Fuller Thaler Correlations

FTHAX Fund

USD 45.76 0.49 1.08%

The current 90-days correlation between Fuller Thaler Behavioral and Fuller Thaler Behavioral is -0.13 (i.e., Good diversification). The correlation of Fuller Thaler 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.

Fuller Thaler Correlation With Market

Good diversification

The correlation between Fuller Thaler Behavioral and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fuller Thaler Behavioral 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 Fuller Thaler Behavioral. 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 nation.

Moving together with Fuller Mutual Fund

0.97	FTHFX	Fuller Thaler Behavioral	Pair Corr
0.97	FTXAX	Fuller Thaler Behavioral	Pair Corr
0.94	FTXCX	Fuller Thaler Behavioral	Pair Corr
0.95	FTZFX	Fuller Thaler Behavioral	Pair Corr
0.97	FTYCX	Fuller Thaler Behavioral	Pair Corr
0.96	VSMAX	Vanguard Small Cap	Pair Corr
0.96	VSCIX	Vanguard Small Cap	Pair Corr
0.96	VSCPX	Vanguard Small Cap	Pair Corr
0.96	NAESX	Vanguard Small Cap	Pair Corr
0.94	FSSNX	Fidelity Small Cap	Pair Corr
0.96	DFSTX	Us Small Cap	Pair Corr
0.94	PASVX	T Rowe Price	Pair Corr
0.98	PRVIX	T Rowe Price	Pair Corr
0.94	TRZVX	T Rowe Price	Pair Corr
0.98	PRSVX	T Rowe Price	Pair Corr
0.97	VSTSX	Vanguard Total Stock	Pair Corr
0.97	VSMPX	Vanguard Total Stock	Pair Corr
0.95	VITSX	Vanguard Total Stock	Pair Corr
0.97	VFFSX	Vanguard 500 Index	Pair Corr
0.95	VFIAX	Vanguard 500 Index	Pair Corr
0.93	VTISX	Vanguard Total Inter	Pair Corr
0.93	VTSNX	Vanguard Total Inter	Pair Corr
0.92	VTPSX	Vanguard Total Inter	Pair Corr
0.95	VINIX	Vanguard Institutional	Pair Corr
0.97	VTSAX	Vanguard Total Stock	Pair Corr
0.95	OSTFX	Osterweis Fund Investor	Pair Corr
0.93	IMOLX	Transamerica Asset	Pair Corr
0.94	JGSMX	Jpmorgan Small Cap	Pair Corr
0.94	UBVLX	Undiscovered Managers	Pair Corr
0.95	TNBIX	1290 Smartbeta Equity	Pair Corr
0.96	GARTX	Goldman Sachs Absolute	Pair Corr
0.99	MGPIX	Mid Cap Growth	Pair Corr
0.95	VLCAX	Vanguard Large Cap	Pair Corr
0.87	VGPMX	Vanguard Global Capital	Pair Corr
0.85	FKQTX	Franklin Federal Int	Pair Corr
0.94	GMHYX	Mydestination 2035	Pair Corr
0.98	EGOAX	Wells Fargo Large	Pair Corr
0.95	SOPAX	Clearbridge Dividend	Pair Corr

Moving against Fuller Mutual Fund

0.35

VSPTX

Voya Solution 2060

Pair Corr

Related Correlations Analysis

	FTHAX	FTHFX	FTHIX	FTMSX	CH0473243506	FTSAX	FTSIX	FTVAX	FTVCX
FTHAX		0.97	0.0	0.94	0.0	0.98	0.98	0.98	0.98	FTHAX
FTHFX	0.97		0.0	0.93	0.0	0.94	0.94	0.95	0.95	FTHFX
FTHIX	0.0	0.0		0.0	0.0	0.0	0.0	0.0	0.0	FTHIX
FTMSX	0.94	0.93	0.0		0.0	0.95	0.95	0.97	0.97	FTMSX
CH0473243506	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	CH0473243506
FTSAX	0.98	0.94	0.0	0.95	0.0		1.0	0.98	0.99	FTSAX
FTSIX	0.98	0.94	0.0	0.95	0.0	1.0		0.99	0.99	FTSIX
FTVAX	0.98	0.95	0.0	0.97	0.0	0.98	0.99		1.0	FTVAX
FTVCX	0.98	0.95	0.0	0.97	0.0	0.99	0.99	1.0		FTVCX
	FTHAX	FTHFX	FTHIX	FTMSX	CH0473243506	FTSAX	FTSIX	FTVAX	FTVCX

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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

FTSIX	+ 1.0	FTSAX
FTVCX	+ 1.0	FTVAX
FTVCX	+ 0.99	FTSAX
FTVAX	+ 0.99	FTSIX
FTVCX	+ 0.99	FTSIX
FTSAX	+ 0.98	FTHAX

High negative correlations

FTVCX	- 0.0	CH0473243506
FTVAX	- 0.0	CH0473243506
FTSIX	- 0.0	CH0473243506
FTSAX	- 0.0	CH0473243506
CH0473243506	- 0.0	FTMSX
FTVCX	- 0.0	FTHIX

Risk-Adjusted Indicators

There is a big difference between Fuller Mutual Fund performing well and Fuller Thaler 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 Fuller Thaler'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
FTHAX	0.82	0.28	0.02	(0.95)	0.73	(0.94)	2.15	(1.54)	5.58
FTHFX	0.83	0.02	0.03	0.22	0.72	(0.95)	2.17	(1.55)	5.57
FTHIX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FTMSX	1.29	0.52	0.16	(1.19)	1.03	(1.49)	3.35	(2.33)	10.08
CH0473243506	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FTSAX	0.90	0.25	(0.01)	(0.80)	0.83	(1.04)	2.07	(1.73)	6.97
FTSIX	0.90	0.25	(0.01)	(0.81)	0.82	(1.07)	2.08	(1.72)	6.96
FTVAX	0.86	0.28	0.04	(1.45)	0.70	(1.03)	2.20	(1.52)	6.09
FTVCX	0.85	0.28	0.04	(1.43)	0.71	(1.03)	2.19	(1.53)	6.08

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