Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTXFX Fund  USD 46.57  0.71  1.55%   
The current 90-days correlation between Fuller Thaler Behavioral and Vanguard Strategic Small Cap is 0.87 (i.e., Very 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

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.82 (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 census.

Moving together with Fuller Mutual Fund

  0.97FTHNX Fuller Thaler BehavioralPairCorr
  0.94FTHSX Fuller Thaler BehavioralPairCorr
  0.94FTMSX Fuller Thaler Behavioral Steady GrowthPairCorr
  0.92FTSIX Fuller Thaler BehavioralPairCorr
  0.93FTVCX Fuller Thaler BehavioralPairCorr
  0.95FTVNX Fuller Thaler BehavioralPairCorr
  0.94FTZIX Fuller Thaler BehavioralPairCorr
  0.97FTXNX Fuller Thaler BehavioralPairCorr
  1.0FTXSX Fuller Thaler BehavioralPairCorr
  0.99VSGAX Vanguard Small CapPairCorr
  0.99VSGIX Vanguard Small CapPairCorr
  0.99VISGX Vanguard Small CapPairCorr
  0.99VEXPX Vanguard ExplorerPairCorr
  0.99VEXRX Vanguard ExplorerPairCorr
  0.97JGMIX Janus TritonPairCorr
  0.97JGMRX Janus TritonPairCorr
  0.95JGMAX Janus TritonPairCorr
  0.95JGMCX Janus TritonPairCorr
  0.95JGMNX Janus TritonPairCorr
  0.93SMPIX Semiconductor UltrasectorPairCorr
  0.92SMPSX Semiconductor UltrasectorPairCorr
  0.93RSNRX Victory Global NaturalPairCorr
  0.82EMO Clearbridge Energy MlpPairCorr
  0.93RSNYX Victory Global NaturalPairCorr
  0.93RGNCX Victory Global NaturalPairCorr
  0.64OSPPX Oppenheimer Steelpath MlpPairCorr
  0.64MLPNX Oppenheimer Steelpath MlpPairCorr
  0.86APHPX Artisan Global UnconPairCorr
  0.95RLNAX International DevelopedPairCorr
  0.69HIPIX The Hartford InflationPairCorr
  0.97PALLX Allianzgi Global AllPairCorr
  0.64TIOBX Transamerica FundsPairCorr
  0.96MMFWX Massmutual SelectPairCorr
  0.98VFIAX Vanguard 500 IndexPairCorr
  0.95OMCIX Oberweis Micro CapPairCorr
  0.95FSJHX Fidelity Stock SelectorPairCorr

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.

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