Cullen Small Correlations

CUSIX Fund

USD 13.82 0.26 1.92%

The current 90-days correlation between Cullen Small Cap and Mfs Technology Fund is 0.05 (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

Good diversification

The correlation between Cullen Small Cap and DJI is -0.12 (i.e., Good 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 gross domestic product.

Moving together with Cullen Mutual Fund

1.0	CUSCX	Cullen Small Cap Steady Growth	Pair Corr
0.95	CUSRX	Cullen Small Cap Steady Growth	Pair Corr
0.97	CVLVX	Cullen Value	Pair Corr
0.97	CVLEX	Cullen Value	Pair Corr
0.96	CEMGX	Cullen Emerging Markets	Pair Corr
0.96	CEMFX	Cullen Emerging Markets	Pair Corr
0.96	CEMDX	Cullen Emerging Markets	Pair Corr
0.94	ENHRX	Cullen Enhanced Equity	Pair Corr
0.94	ENHNX	Cullen Enhanced Equity	Pair Corr
0.94	ENHCX	Cullen Enhanced Equity	Pair Corr
0.94	CHDVX	Cullen High Dividend	Pair Corr
0.97	CHVCX	Cullen High Dividend	Pair Corr
0.86	CIHIX	Cullen International High	Pair Corr
0.87	CIHCX	Cullen International High	Pair Corr
0.95	VISVX	Vanguard Small Cap	Pair Corr
0.9	PCF	Putnam High Income	Pair Corr
0.91	TLIEX	T Rowe Price	Pair Corr
0.83	JNVIX	Jensen Quality Value	Pair Corr
0.86	CINCX	Calvert Income	Pair Corr
0.71	FPPXX	First American Funds	Pair Corr
0.93	CCATX	American Funds 2010	Pair Corr

Moving against Cullen Mutual Fund

0.34

XPPRX

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Pair Corr

Related Correlations Analysis

	MTCCX	BSTSX	CMTFX	ICTEX	JNGTX
MTCCX		0.98	0.98	0.97	0.98	MTCCX
BSTSX	0.98		0.97	0.97	0.97	BSTSX
CMTFX	0.98	0.97		0.97	1.0	CMTFX
ICTEX	0.97	0.97	0.97		0.97	ICTEX
JNGTX	0.98	0.97	1.0	0.97		JNGTX
	MTCCX	BSTSX	CMTFX	ICTEX	JNGTX

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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
MTCCX	0.84	0.20	0.21	0.38	0.44	(1.03)	2.49	(1.15)	6.09
BSTSX	0.97	0.18	0.12	0.37	0.95	(1.12)	2.44	(1.42)	8.79
CMTFX	0.95	0.42	0.22	(6.92)	0.67	(1.15)	2.56	(1.49)	6.59
ICTEX	0.90	0.30	0.09	(1.44)	0.75	(1.05)	2.48	(1.79)	5.89
JNGTX	0.86	0.41	0.22	(9.88)	0.57	(1.02)	2.30	(1.33)	5.89

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