Cutler Equity Correlations
| DIVHX Fund | USD 27.39 0.22 0.80% |
The current 90-days correlation between Cutler Equity and Doubleline Emerging Markets is 0.06 (i.e., Significant 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 weak diversification
The correlation between Cutler Equity and DJI is 0.54 (i.e., Very weak 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.
Cutler |
Moving together with Cutler Mutual Fund
| 0.81 | VVIAX | Vanguard Value Index | PairCorr |
| 0.69 | DOXGX | Dodge Cox Stock | PairCorr |
| 0.82 | AFMFX | American Mutual | PairCorr |
| 0.83 | FFMMX | American Funds American | PairCorr |
| 0.83 | FFFMX | American Funds American | PairCorr |
| 0.83 | AMRMX | American Mutual | PairCorr |
| 0.96 | AMFFX | American Mutual | PairCorr |
| 0.96 | AMFCX | American Mutual | PairCorr |
| 0.96 | DODGX | Dodge Stock Fund | PairCorr |
| 0.82 | VIVAX | Vanguard Value Index | PairCorr |
| 0.72 | FTYPX | Fidelity Freedom Index | PairCorr |
| 0.71 | FFBTX | Fidelity Freedom Blend | PairCorr |
| 0.83 | GABFX | Gmo Asset Allocation Steady Growth | PairCorr |
| 0.82 | GQLOX | Gmo Quality Fund | PairCorr |
| 0.85 | GMCQX | Gmo Equity Allocation | PairCorr |
| 0.66 | FGBMX | Fidelity New Markets | PairCorr |
| 0.63 | HIIDX | Harbor Diversified | PairCorr |
| 0.84 | MXDQX | Great West Government | PairCorr |
| 0.74 | MDIOX | Mfs International | PairCorr |
| 0.62 | MDBLX | Massmutual Premier | PairCorr |
| 0.81 | VGCIX | Vanguard Global Credit | PairCorr |
Related Correlations Analysis
| 0.72 | 0.75 | 0.85 | 0.92 | 0.93 | 0.9 | DLENX | ||
| 0.72 | 0.43 | 0.6 | 0.8 | 0.84 | 0.73 | HWDCX | ||
| 0.75 | 0.43 | 0.96 | 0.65 | 0.63 | 0.75 | TSDCX | ||
| 0.85 | 0.6 | 0.96 | 0.77 | 0.78 | 0.84 | BXDCX | ||
| 0.92 | 0.8 | 0.65 | 0.77 | 0.89 | 0.89 | ABNTX | ||
| 0.93 | 0.84 | 0.63 | 0.78 | 0.89 | 0.86 | PACEX | ||
| 0.9 | 0.73 | 0.75 | 0.84 | 0.89 | 0.86 | PRVBX | ||
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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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DLENX | 0.11 | 0.02 | 0.18 | (4.62) | 0.00 | 0.22 | 0.67 | |||
| HWDCX | 0.12 | 0.01 | 0.10 | 0.86 | 0.00 | 0.31 | 0.73 | |||
| TSDCX | 0.05 | 0.01 | 0.00 | (1.62) | 0.00 | 0.11 | 0.66 | |||
| BXDCX | 0.08 | 0.01 | 0.14 | (0.28) | 0.00 | 0.22 | 0.65 | |||
| ABNTX | 0.14 | 0.02 | 0.14 | 0.55 | 0.00 | 0.30 | 0.99 | |||
| PACEX | 0.12 | 0.02 | 0.14 | (1.85) | 0.00 | 0.33 | 0.99 | |||
| PRVBX | 0.10 | 0.01 | 0.14 | (0.54) | 0.00 | 0.25 | 0.58 |