Thompson Largecap Related Correlations

THPGX Fund

USD 97.45 0.94 0.96%

Generate correlation matrix for Thompson Largecap and other related equities to check the degree to which Thompson Largecap Fund price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Thompson Largecap Fund. To filter out specific equities, please toggle its corresponding legend item. Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Thompson Largecap Fund. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in price.

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Please note, there is a significant difference between Thompson Largecap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Thompson Largecap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Thompson Largecap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	CFIMX	MVALX	MERDX	MUHLX	RYOCX
CFIMX		0.88	0.68	0.92	0.92	CFIMX
MVALX	0.88		0.75	0.89	0.87	MVALX
MERDX	0.68	0.75		0.52	0.79	MERDX
MUHLX	0.92	0.89	0.52		0.8	MUHLX
RYOCX	0.92	0.87	0.79	0.8		RYOCX
	CFIMX	MVALX	MERDX	MUHLX	RYOCX

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Risk-Adjusted Indicators

There is a big difference between Thompson Mutual Fund performing well and Thompson Largecap 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 Thompson Largecap'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
CFIMX	0.64	0.08	0.10	0.13	0.59	(0.67)	1.31	(0.93)	4.96
MVALX	0.75	(0.08)	(0.04)	0.00	1.24	(0.69)	1.24	(2.19)	4.71
MERDX	0.81	(0.11)	0.00	(0.03)	0.00	0.00	1.40	(1.92)	4.52
MUHLX	0.58	0.02	0.03	0.07	0.64	(0.58)	1.20	(1.29)	2.82
RYOCX	0.79	0.02	0.02	0.07	0.88	(0.85)	1.65	(1.65)	4.80

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Thompson Largecap Related Correlations

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