Timothy Plan Correlations

TPHIX Fund

USD 9.22 0.03 0.32%

The current 90-days correlation between Timothy Plan High and Qs Large Cap is -0.13 (i.e., Good 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

Good diversification

The correlation between Timothy Plan High and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan High 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 High. 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 census.

Moving together with Timothy Mutual Fund

0.93	TFICX	Timothy Fixed Income	Pair Corr
0.94	TFIAX	Timothy Fixed Income	Pair Corr
0.89	TGCIX	Timothy Plan Growth	Pair Corr
0.91	TGIAX	Timothy Plan Growth	Pair Corr
0.92	TIAGX	Timothy Aggressive Growth	Pair Corr
0.8	TIICX	Timothy Plan Conservative	Pair Corr
0.91	TIGIX	Timothy Plan Growth	Pair Corr
0.95	TISGX	Timothy Plan Strategic	Pair Corr
0.87	TLGCX	Timothy Large/mip-cap	Pair Corr
0.87	TLGAX	Timothy Plan Large	Pair Corr
0.93	TPDIX	Timothy Plan Defensive	Pair Corr
0.93	TPDCX	Timothy Plan Defensive	Pair Corr
0.94	TPFIX	Timothy Fixed Income	Pair Corr
0.94	TPICX	Timothy Plan Interna	Pair Corr
0.94	TPIAX	Timothy Plan Interna	Pair Corr
0.94	TPIIX	Timothy Plan Interna	Pair Corr
1.0	TPHCX	Timothy Plan High	Pair Corr
1.0	TPHAX	Timothy Plan High	Pair Corr
0.87	TPLIX	Timothy Large/mip-cap	Pair Corr
0.73	TPLNX	Timothy Small Cap	Pair Corr
0.73	TPVIX	Timothy Small Cap	Pair Corr
0.92	TAAGX	Timothy Aggressive Growth	Pair Corr
0.94	TSGCX	Timothy Strategic Growth	Pair Corr
0.95	TSGAX	Timothy Strategic Growth	Pair Corr
0.72	TSVCX	Timothy Plan Small	Pair Corr
0.91	TCAGX	Timothy Aggressive Growth	Pair Corr
0.97	TCGAX	Timothy Servative Growth	Pair Corr
0.97	TCVCX	Timothy Servative Growth	Pair Corr
0.97	VWEAX	Vanguard High Yield	Pair Corr
0.97	VWEHX	Vanguard High Yield	Pair Corr
0.98	BHYCX	Blackrock Hi Yld	Pair Corr
0.97	BHYIX	Blackrock High Yield	Pair Corr
0.98	BHYSX	Blackrock Hi Yld	Pair Corr

Related Correlations Analysis

	LMISX	FCLKX	AMONX	RTLCX	LMTIX	LCIAX	LGPSX	DLCIX
LMISX		0.85	0.73	0.67	0.91	0.69	0.98	0.85	LMISX
FCLKX	0.85		0.77	0.74	0.98	0.76	0.85	0.99	FCLKX
AMONX	0.73	0.77		0.97	0.79	0.98	0.74	0.74	AMONX
RTLCX	0.67	0.74	0.97		0.73	1.0	0.67	0.71	RTLCX
LMTIX	0.91	0.98	0.79	0.73		0.75	0.88	0.97	LMTIX
LCIAX	0.69	0.76	0.98	1.0	0.75		0.7	0.73	LCIAX
LGPSX	0.98	0.85	0.74	0.67	0.88	0.7		0.84	LGPSX
DLCIX	0.85	0.99	0.74	0.71	0.97	0.73	0.84		DLCIX
	LMISX	FCLKX	AMONX	RTLCX	LMTIX	LCIAX	LGPSX	DLCIX

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
LMISX	0.44	0.07	0.09	0.19	0.15	(0.54)	1.01	(0.58)	2.43
FCLKX	0.42	0.12	0.03	(0.66)	0.25	(0.51)	1.17	(0.69)	3.02
AMONX	0.50	0.13	0.04	(0.66)	0.30	(0.60)	0.99	(0.78)	2.44
RTLCX	0.44	0.12	0.03	(0.67)	0.32	(0.51)	0.88	(0.63)	2.53
LMTIX	0.43	0.16	0.10	(0.64)	0.14	(0.50)	1.01	(0.57)	2.40
LCIAX	0.44	0.14	0.07	(0.88)	0.24	(0.52)	0.89	(0.63)	2.48
LGPSX	0.56	0.07	0.06	0.20	0.47	(0.61)	1.11	(1.04)	3.18
DLCIX	0.48	0.12	0.03	(0.67)	0.36	(0.56)	1.09	(0.69)	2.54

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Timothy Plan Correlations

Timothy Plan Correlation With Market

Good diversification

Moving together with Timothy Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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