Future Fund Correlations

FFND Etf

USD 25.98 0.33 1.25%

The current 90-days correlation between Future Fund and AdvisorShares Gerber Kawasaki is 0.86 (i.e., Very poor diversification). The correlation of Future Fund 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.

Future Fund Correlation With Market

Average diversification

The correlation between The Future Fund 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 The Future Fund 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 The Future Fund. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Future Etf

0.94	VUG	Vanguard Growth Index	Pair Corr
0.93	IWF	iShares Russell 1000	Pair Corr
0.92	IVW	iShares SP 500	Pair Corr
0.92	SPYG	SPDR Portfolio SP	Pair Corr
0.94	IUSG	iShares Core SP	Pair Corr
0.94	VONG	Vanguard Russell 1000	Pair Corr
0.92	MGK	Vanguard Mega Cap	Pair Corr
0.94	VRGWX	Vanguard Russell 1000	Pair Corr
0.93	QQQM	Invesco NASDAQ 100	Pair Corr
0.9	IWY	iShares Russell Top	Pair Corr
0.97	VTI	Vanguard Total Stock	Pair Corr
0.96	SPY	SPDR SP 500	Pair Corr
0.96	IVV	iShares Core SP	Pair Corr
0.77	VO	Vanguard Mid Cap	Pair Corr
0.85	VB	Vanguard Small Cap	Pair Corr
0.89	BAC	Bank of America Aggressive Push	Pair Corr
0.91	WMT	Walmart	Pair Corr
0.84	T	ATT Inc Fiscal Year End 22nd of January 2025	Pair Corr
0.9	CSCO	Cisco Systems	Pair Corr

Moving against Future Etf

0.59	VEA	Vanguard FTSE Developed	Pair Corr
0.31	BND	Vanguard Total Bond	Pair Corr
0.83	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.81	KO	Coca Cola Fiscal Year End 11th of February 2025	Pair Corr
0.78	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.7	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.52	GE	GE Aerospace Sell-off Trend	Pair Corr
0.51	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr
0.4	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.31	VZ	Verizon Communications Fiscal Year End 28th of January 2025	Pair Corr

Related Correlations Analysis

	GK	GTEK	VCAR	AMOM	PP
GK		0.92	0.58	0.92	0.06	GK
GTEK	0.92		0.62	0.93	0.0	GTEK
VCAR	0.58	0.62		0.75	-0.42	VCAR
AMOM	0.92	0.93	0.75		-0.14	AMOM
PP	0.06	0.0	-0.42	-0.14		PP
	GK	GTEK	VCAR	AMOM	PP

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

AMOM	+ 0.93	GTEK
GTEK	+ 0.92	GK
AMOM	+ 0.92	GK
AMOM	+ 0.75	VCAR
VCAR	+ 0.62	GTEK
VCAR	+ 0.58	GK

High negative correlations

PP	- 0.42	VCAR
PP	- 0.14	AMOM
PP	- 0.0	GTEK

Future Fund Constituents Risk-Adjusted Indicators

There is a big difference between Future Etf performing well and Future Fund ETF 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 Future Fund'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
GK	0.70	0.07	0.04	0.72	1.10	(0.66)	1.23	(1.34)	4.93
GTEK	0.94	0.13	0.09	0.50	1.10	(0.95)	1.93	(1.84)	7.14
VCAR	4.03	1.34	0.30	(0.98)	3.29	(4.51)	10.22	(4.79)	31.90
AMOM	1.07	0.15	0.09	0.45	1.37	(1.07)	2.50	(1.99)	7.55
PP	0.98	(0.16)	0.00	(0.55)	0.00	0.00	2.28	(2.09)	9.37

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