Princeton Premium Correlations

PPFIX Fund  USD 12.28  0.02  0.16%   
The current 90-days correlation between Princeton Premium and Small Cap Value Profund is 0.06 (i.e., Significant diversification). The correlation of Princeton Premium 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.

Princeton Premium Correlation With Market

Modest diversification

The correlation between Princeton Premium and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Princeton Premium and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Princeton Premium. 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 Princeton Mutual Fund

  0.99PPFAX Princeton PremiumPairCorr
  0.99PAPAX Putnam Asia PacificPairCorr
  1.0PAPIX Princeton AdaptivePairCorr
  0.61JHQCX Jpmorgan Hedged EquityPairCorr
  0.66JHEQX Jpmorgan Hedged EquityPairCorr
  0.62JHQAX Jpmorgan Hedged EquityPairCorr
  0.79GTENX Gateway Fund ClassPairCorr
  0.75GTECX Gateway Fund ClassPairCorr
  0.79GTEYX Gateway Fund ClassPairCorr
  0.77GATEX Gateway Fund ClassPairCorr
  0.65JHDCX Jpmorgan Hedged EquityPairCorr
  0.7JHDRX Jpmorgan Hedged EquityPairCorr
  0.66JHDAX Jpmorgan Hedged EquityPairCorr
  0.98FTCAX Templeton Strained BondPairCorr
  0.87OWVAX Sterling Capital WestPairCorr
  0.79FBARX Fidelity Advisor BalancedPairCorr
  0.79FZEDSX FzedsxPairCorr
  0.74IBBFX Thrivent Balanced IncomePairCorr
  0.68DACGX Dunham PorategovernmentPairCorr
  0.67FSNQX Fidelity Freedom 2030PairCorr
  0.66WACIX Western Asset EPairCorr
  0.75GGEIX Nationwide Global EquityPairCorr
  0.94FBTTX Fidelity Advisor BioPairCorr
  0.72PBDAX Investment Grade PoratePairCorr
  0.61RERAX Europacific GrowthPairCorr
  0.83SLWGX Slow Capital GrowthPairCorr
  0.83DABJX Dreyfus Yield EnhancementPairCorr

Moving against Princeton Mutual Fund

  0.8TCSUX Cleartrack 2020 ClassPairCorr
  0.79TCTGX Transamerica CleartrackPairCorr
  0.79TCTJX Transamerica CleartrackPairCorr
  0.78TDKTX Cleartrack 2015 ClassPairCorr
  0.71USPSX Profunds UltrashortPairCorr
  0.85PDI Pimco Dynamic IncomePairCorr
  0.7USPIX Profunds UltrashortPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Princeton Mutual Fund performing well and Princeton Premium 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 Princeton Premium'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.