Rational Strategic Correlations

RHSCX Fund

USD 9.43 0.06 0.64%

The current 90-days correlation between Rational Strategic and Vanguard Lifestrategy Moderate is 0.83 (i.e., Very poor diversification). The correlation of Rational Strategic 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.

Rational Strategic Correlation With Market

Very poor diversification

The correlation between Rational Strategic Allocation and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rational Strategic Allocation and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Rational Strategic Allocation. 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 main economic indicators.

Moving together with Rational Mutual Fund

0.61	HRSTX	Rational Real Strategies	Pair Corr
1.0	RHSAX	Rational Strategic	Pair Corr
1.0	RHSIX	Rational Strategic	Pair Corr
0.8	HSUAX	Rational Defensive Growth	Pair Corr
0.81	HBAFX	Rational Strategic	Pair Corr
0.8	HSUTX	Rational Defensive Growth	Pair Corr
0.8	HDCEX	Rational Dividend Capture	Pair Corr
0.8	HDCTX	Rational Dividend Capture	Pair Corr
0.77	PBXIX	Rationalpier 88 Conv	Pair Corr
0.78	PBXCX	Rationalpier 88 Conv	Pair Corr
0.66	BKMIX	Blackrock Multi Asset	Pair Corr
0.76	HBLTX	Hartford Balanced	Pair Corr
0.74	HBLRX	Hartford Balanced	Pair Corr
0.76	HBLSX	Hartford Balanced	Pair Corr
0.77	HBLVX	Hartford Balanced	Pair Corr
0.76	HBLYX	Hartford Balanced	Pair Corr
0.73	HBLCX	Hartford Balanced	Pair Corr
0.76	HBLIX	Hartford Balanced	Pair Corr
0.62	KSCOX	Kinetics Small Cap	Pair Corr
0.61	LSHUX	Horizon Spin Off Steady Growth	Pair Corr
0.62	KSOCX	Kinetics Small Cap	Pair Corr
0.62	KSCYX	Kinetics Small Cap	Pair Corr
0.64	BDJ	Blackrock Enhanced Equity	Pair Corr
0.85	VFIAX	Vanguard 500 Index	Pair Corr
0.85	CII	Blackrock Enhanced	Pair Corr
0.85	VFINX	Vanguard 500 Index	Pair Corr
0.61	TRV	The Travelers Companies Fiscal Year End 17th of January 2025	Pair Corr

Moving against Rational Mutual Fund

0.43	KO	Coca Cola Aggressive Push	Pair Corr
0.42	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.35	PFE	Pfizer Inc Aggressive Push	Pair Corr

Related Correlations Analysis

	VSMGX	VASIX	VASGX	VEXPX
VSMGX		0.37	0.98	0.74	VSMGX
VASIX	0.37		0.16	-0.13	VASIX
VASGX	0.98	0.16		0.82	VASGX
VEXPX	0.74	-0.13	0.82		VEXPX
	VSMGX	VASIX	VASGX	VEXPX

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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

VASGX	+ 0.98	VSMGX
VEXPX	+ 0.82	VASGX
VEXPX	+ 0.74	VSMGX
VASIX	+ 0.37	VSMGX
VASGX	+ 0.16	VASIX

High negative correlations

VEXPX

- 0.13

VASIX

Risk-Adjusted Indicators

There is a big difference between Rational Mutual Fund performing well and Rational Strategic 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 Rational Strategic'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
VSMGX	0.34	(0.02)	(0.19)	0.08	0.37	(0.34)	0.74	(0.71)	1.99
VASIX	0.20	(0.01)	(0.45)	0.06	0.20	(0.23)	0.44	(0.32)	1.15
VASGX	0.43	(0.02)	(0.13)	0.09	0.52	(0.44)	0.94	(0.81)	2.61
VEXPX	0.73	(0.02)	0.00	0.11	0.83	(0.77)	1.61	(1.54)	5.78

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