Atac Inflation Correlations

ATACX Fund

USD 38.61 0.29 0.75%

The current 90-days correlation between Atac Inflation Rotation and The Biondo Focus is 0.28 (i.e., Modest diversification). The correlation of Atac Inflation 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.

Atac Inflation Correlation With Market

Very weak diversification

The correlation between Atac Inflation Rotation and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Atac Inflation Rotation and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Atac Inflation Rotation. 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 services.

Moving together with Atac Mutual Fund

1.0

ATCIX

Atac Inflation Rotation Potential Growth

Pair Corr

Moving against Atac Mutual Fund

0.33	TTEEX	T Rowe Price	Pair Corr
0.33	TREMX	T Rowe Price	Pair Corr
0.31	PALPX	Pimco All Asset	Pair Corr
0.66	RFXAX	Rational Special Sit	Pair Corr
0.55	EEIIX	Eaton Vance Emerging	Pair Corr
0.53	SWSBX	Schwab Short Term	Pair Corr
0.52	GIOPX	Guggenheim Macro Opp	Pair Corr
0.49	FNMIX	Fidelity New Markets	Pair Corr
0.46	CEE	Central Europe Russia	Pair Corr
0.46	GAB	Gabelli Equity Trust	Pair Corr
0.45	PYCEX	Payden Emerging Markets	Pair Corr
0.45	RYMPX	Precious Metals Downward Rally	Pair Corr
0.43	EPGFX	Europac Gold	Pair Corr
0.43	TFBYX	American Beacon Twen	Pair Corr
0.41	DRGYX	Dreyfus Strategic Value	Pair Corr

Related Correlations Analysis

	BFONX	OTPSX	WMKTX	FFBFX	LOGSX	JLGAX	TRARX	IICAX	JUCIX	JUCSX
BFONX		0.4	0.16	0.4	0.65	-0.53	-0.15	0.8	0.83	0.82	BFONX
OTPSX	0.4		0.64	0.16	0.18	0.3	0.31	0.66	0.37	0.37	OTPSX
WMKTX	0.16	0.64		0.04	0.12	0.58	0.53	0.45	0.24	0.24	WMKTX
FFBFX	0.4	0.16	0.04		-0.2	-0.37	-0.19	0.64	0.01	0.04	FFBFX
LOGSX	0.65	0.18	0.12	-0.2		-0.37	-0.09	0.41	0.85	0.83	LOGSX
JLGAX	-0.53	0.3	0.58	-0.37	-0.37		0.58	-0.25	-0.35	-0.35	JLGAX
TRARX	-0.15	0.31	0.53	-0.19	-0.09	0.58		-0.04	0.02	0.0	TRARX
IICAX	0.8	0.66	0.45	0.64	0.41	-0.25	-0.04		0.6	0.61	IICAX
JUCIX	0.83	0.37	0.24	0.01	0.85	-0.35	0.02	0.6		0.99	JUCIX
JUCSX	0.82	0.37	0.24	0.04	0.83	-0.35	0.0	0.61	0.99		JUCSX
	BFONX	OTPSX	WMKTX	FFBFX	LOGSX	JLGAX	TRARX	IICAX	JUCIX	JUCSX

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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

JUCSX	+ 0.99	JUCIX
JUCIX	+ 0.85	LOGSX
JUCIX	+ 0.83	BFONX
JUCSX	+ 0.83	LOGSX
JUCSX	+ 0.82	BFONX
IICAX	+ 0.8	BFONX

High negative correlations

JLGAX	- 0.53	BFONX
JLGAX	- 0.37	LOGSX
JLGAX	- 0.37	FFBFX
JUCSX	- 0.35	JLGAX
JUCIX	- 0.35	JLGAX
IICAX	- 0.25	JLGAX

Risk-Adjusted Indicators

There is a big difference between Atac Mutual Fund performing well and Atac Inflation 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 Atac Inflation'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
BFONX	1.00	0.26	0.23	0.34	0.70	(1.20)	1.86	(1.73)	14.68
OTPSX	0.80	(0.05)	(0.03)	0.03	1.25	(0.76)	1.80	(2.06)	4.68
WMKTX	0.47	(0.05)	(0.08)	0.00	0.90	(0.45)	0.83	(0.84)	5.47
FFBFX	1.22	(0.14)	0.00	(0.01)	0.00	0.00	2.49	(3.18)	7.60
LOGSX	0.61	0.16	0.17	0.36	0.48	(0.72)	1.56	(1.14)	3.83
JLGAX	1.34	(0.43)	0.00	(0.19)	0.00	0.00	1.83	(2.25)	27.46
TRARX	0.29	(0.08)	0.00	(0.28)	0.00	0.00	0.49	(0.41)	6.02
IICAX	0.51	(0.02)	(0.04)	0.06	0.67	(0.53)	1.15	(1.09)	2.74
JUCIX	0.07	0.01	(0.20)	0.64	0.00	(0.24)	0.22	(0.11)	1.64
JUCSX	0.08	0.01	(0.18)	0.47	0.00	(0.26)	0.33	(0.11)	1.75

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