Timothy Plan Correlations

TPDIX Fund

USD 16.58 0.06 0.36%

The current 90-days correlation between Timothy Plan Defensive and Aqr Diversified Arbitrage is 0.15 (i.e., Average diversification). The correlation of Timothy Plan 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 Plan Correlation With Market

Weak diversification

The correlation between Timothy Plan Defensive and DJI is 0.39 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan Defensive 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 Plan Defensive. 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 Timothy Mutual Fund

0.86	TFICX	Timothy Fixed Income	Pair Corr
0.87	TFIAX	Timothy Fixed Income	Pair Corr
0.86	TIAGX	Timothy Aggressive Growth	Pair Corr
0.82	TICIX	Timothy Israel Mon	Pair Corr
0.62	TLGCX	Timothy Large/mip-cap	Pair Corr
0.63	TLGAX	Timothy Plan Large	Pair Corr
0.81	TPAIX	Timothy Israel Mon	Pair Corr
0.81	TPCIX	Timothy Israel Mon	Pair Corr
0.97	TPDCX	Timothy Plan Defensive	Pair Corr
0.97	TPDAX	Timothy Plan Defensive	Pair Corr
0.88	TPFIX	Timothy Fixed Income	Pair Corr
0.81	TPICX	Timothy Plan Interna	Pair Corr
0.82	TPIAX	Timothy Plan Interna	Pair Corr
0.81	TPIIX	Timothy Plan Interna	Pair Corr
0.61	TPLIX	Timothy Large/mip-cap	Pair Corr
0.85	TAAGX	Timothy Aggressive Growth	Pair Corr
0.85	TCAGX	Timothy Aggressive Growth	Pair Corr
0.9	FBONX	American Funds American	Pair Corr
0.9	FBAFX	American Funds American	Pair Corr
0.87	ABALX	American Balanced	Pair Corr
0.87	BALCX	American Balanced	Pair Corr

Moving against Timothy Mutual Fund

0.51	TLVCX	Timothy Largemid Cap	Pair Corr
0.49	TLVAX	Timothy Large/mid-cap	Pair Corr
0.43	TMVIX	Timothy Large/mid-cap	Pair Corr
0.67	TPLNX	Timothy Small Cap	Pair Corr
0.67	TSVCX	Timothy Plan Small	Pair Corr
0.66	TPVIX	Timothy Small Cap	Pair Corr

Related Correlations Analysis

	QDARX	DLTZX	FARIX	PGFCX	MDBLX
QDARX		0.79	0.81	0.82	0.71	QDARX
DLTZX	0.79		0.87	0.86	0.9	DLTZX
FARIX	0.81	0.87		0.91	0.88	FARIX
PGFCX	0.82	0.86	0.91		0.93	PGFCX
MDBLX	0.71	0.9	0.88	0.93		MDBLX
	QDARX	DLTZX	FARIX	PGFCX	MDBLX

Risk-Adjusted Indicators

There is a big difference between Timothy Mutual Fund performing well and Timothy Plan 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 Plan'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
QDARX	0.06	0.01	(0.06)	0.43	0.00	(0.10)	0.15	(0.08)	0.31
DLTZX	0.08	0.01	(0.07)	(0.54)	0.00	(0.17)	0.13	(0.13)	0.63
FARIX	0.32	0.05	0.09	0.19	0.29	(0.39)	0.69	(0.67)	2.09
PGFCX	0.21	0.02	0.01	0.62	0.17	(0.24)	0.37	(0.46)	1.39
MDBLX	0.15	0.02	0.03	0.60	0.00	(0.20)	0.36	(0.24)	0.83

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC