Matthew 25 Correlations

MXXVX Fund

USD 31.40 0.05 0.16%

The current 90-days correlation between Matthew 25 Fund and Buffalo Emerging Opportunities is -0.08 (i.e., Good diversification). The correlation of Matthew 25 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.

Matthew 25 Correlation With Market

Poor diversification

The correlation between Matthew 25 Fund and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Matthew 25 Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Matthew 25 Fund. 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 real.

Moving together with Matthew Mutual Fund

0.68	VTSAX	Vanguard Total Stock	Pair Corr
0.68	VFIAX	Vanguard 500 Index	Pair Corr
0.68	VTSMX	Vanguard Total Stock	Pair Corr
0.77	VITSX	Vanguard Total Stock	Pair Corr
0.77	VSMPX	Vanguard Total Stock	Pair Corr
0.68	VSTSX	Vanguard Total Stock	Pair Corr
0.77	VFINX	Vanguard 500 Index	Pair Corr
0.77	VFFSX	Vanguard 500 Index	Pair Corr
0.71	VINIX	Vanguard Institutional	Pair Corr
0.71	VIIIX	Vanguard Institutional	Pair Corr

Moving against Matthew Mutual Fund

0.59	PDBAX	Prudential Total Return	Pair Corr
0.58	SAMFX	Ridgeworth Seix Total	Pair Corr
0.55	GIBLX	Guggenheim Total Return	Pair Corr
0.54	PACEX	T Rowe Price	Pair Corr
0.46	NCMFX	Virtus Multi Sector	Pair Corr
0.42	PEFPX	Pimco Em Fundamental	Pair Corr
0.41	ETSIX	Eaton Vance Short	Pair Corr
0.33	HBLSX	Hartford Balanced	Pair Corr
0.32	FITFX	Fidelity Flex Intern	Pair Corr
0.31	GGRPX	Goldman Sachs Modity	Pair Corr
0.72	MWLIX	Metropolitan West Low	Pair Corr
0.61	DBLGX	Doubleline Global Bond	Pair Corr
0.56	FXNAX	Fidelity Bond Index	Pair Corr
0.55	BMOAX	Blackrock Bond Index	Pair Corr

Related Correlations Analysis

	BUFOX	SMVLX	HDPSX	YAFFX	SSSFX
BUFOX		0.9	0.71	0.31	0.65	BUFOX
SMVLX	0.9		0.81	0.41	0.77	SMVLX
HDPSX	0.71	0.81		0.23	0.98	HDPSX
YAFFX	0.31	0.41	0.23		0.27	YAFFX
SSSFX	0.65	0.77	0.98	0.27		SSSFX
	BUFOX	SMVLX	HDPSX	YAFFX	SSSFX

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Risk-Adjusted Indicators

There is a big difference between Matthew Mutual Fund performing well and Matthew 25 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 Matthew 25'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
BUFOX	0.84	(0.21)	0.00	1.67	0.00	0.00	1.58	(2.12)	4.39
SMVLX	0.79	(0.05)	0.00	(0.13)	0.00	0.00	1.31	(1.85)	3.48
HDPSX	1.11	(0.09)	0.00	(0.15)	0.00	0.00	1.63	(3.32)	5.39
YAFFX	0.54	0.05	0.14	0.04	0.60	(0.58)	1.02	(0.90)	2.52
SSSFX	0.92	(0.12)	0.00	(0.20)	0.00	0.00	1.67	(2.49)	5.23

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