Matson Money Correlations

FMVUX Fund

USD 32.57 0.12 0.37%

The current 90-days correlation between Matson Money Equity and Franklin Moderate Allocation is -0.05 (i.e., Good diversification). The correlation of Matson Money 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.

Matson Money Correlation With Market

Very poor diversification

The correlation between Matson Money Equity and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Matson Money Equity and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Matson Money Equity. 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 employment.

Moving together with Matson Mutual Fund

0.83	VTSAX	Vanguard Total Stock	Pair Corr
0.98	VFIAX	Vanguard 500 Index	Pair Corr
0.82	VTSMX	Vanguard Total Stock	Pair Corr
0.99	VITSX	Vanguard Total Stock	Pair Corr
0.82	VSTSX	Vanguard Total Stock	Pair Corr
0.82	VSMPX	Vanguard Total Stock	Pair Corr
0.98	VFINX	Vanguard 500 Index	Pair Corr
0.82	VFFSX	Vanguard 500 Index	Pair Corr
0.81	VGTSX	Vanguard Total Inter	Pair Corr
0.81	VTIAX	Vanguard Total Inter	Pair Corr
0.68	NHS	Neuberger Berman High	Pair Corr
0.7	AA	Alcoa Corp	Pair Corr
0.73	CSCO	Cisco Systems	Pair Corr
0.69	IBM	International Business Earnings Call This Week	Pair Corr
0.62	DIS	Walt Disney	Pair Corr
0.68	CVX	Chevron Corp	Pair Corr
0.72	CAT	Caterpillar	Pair Corr
0.65	MSFT	Microsoft	Pair Corr

Moving against Matson Mutual Fund

0.43

Coca Cola Earnings Call This Week

Pair Corr

Related Correlations Analysis

	FMTIX	GMCQX	TRSAX	AMONX	WMFFX	GGRYX	LGPSX	OWLSX
FMTIX		0.99	0.56	0.6	0.86	0.54	0.63	1.0	FMTIX
GMCQX	0.99		0.55	0.58	0.85	0.52	0.62	0.99	GMCQX
TRSAX	0.56	0.55		0.98	0.67	0.99	0.99	0.56	TRSAX
AMONX	0.6	0.58	0.98		0.66	0.98	1.0	0.59	AMONX
WMFFX	0.86	0.85	0.67	0.66		0.65	0.69	0.85	WMFFX
GGRYX	0.54	0.52	0.99	0.98	0.65		0.98	0.53	GGRYX
LGPSX	0.63	0.62	0.99	1.0	0.69	0.98		0.63	LGPSX
OWLSX	1.0	0.99	0.56	0.59	0.85	0.53	0.63		OWLSX
	FMTIX	GMCQX	TRSAX	AMONX	WMFFX	GGRYX	LGPSX	OWLSX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Matson Mutual Fund performing well and Matson Money 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 Matson Money'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
FMTIX	0.35	0.18	0.09	(7.47)	0.00	(0.43)	1.23	(0.51)	2.41
GMCQX	0.62	0.33	0.30	(3.21)	0.00	(0.78)	1.80	(0.75)	4.77
TRSAX	0.81	0.17	0.17	0.30	0.64	(0.96)	2.41	(1.33)	5.43
AMONX	0.73	0.30	0.15	(2.97)	0.56	(0.82)	2.22	(1.05)	4.88
WMFFX	0.50	0.18	0.23	0.41	0.00	(0.67)	1.56	(0.71)	3.88
GGRYX	0.40	0.09	0.06	0.30	0.15	(0.49)	1.29	(0.97)	2.84
LGPSX	0.80	0.32	0.16	(3.65)	0.66	(0.87)	2.40	(1.24)	5.28
OWLSX	0.46	0.27	0.26	(3.55)	0.00	(0.60)	1.45	(0.53)	3.37

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC