Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTZIX Fund  USD 54.20  0.10  0.18%   
The current 90-days correlation between Fuller Thaler Behavioral and Clarion Partners Real is -0.09 (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

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.86 (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
  0.98FTMSX Fuller Thaler BehavioralPairCorr
  0.98FTSAX Fuller Thaler BehavioralPairCorr
  0.98FTSIX Fuller Thaler BehavioralPairCorr
  0.98FTVAX Fuller Thaler BehavioralPairCorr
  0.98FTVCX Fuller Thaler BehavioralPairCorr
  0.97FTXFX Fuller Thaler BehavioralPairCorr
  0.98FTVNX Fuller Thaler BehavioralPairCorr
  0.98FTVSX Fuller Thaler BehavioralPairCorr
  0.98FTVZX Fuller Thaler BehavioralPairCorr
  1.0FTZAX Fuller Thaler BehavioralPairCorr
  1.0FTZCX Fuller Thaler BehavioralPairCorr
  0.97FTXNX Fuller Thaler BehavioralPairCorr
  0.97FTXSX Fuller Thaler BehavioralPairCorr
  0.99VIMAX Vanguard Mid CapPairCorr
  0.99VIMSX Vanguard Mid CapPairCorr
  0.99VMCPX Vanguard Mid CapPairCorr
  0.99VMCIX Vanguard Mid CapPairCorr
  0.99VEXAX Vanguard Extended MarketPairCorr
  0.99VEMPX Vanguard Extended MarketPairCorr
  0.99VIEIX Vanguard Extended MarketPairCorr
  0.98VSEMX Vanguard Extended MarketPairCorr
  0.99VEXMX Vanguard Extended MarketPairCorr
  0.99FSMAX Fidelity Extended MarketPairCorr
  0.96SMPIX Semiconductor Ultrasector Steady GrowthPairCorr
  0.96SMPSX Semiconductor Ultrasector Steady GrowthPairCorr
  0.85EMO Clearbridge Energy MlpPairCorr
  0.74OSPPX Oppenheimer Steelpath MlpPairCorr
  0.73SPMPX Invesco Steelpath MlpPairCorr
  0.74MLPNX Oppenheimer Steelpath MlpPairCorr
  0.96RSNYX Victory Global NaturalPairCorr
  0.73MLPLX Oppenheimer Steelpath MlpPairCorr
  0.96RSNRX Victory Global NaturalPairCorr
  0.73SPMJX Invesco Steelpath MlpPairCorr
  0.97SBQAX Americafirst Large CapPairCorr
  0.99ROFCX Royce OpportunityPairCorr
  0.99BSMKX Blackrock Smallmid CapPairCorr
  0.99BERBX Carillon Chartwell MidPairCorr

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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