Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTSIX Fund  USD 40.40  0.13  0.32%   
The current 90-days correlation between Fuller Thaler Behavioral and American Century Etf is 0.08 (i.e., Significant diversification). The correlation of Fuller Thaler 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.

Fuller Thaler Correlation With Market

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.87 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fuller Thaler Behavioral 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 Fuller Thaler Behavioral. 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 gross domestic product.

Moving together with Fuller Mutual Fund

  0.83FTHNX Fuller Thaler BehavioralPairCorr
  0.83FTHSX Fuller Thaler BehavioralPairCorr
  0.9FTMSX Fuller Thaler BehavioralPairCorr
  0.94FTSAX Fuller Thaler BehavioralPairCorr
  0.87FTVAX Fuller Thaler BehavioralPairCorr
  0.87FTVCX Fuller Thaler BehavioralPairCorr
  0.87FTXFX Fuller Thaler BehavioralPairCorr
  0.87FTVNX Fuller Thaler BehavioralPairCorr
  0.87FTVSX Fuller Thaler BehavioralPairCorr
  0.87FTVZX Fuller Thaler BehavioralPairCorr
  0.91FTZAX Fuller Thaler BehavioralPairCorr
  0.97FTZCX Fuller Thaler BehavioralPairCorr
  0.97FTZIX Fuller Thaler BehavioralPairCorr
  0.87FTXNX Fuller Thaler BehavioralPairCorr
  0.87FTXSX Fuller Thaler BehavioralPairCorr
  0.92VSMAX Vanguard Small CapPairCorr
  0.96VSCIX Vanguard Small CapPairCorr
  0.96VSCPX Vanguard Small CapPairCorr
  0.96NAESX Vanguard Small CapPairCorr
  0.92FSSNX Fidelity Small CapPairCorr
  0.98DFSTX Us Small CapPairCorr
  0.91PASVX T Rowe PricePairCorr
  0.9PRVIX T Rowe PricePairCorr
  0.89TRZVX T Rowe PricePairCorr
  0.91PRSVX T Rowe PricePairCorr
  0.76MXBOX Great West LifetimePairCorr
  0.89ARTNX Artisan Select EquityPairCorr
  0.89KGLCX Kinetics GlobalPairCorr
  0.86NESGX Needham Small CapPairCorr
  0.71IOBZX Icon Bond FundPairCorr
  0.75FECRX First Eagle CreditPairCorr
  0.85GAB Gabelli Equity TrustPairCorr
  0.98PEVAX Pace Smallmedium ValuePairCorr
  0.85VFINX Vanguard 500 IndexPairCorr

Moving against Fuller Mutual Fund

  0.55NHS Neuberger Berman HighPairCorr
  0.51PFHCX Pacific Funds SmallPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Fuller Mutual Fund performing well and Fuller Thaler 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 Fuller Thaler'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.

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