Pear Tree Correlations

QUSOX Fund

USD 18.64 0.05 0.27%

The current 90-days correlation between Pear Tree Polaris and Pear Tree Essex is 0.13 (i.e., Average diversification). The correlation of Pear Tree 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.

Pear Tree Correlation With Market

Modest diversification

The correlation between Pear Tree Polaris and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pear Tree Polaris 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 Pear Tree Polaris. 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 persons.

Moving together with Pear Mutual Fund

0.97	GEORX	Pear Tree Essex Steady Growth	Pair Corr
0.97	GEOSX	Essex Environmental Steady Growth	Pair Corr
0.69	USBOX	Pear Tree Quality	Pair Corr
0.9	USBNX	Pear Tree Polaris	Pair Corr
0.97	EEOFX	Essex Environmental Steady Growth	Pair Corr
0.99	QUSRX	Pear Tree Polaris	Pair Corr
0.98	QFVIX	Pear Tree Polaris	Pair Corr
0.98	QFVOX	Pear Tree Polaris	Pair Corr
0.98	QFVRX	Pear Tree Polaris	Pair Corr
0.97	QGIAX	Pear Tree Quality	Pair Corr
0.97	QISIX	Pear Tree Polaris	Pair Corr
0.97	QISRX	Pear Tree Polaris	Pair Corr
0.96	QISOX	Pear Tree Polaris	Pair Corr
0.99	DISVX	Dfa International Small	Pair Corr
0.98	DFVQX	Dfa International Vector	Pair Corr
0.66	FMNEX	Free Market International	Pair Corr
0.98	OANEX	Oakmark International	Pair Corr
0.97	KGGIX	Kopernik Global All	Pair Corr
0.63	OAZEX	Oakmark International	Pair Corr
0.98	OAYEX	Oakmark International	Pair Corr
0.99	OAKEX	Oakmark International	Pair Corr
0.97	SMPIX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.97	SMPSX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.79	EMO	Clearbridge Energy Mlp	Pair Corr
0.61	OSPPX	Oppenheimer Steelpath Mlp	Pair Corr
0.65	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.61	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.98	RSNYX	Victory Global Natural	Pair Corr
0.64	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.97	RSNRX	Victory Global Natural	Pair Corr
0.63	SPMJX	Invesco Steelpath Mlp	Pair Corr
0.96	MSMIX	Mainstay Map Equity	Pair Corr
0.98	MNNCX	Victory Munder Multi	Pair Corr
0.97	APDMX	Artisan Mid Cap	Pair Corr
0.89	FCSPX	Federated Porate Bond	Pair Corr
0.93	RSDTX	Short Duration Bond	Pair Corr

Related Correlations Analysis

	GEORX	GEOSX	USBOX	USBNX	QBNAX	EEOFX	QUSOX	QUSIX	QUSRX	QFVIX
GEORX		0.99	0.68	0.94	0.59	1.0	0.97	0.54	0.97	0.95	GEORX
GEOSX	0.99		0.66	0.93	0.6	0.99	0.97	0.53	0.96	0.94	GEOSX
USBOX	0.68	0.66		0.6	0.8	0.68	0.69	0.83	0.69	0.64	USBOX
USBNX	0.94	0.93	0.6		0.58	0.94	0.9	0.4	0.9	0.91	USBNX
QBNAX	0.59	0.6	0.8	0.58		0.59	0.56	0.84	0.56	0.53	QBNAX
EEOFX	1.0	0.99	0.68	0.94	0.59		0.97	0.54	0.97	0.95	EEOFX
QUSOX	0.97	0.97	0.69	0.9	0.56	0.97		0.57	0.99	0.98	QUSOX
QUSIX	0.54	0.53	0.83	0.4	0.84	0.54	0.57		0.58	0.52	QUSIX
QUSRX	0.97	0.96	0.69	0.9	0.56	0.97	0.99	0.58		0.98	QUSRX
QFVIX	0.95	0.94	0.64	0.91	0.53	0.95	0.98	0.52	0.98		QFVIX
	GEORX	GEOSX	USBOX	USBNX	QBNAX	EEOFX	QUSOX	QUSIX	QUSRX	QFVIX

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Risk-Adjusted Indicators

There is a big difference between Pear Mutual Fund performing well and Pear Tree 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 Pear Tree'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
GEORX	0.90	0.41	0.28	(3.72)	0.41	(1.18)	2.62	(1.25)	5.65
GEOSX	0.89	0.29	0.30	0.48	0.38	(1.14)	2.72	(1.36)	5.57
USBOX	0.56	0.18	0.05	(2.70)	0.35	(0.63)	1.69	(0.98)	4.30
USBNX	0.83	0.19	0.03	(0.95)	0.81	(0.95)	2.38	(1.66)	5.37
QBNAX	0.80	0.05	0.02	0.20	0.79	(0.92)	2.05	(1.37)	5.37
EEOFX	0.90	0.41	0.29	(3.69)	0.40	(1.18)	2.78	(1.38)	5.52
QUSOX	0.42	0.22	0.26	1.47	0.00	(0.58)	1.22	(0.65)	2.85
QUSIX	0.44	0.22	0.26	1.56	0.00	(0.60)	1.22	(0.65)	2.92
QUSRX	0.43	0.26	0.27	(7.17)	0.00	(0.59)	1.24	(0.62)	2.83
QFVIX	0.49	0.23	0.15	(15.64)	0.08	(0.59)	1.09	(0.82)	2.84

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Pear Tree Correlations

Pear Tree Correlation With Market

Modest diversification

Moving together with Pear Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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