The Us Correlations

HCUSX Fund

USD 8.34 0.01 0.12%

The current 90-days correlation between Government Fixed and Lord Abbett Short is 0.36 (i.e., Weak diversification). The correlation of The Us 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.

The Us Correlation With Market

Average diversification

The correlation between The Government Fixed and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Government Fixed and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in The Government Fixed. 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 state.

Moving together with The Mutual Fund

0.92	VGTSX	Vanguard Total Inter	Pair Corr
0.92	VTIAX	Vanguard Total Inter	Pair Corr
0.73	GAAVX	Gmo Alternative Allo	Pair Corr
0.96	GABFX	Gmo Asset Allocation	Pair Corr
0.85	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr
0.88	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.67	GE	GE Aerospace Fiscal Year End 28th of January 2025	Pair Corr
0.8	VZ	Verizon Communications Fiscal Year End 28th of January 2025	Pair Corr
0.85	KO	Coca Cola Fiscal Year End 11th of February 2025	Pair Corr
0.66	MCD	McDonalds Fiscal Year End 3rd of February 2025	Pair Corr
0.63	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr

Moving against The Mutual Fund

0.47	VFIAX	Vanguard 500 Index	Pair Corr
0.47	VFINX	Vanguard 500 Index	Pair Corr
0.46	VTSAX	Vanguard Total Stock	Pair Corr
0.46	VITSX	Vanguard Total Stock	Pair Corr
0.44	VFFSX	Vanguard 500 Index	Pair Corr
0.43	VTSMX	Vanguard Total Stock	Pair Corr
0.43	VSTSX	Vanguard Total Stock	Pair Corr
0.43	VSMPX	Vanguard Total Stock	Pair Corr
0.71	CSCO	Cisco Systems	Pair Corr
0.68	JPM	JPMorgan Chase Fiscal Year End 10th of January 2025	Pair Corr
0.57	DIS	Walt Disney Sell-off Trend	Pair Corr
0.53	WMT	Walmart	Pair Corr
0.45	T	ATT Inc Fiscal Year End 22nd of January 2025	Pair Corr
0.41	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr

Related Correlations Analysis

	LSYFX	AGDAX	MFHVX	TAHFX	NMHYX	BXHCX	NEAIX
LSYFX		0.92	0.67	0.88	0.83	0.86	0.77	LSYFX
AGDAX	0.92		0.48	0.76	0.68	0.71	0.79	AGDAX
MFHVX	0.67	0.48		0.66	0.67	0.7	0.55	MFHVX
TAHFX	0.88	0.76	0.66		0.93	0.98	0.63	TAHFX
NMHYX	0.83	0.68	0.67	0.93		0.93	0.65	NMHYX
BXHCX	0.86	0.71	0.7	0.98	0.93		0.61	BXHCX
NEAIX	0.77	0.79	0.55	0.63	0.65	0.61		NEAIX
	LSYFX	AGDAX	MFHVX	TAHFX	NMHYX	BXHCX	NEAIX

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Risk-Adjusted Indicators

There is a big difference between The Mutual Fund performing well and The Us 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 The Us' 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
LSYFX	0.09	(0.01)	(0.10)	(0.18)	0.12	(0.17)	0.20	(0.20)	1.31
AGDAX	0.09	(0.01)	(0.09)	(0.50)	0.11	(0.24)	0.29	(0.29)	1.14
MFHVX	0.10	(0.01)	(0.06)	(0.57)	0.17	(0.15)	0.23	(0.35)	1.17
TAHFX	0.11	(0.02)	0.00	(1.58)	0.00	0.00	0.24	(0.24)	0.97
NMHYX	0.11	(0.02)	0.00	4.36	0.00	0.00	0.12	(0.24)	1.89
BXHCX	0.09	(0.02)	0.00	(0.83)	0.00	0.00	0.12	(0.25)	0.86
NEAIX	1.05	0.06	0.04	0.16	1.18	(1.16)	2.19	(1.59)	8.12

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