Rational Real Correlations

HRSFX Fund

USD 16.42 0.01 0.06%

The current 90-days correlation between Rational Real Strategies and Vy Clarion Real is -0.09 (i.e., Good diversification). The correlation of Rational Real 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.

Rational Real Correlation With Market

Good diversification

The correlation between Rational Real Strategies and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rational Real Strategies 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 Rational Real Strategies. 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 price.

Moving together with Rational Mutual Fund

0.7	RNECX	Rationalrgn Hedged Equity	Pair Corr
0.7	RNEAX	Rationalrgn Hedged Equity	Pair Corr
0.7	RNEIX	Rationalrgn Hedged Equity	Pair Corr
0.96	HRSTX	Rational Real Strategies	Pair Corr
0.97	HRSAX	Rational Real Strategies	Pair Corr
0.7	HDCAX	Rational Dividend Capture	Pair Corr
0.71	HDCEX	Rational Dividend Capture	Pair Corr
0.7	HDCTX	Rational Dividend Capture	Pair Corr
0.62	JHDAX	Jpmorgan Hedged Equity	Pair Corr
0.61	FELIX	Fidelity Advisor Sem	Pair Corr

Moving against Rational Mutual Fund

0.59	CEE	Central Europe Russia	Pair Corr
0.58	TREMX	T Rowe Price	Pair Corr
0.57	TTEEX	T Rowe Price	Pair Corr

Related Correlations Analysis

	IVRSX	NMMRF	BREUX	TIRHX	CREYX	FIKMX	FORFX	NRCFX
IVRSX		0.73	0.57	0.76	0.98	0.81	0.65	0.77	IVRSX
NMMRF	0.73		0.67	0.61	0.71	0.84	0.86	0.82	NMMRF
BREUX	0.57	0.67		0.45	0.47	0.83	0.83	0.78	BREUX
TIRHX	0.76	0.61	0.45		0.77	0.56	0.49	0.78	TIRHX
CREYX	0.98	0.71	0.47	0.77		0.74	0.57	0.74	CREYX
FIKMX	0.81	0.84	0.83	0.56	0.74		0.91	0.84	FIKMX
FORFX	0.65	0.86	0.83	0.49	0.57	0.91		0.85	FORFX
NRCFX	0.77	0.82	0.78	0.78	0.74	0.84	0.85		NRCFX
	IVRSX	NMMRF	BREUX	TIRHX	CREYX	FIKMX	FORFX	NRCFX

Risk-Adjusted Indicators

There is a big difference between Rational Mutual Fund performing well and Rational Real 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 Rational Real'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	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
IVRSX	0.67	(0.02)	(0.05)	0.02	0.74	(0.73)	1.53	(1.38)	3.74
NMMRF	0.07	0.03	0.00	(0.95)	0.00	0.00	0.00	0.00	2.45
BREUX	0.76	0.08	0.03	(1.49)	0.70	(0.95)	2.05	(1.33)	5.35
TIRHX	0.62	0.03	(0.02)	6.77	0.73	(0.67)	1.58	(1.44)	3.45
CREYX	0.71	(0.03)	(0.05)	0.02	0.81	(0.81)	1.73	(1.66)	4.01
FIKMX	0.20	(0.01)	(0.16)	0.02	0.24	(0.25)	0.49	(0.33)	1.79
FORFX	0.05	0.02	0.00	(2.15)	0.00	0.00	0.10	0.00	0.21
NRCFX	0.56	0.05	(0.01)	(1.03)	0.69	(0.59)	1.31	(1.19)	3.43

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