Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTMSX Fund  USD 25.09  0.01  0.04%   
The current 90-days correlation between Fuller Thaler Behavioral and Fuller Thaler Behavioral is 0.79 (i.e., Poor 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

Poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.7 (i.e., Poor 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 state.

Moving together with Fuller Mutual Fund

  0.95FTHNX Fuller Thaler BehavioralPairCorr
  0.95FTHSX Fuller Thaler BehavioralPairCorr
  0.95FTSAX Fuller Thaler BehavioralPairCorr
  0.95FTSIX Fuller Thaler BehavioralPairCorr
  0.95FTVAX Fuller Thaler BehavioralPairCorr
  0.97FTVCX Fuller Thaler BehavioralPairCorr
  0.96FTXFX Fuller Thaler BehavioralPairCorr
  0.97FTVNX Fuller Thaler BehavioralPairCorr
  0.97FTVSX Fuller Thaler BehavioralPairCorr
  0.97FTVZX Fuller Thaler BehavioralPairCorr
  0.98FTZAX Fuller Thaler BehavioralPairCorr
  0.98FTZIX Fuller Thaler BehavioralPairCorr
  0.96FTXNX Fuller Thaler BehavioralPairCorr
  0.96FTXSX Fuller Thaler BehavioralPairCorr
  0.97VSIIX Vanguard Small CapPairCorr
  0.97VISVX Vanguard Small CapPairCorr
  0.97DFSVX Us Small CapPairCorr
  0.97DFFVX Us Targeted ValuePairCorr
  0.95UBVCX Undiscovered ManagersPairCorr
  0.95UBVAX Undiscovered ManagersPairCorr
  0.95UBVSX Undiscovered ManagersPairCorr
  0.97AVFIX American Beacon SmallPairCorr
  0.88FSMMX Fs Multi StrategyPairCorr
  0.94BTMPX Ishares Msci EafePairCorr
  0.94BTMKX Blackrock InternationalPairCorr
  0.94MDIIX Blackrock Intern IndexPairCorr
  0.72SPMPX Invesco Steelpath MlpPairCorr
  0.72MLPNX Oppenheimer Steelpath MlpPairCorr
  0.7MLPMX Oppenheimer Steelpath MlpPairCorr
  0.71SPMJX Invesco Steelpath MlpPairCorr
  0.67GMBXX General Money MarketPairCorr
  0.97OBSIX Oberweis Small CapPairCorr
  0.98INEAX Columbia High YieldPairCorr
  0.92CUSOX Columbia Ultra ShortPairCorr
  0.98THOCX Thornburg Global OppPairCorr
  0.64UMMDX Columbia BondPairCorr
  0.98AQEAX Columbia DisciplinedPairCorr
  0.93PISJX Columbia Pyrford IntPairCorr
  0.99CFIAX Columbia Flexible CapitalPairCorr

Related Correlations Analysis

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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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
FTHNX  0.82  0.07  0.07  0.21  0.77 
(0.93)
 2.17 
(1.54)
 5.56 
FTHSX  0.82  0.08  0.07  0.21  0.76 
(0.94)
 2.17 
(1.55)
 5.54 
FTMSX  1.28  0.21  0.17  0.29  1.07 
(1.48)
 3.35 
(2.33)
 10.08 
FTSAX  0.89  0.02  0.02  0.15  0.85 
(1.01)
 2.07 
(1.73)
 6.97 
FTSIX  0.89  0.02  0.02  0.15  0.85 
(1.04)
 2.08 
(1.72)
 6.96 
FTVAX  0.86  0.23  0.09 (1.59) 0.79 
(1.01)
 2.17 
(1.52)
 6.09 
FTVCX  0.84  0.06  0.06  0.20  0.79 
(1.00)
 2.16 
(1.53)
 6.08 
FTXFX  0.98  0.12  0.12  0.24  0.82 
(1.10)
 2.92 
(1.55)
 7.47 
FTVNX  0.85  0.07  0.07  0.20  0.79 
(1.00)
 2.17 
(1.48)
 6.08 
FTVSX  0.84  0.07  0.07  0.20  0.78 
(1.00)
 2.16 
(1.51)
 6.05 

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