Quantitative Correlations

GQSCX Fund

USD 15.70 0.04 0.25%

The current 90-days correlation between Quantitative U S and Virtus Seix Government is 0.21 (i.e., Modest diversification). The correlation of Quantitative 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.

Quantitative Correlation With Market

Poor diversification

The correlation between Quantitative U S and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantitative U S and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Quantitative U S. 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 private.

Moving together with Quantitative Mutual Fund

0.74	NOVIX	Glenmede International	Pair Corr
0.81	RESGX	Responsible Esg Equity	Pair Corr
0.74	GLSOX	Secured Options Portfolio	Pair Corr
0.86	GQLVX	Quantitative U S	Pair Corr
0.89	GTCEX	Strategic Equity Por	Pair Corr
0.66	GTCIX	International Portfolio	Pair Corr
0.64	GTCSX	Small Cap Equity	Pair Corr
0.87	GTLIX	Large Cap Core	Pair Corr
0.87	GTLOX	Large Cap E	Pair Corr
0.7	GTSOX	Secured Options Portfolio	Pair Corr
0.64	GTSCX	Small Cap Equity	Pair Corr
0.85	GTTMX	Total Market Portfolio	Pair Corr
0.61	DFSVX	Us Small Cap	Pair Corr
0.68	FFOPX	Fidelity Freedom Index	Pair Corr
0.64	MNBWX	Manning Napier Pro	Pair Corr
0.7	BDJ	Blackrock Enhanced Equity	Pair Corr
0.68	BIECX	Brandes International	Pair Corr

Related Correlations Analysis

	SSAGX	BBINX	OKMUX	FWCCX	FHTFX	PTIMX
SSAGX		0.81	0.87	0.8	0.75	0.82	SSAGX
BBINX	0.81		0.98	0.98	0.98	0.98	BBINX
OKMUX	0.87	0.98		0.98	0.97	0.98	OKMUX
FWCCX	0.8	0.98	0.98		0.98	0.99	FWCCX
FHTFX	0.75	0.98	0.97	0.98		0.97	FHTFX
PTIMX	0.82	0.98	0.98	0.99	0.97		PTIMX
	SSAGX	BBINX	OKMUX	FWCCX	FHTFX	PTIMX

Risk-Adjusted Indicators

There is a big difference between Quantitative Mutual Fund performing well and Quantitative 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 Quantitative'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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SSAGX	0.05	0.01	0.00	(0.83)	0.00	0.10	(0.10)	0.51
BBINX	0.08	0.02	(0.35)	1.27	(0.16)	0.29	(0.10)	0.59
OKMUX	0.11	0.06	(0.08)	9.32	(0.20)	0.30	(0.10)	0.88
FWCCX	0.12	0.00	(0.14)	0.00	(0.22)	0.41	(0.20)	0.95
FHTFX	0.13	0.05	(0.08)	1.94	(0.23)	0.38	(0.13)	1.16
PTIMX	0.12	0.06	(0.09)	(3.20)	(0.15)	0.36	(0.22)	0.99

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Quantitative Correlations

Quantitative Correlation With Market

Poor diversification

Moving together with Quantitative Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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