Timothy Aggressive Correlations

TIAGX Fund

USD 15.01 0.02 0.13%

The current 90-days correlation between Timothy Aggressive Growth and First Eagle Gold is 0.09 (i.e., Significant diversification). The correlation of Timothy Aggressive 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.

Timothy Aggressive Correlation With Market

Very weak diversification

The correlation between Timothy Aggressive Growth and DJI is 0.59 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Aggressive Growth and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Aggressive Growth. 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 rate.

Moving together with Timothy Mutual Fund

0.69	TFICX	Timothy Fixed Income	Pair Corr
0.88	TFIAX	Timothy Fixed Income	Pair Corr
0.64	TICIX	Timothy Israel Mon	Pair Corr
0.75	TLGCX	Timothy Large/mip-cap	Pair Corr
0.88	TLGAX	Timothy Plan Large	Pair Corr
0.61	TPAIX	Timothy Israel Mon	Pair Corr
0.7	TPDIX	Timothy Plan Defensive	Pair Corr
0.61	TPCIX	Timothy Israel Mon	Pair Corr
0.7	TPDCX	Timothy Plan Defensive	Pair Corr
0.7	TPDAX	Timothy Plan Defensive	Pair Corr
0.74	TPICX	Timothy Plan Interna	Pair Corr
0.9	TPIAX	Timothy Plan Interna	Pair Corr
0.74	TPIIX	Timothy Plan Interna	Pair Corr
0.78	TPLIX	Timothy Large/mip-cap	Pair Corr
0.96	TAAGX	Timothy Aggressive Growth	Pair Corr
0.77	TCAGX	Timothy Aggressive Growth	Pair Corr
0.87	PRJIX	T Rowe Price	Pair Corr
0.73	PRNHX	T Rowe Price	Pair Corr

Moving against Timothy Mutual Fund

0.66	TPLNX	Timothy Small Cap	Pair Corr
0.5	TLVCX	Timothy Largemid Cap	Pair Corr
0.5	TLVAX	Timothy Large/mid-cap	Pair Corr
0.48	TMVIX	Timothy Large/mid-cap	Pair Corr
0.75	TPVIX	Timothy Small Cap	Pair Corr
0.74	PEMGX	Midcap Fund Class	Pair Corr
0.74	PMBCX	Midcap Fund Class	Pair Corr
0.73	PCBIX	Midcap Fund Institutional	Pair Corr
0.68	TSVCX	Timothy Plan Small	Pair Corr

Related Correlations Analysis

	FEGOX	FGDIX	GCEBX	IOGYX	SGDLX	USERX	GLRBX
FEGOX		0.95	0.65	1.0	0.99	1.0	0.85	FEGOX
FGDIX	0.95		0.58	0.96	0.94	0.95	0.8	FGDIX
GCEBX	0.65	0.58		0.64	0.69	0.66	0.8	GCEBX
IOGYX	1.0	0.96	0.64		0.99	1.0	0.86	IOGYX
SGDLX	0.99	0.94	0.69	0.99		1.0	0.88	SGDLX
USERX	1.0	0.95	0.66	1.0	1.0		0.87	USERX
GLRBX	0.85	0.8	0.8	0.86	0.88	0.87		GLRBX
	FEGOX	FGDIX	GCEBX	IOGYX	SGDLX	USERX	GLRBX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Aggressive 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 Timothy Aggressive'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
FEGOX	1.44	0.30	0.10	0.71	2.20	(1.55)	2.78	(3.51)	11.36
FGDIX	1.71	0.40	0.10	1.49	2.56	(1.67)	3.55	(4.21)	13.22
GCEBX	0.70	0.28	0.18	(1.05)	0.37	(0.85)	2.07	(0.95)	4.04
IOGYX	1.59	0.34	0.11	0.78	2.19	(1.62)	2.96	(3.87)	12.06
SGDLX	1.54	0.41	0.11	0.99	2.28	(1.54)	3.18	(3.84)	11.70
USERX	1.83	0.44	0.11	1.11	2.65	(1.86)	3.85	(4.44)	12.97
GLRBX	0.28	0.07	(0.12)	7.05	0.00	(0.32)	0.68	(0.41)	2.09

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