0.79	0.91	SGYAX
BXHCX	0.98	0.92		0.62	0.93	0.75	0.97	BXHCX
TBHDX	0.67	0.68	0.62		0.52	0.9	0.68	TBHDX
TAHFX	0.91	0.95	0.93	0.52		0.63	0.9	TAHFX
GUCPX	0.79	0.79	0.75	0.9	0.63		0.79	GUCPX
ATPAX	0.98	0.91	0.97	0.68	0.9	0.79		ATPAX
	ARTFX	SGYAX	BXHCX	TBHDX	TAHFX	GUCPX	ATPAX

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Risk-Adjusted Indicators

There is a big difference between Cutler Mutual Fund performing well and Cutler Equity 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 Cutler Equity'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
ARTFX	0.13	(0.01)	0.35	0.12	0.12	(0.20)	0.44	(0.22)	0.89
SGYAX	0.16	0.01	0.31	0.07	0.11	(0.26)	0.56	(0.28)	1.57
BXHCX	0.13	(0.01)	0.26	0.19	0.16	(0.19)	0.37	(0.37)	1.00
TBHDX	0.55	0.12	0.24	0.28	0.54	(0.66)	1.29	(1.26)	4.47
TAHFX	0.16	0.00	0.25	(0.09)	0.19	(0.22)	0.49	(0.25)	1.24
GUCPX	0.17	0.02	0.51	(0.44)	0.00	(0.21)	0.40	(0.30)	1.09
ATPAX	0.13	(0.01)	0.30	0.10	0.12	(0.24)	0.37	(0.25)	1.12

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