Quantified Managed Correlations

QBDSX Fund

USD 8.08 0.01 0.12%

The current 90-days correlation between Quantified Managed Income and Gold And Precious is -0.1 (i.e., Good diversification). The correlation of Quantified Managed 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.

Quantified Managed Correlation With Market

Weak diversification

The correlation between Quantified Managed Income and DJI is 0.34 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quantified Managed Income 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 Quantified Managed Income. 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 state.

Moving together with Quantified Mutual Fund

0.71	QBDAX	Quantified Managed Income	Pair Corr
0.72	SCSTX	Sterling Capital Sec	Pair Corr

Moving against Quantified Mutual Fund

0.54	QSTFX	Quantified Stf	Pair Corr
0.47	QSPMX	Quantified Pattern	Pair Corr
0.41	QMLAX	Quantified Market Leaders	Pair Corr
0.38	QSTAX	Quantified Stf	Pair Corr
0.34	QMLFX	Quantified Market Leaders	Pair Corr
0.39	CISGX	Touchstone Sands Capital	Pair Corr

Related Correlations Analysis

	USERX	SGDLX	EPGIX	EKWDX	IIGCX	EPGFX	AGGWX
USERX		0.99	0.95	0.95	0.95	0.95	0.99	USERX
SGDLX	0.99		0.94	0.95	0.95	0.94	0.99	SGDLX
EPGIX	0.95	0.94		0.98	0.98	1.0	0.95	EPGIX
EKWDX	0.95	0.95	0.98		1.0	0.98	0.97	EKWDX
IIGCX	0.95	0.95	0.98	1.0		0.98	0.97	IIGCX
EPGFX	0.95	0.94	1.0	0.98	0.98		0.95	EPGFX
AGGWX	0.99	0.99	0.95	0.97	0.97	0.95		AGGWX
	USERX	SGDLX	EPGIX	EKWDX	IIGCX	EPGFX	AGGWX

Click cells to compare fundamentals

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Risk-Adjusted Indicators

There is a big difference between Quantified Mutual Fund performing well and Quantified Managed 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 Quantified Managed'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
USERX	1.67	0.40	0.23	(10.88)	1.92	(1.87)	3.81	(3.05)	12.28
SGDLX	1.53	0.36	0.24	(7.98)	1.74	(1.71)	3.68	(2.88)	10.81
EPGIX	1.50	0.48	0.24	0.55	1.75	(1.67)	3.91	(2.41)	11.77
EKWDX	1.56	0.53	0.26	0.74	1.90	(1.75)	3.61	(2.98)	11.73
IIGCX	1.58	0.53	0.24	0.68	1.90	(1.72)	3.77	(2.90)	12.35
EPGFX	1.51	0.48	0.24	0.54	1.77	(1.67)	3.85	(2.43)	11.79
AGGWX	1.56	0.45	0.23	(6.04)	2.07	(1.68)	3.84	(3.38)	12.93

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