Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTSIX Fund  USD 37.65  0.12  0.32%   
The current 90-days correlation between Fuller Thaler Behavioral and Fuller Thaler Behavioral is 0.94 (i.e., Almost no 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

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.84 (i.e., Very 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 gross domestic product.

Moving together with Fuller Mutual Fund

  0.98FTHNX Fuller Thaler BehavioralPairCorr
  0.98FTHSX Fuller Thaler BehavioralPairCorr
  0.95FTMSX Fuller Thaler BehavioralPairCorr
  1.0FTSAX Fuller Thaler BehavioralPairCorr
  0.95FTVAX Fuller Thaler BehavioralPairCorr
  0.99FTVCX Fuller Thaler BehavioralPairCorr
  0.96FTXFX Fuller Thaler BehavioralPairCorr
  0.99FTVNX Fuller Thaler BehavioralPairCorr
  0.99FTVSX Fuller Thaler BehavioralPairCorr
  0.99FTVZX Fuller Thaler BehavioralPairCorr
  0.98FTZAX Fuller Thaler BehavioralPairCorr
  0.98FTZCX Fuller Thaler BehavioralPairCorr
  0.98FTZIX Fuller Thaler BehavioralPairCorr
  0.96FTXNX Fuller Thaler BehavioralPairCorr
  0.98VSMAX Vanguard Small CapPairCorr
  0.98VSCIX Vanguard Small CapPairCorr
  0.98VSCPX Vanguard Small CapPairCorr
  0.98NAESX Vanguard Small CapPairCorr
  0.98FSSNX Fidelity Small CapPairCorr
  0.99DFSTX Us Small CapPairCorr
  0.99PASVX T Rowe PricePairCorr
  0.99PRVIX T Rowe PricePairCorr
  0.99TRZVX T Rowe PricePairCorr
  0.99PRSVX T Rowe PricePairCorr
  0.95CPAYX Columbia Pacific/asiaPairCorr
  0.94CASAX Columbia Pacific/asiaPairCorr
  0.94CASCX Columbia PacificasiaPairCorr
  0.94MSKLX Mid Cap GrowthPairCorr
  0.93CISGX Touchstone Sands CapitalPairCorr
  0.94MPEGX Mid Cap GrowthPairCorr
  0.95RSGRX Victory Rs GrowthPairCorr
  0.94FTCCX Franklin ConservativePairCorr
  0.9TNMRX 1290 Multi AlternativePairCorr
  0.93HDVRX Hartford InternationalPairCorr
  0.97NWALX Nationwide Bny MellonPairCorr
  0.96AACPX American Century OnePairCorr
  0.97VSRAX Invesco Small CapPairCorr
  0.96PZHEX T Rowe PricePairCorr

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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