Cullen Small Correlations

CUSCX Fund

USD 11.98 0.14 1.16%

The current 90-days correlation between Cullen Small Cap and Intermediate Term Bond Fund is 0.04 (i.e., Significant diversification). The correlation of Cullen Small 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.

Cullen Small Correlation With Market

Significant diversification

The correlation between Cullen Small Cap and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cullen Small Cap 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 Cullen Small Cap. 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 private.

Moving together with Cullen Mutual Fund

0.95	CUSIX	Cullen Small Cap	Pair Corr
0.93	CUSRX	Cullen Small Cap	Pair Corr
0.61	UBVCX	Undiscovered Managers	Pair Corr
0.64	UBVAX	Undiscovered Managers	Pair Corr
0.66	UBVSX	Undiscovered Managers	Pair Corr
0.77	MGHRX	Morgan Stanley Insti	Pair Corr
0.74	MBIRX	Morgan Stanley Insight	Pair Corr
0.76	MGRPX	Growth Portfolio Class	Pair Corr
0.74	MCRTX	Morgan Stanley Multi	Pair Corr
0.76	MSGUX	Growth Portfolio Class	Pair Corr
0.73	MSCMX	Morgan Stanley Multi	Pair Corr

Moving against Cullen Mutual Fund

0.38	CEMFX	Cullen Emerging Markets	Pair Corr
0.36	CEMGX	Cullen Emerging Markets	Pair Corr
0.33	CEMDX	Cullen Emerging Markets	Pair Corr
0.65	LROSX	Legg Mason Bw	Pair Corr
0.61	PRPFX	Permanent Portfolio Class	Pair Corr
0.56	QCMMIX	Cref Money Market	Pair Corr
0.45	AMDWX	Amana Developing World	Pair Corr
0.4	PEYAX	Putnam Equity Income	Pair Corr
0.35	DFEVX	Emerging Markets Value	Pair Corr

Related Correlations Analysis

	USIBX	0P000070L2	JAFLX	PCMNX	PRFHX	TFBIX	ELBIX
USIBX		0.67	0.63	0.81	0.82	0.86	0.52	USIBX
0P000070L2	0.67		0.19	0.83	0.74	0.83	0.75	0P000070L2
JAFLX	0.63	0.19		0.44	0.52	0.48	0.11	JAFLX
PCMNX	0.81	0.83	0.44		0.96	0.99	0.7	PCMNX
PRFHX	0.82	0.74	0.52	0.96		0.98	0.54	PRFHX
TFBIX	0.86	0.83	0.48	0.99	0.98		0.65	TFBIX
ELBIX	0.52	0.75	0.11	0.7	0.54	0.65		ELBIX
	USIBX	0P000070L2	JAFLX	PCMNX	PRFHX	TFBIX	ELBIX

Risk-Adjusted Indicators

There is a big difference between Cullen Mutual Fund performing well and Cullen Small 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 Cullen Small'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
USIBX	0.15	(0.01)	(0.34)	(0.25)	0.16	(0.19)	0.32	(0.32)	0.97
0P000070L2	0.03	0.01	0.00	(3.28)	0.00	0.00	0.00	0.00	0.40
JAFLX	0.18	(0.04)	0.00	0.67	0.00	0.00	0.30	(0.30)	2.95
PCMNX	0.06	0.01	(0.50)	1.30	0.00	(0.10)	0.16	(0.08)	0.33
PRFHX	0.11	0.00	(0.35)	0.00	0.00	(0.15)	0.27	(0.18)	0.81
TFBIX	0.09	0.01	(0.36)	(0.84)	0.00	(0.15)	0.30	(0.20)	0.70
ELBIX	0.22	0.01	(0.12)	0.16	0.22	(0.24)	0.42	(0.43)	1.14

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