Timothy Plan Correlations

TPLC Etf

USD 45.41 0.21 0.46%

The current 90-days correlation between Timothy Plan LargeMid and Timothy Plan High is 0.9 (i.e., Almost no 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.

Timothy Plan Correlation With Market

Very poor diversification

The correlation between Timothy Plan LargeMid and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan LargeMid and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Timothy Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Plan LargeMid. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.

Moving together with Timothy Etf

0.95	VO	Vanguard Mid Cap	Pair Corr
0.86	VXF	Vanguard Extended Market	Pair Corr
0.94	IWR	iShares Russell Mid	Pair Corr
0.81	MDY	SPDR SP MIDCAP	Pair Corr
0.87	FV	First Trust Dorsey	Pair Corr
0.8	IVOO	Vanguard SP Mid	Pair Corr
0.77	JHMM	John Hancock Multifactor	Pair Corr
0.71	BBMC	JPMorgan BetaBuilders Mid	Pair Corr
0.81	VBK	Vanguard Small Cap	Pair Corr

Moving against Timothy Etf

0.33	KO	Coca Cola	Pair Corr
0.31	CSCO	Cisco Systems	Pair Corr

Related Correlations Analysis

	TPHD	TPSC	BGIG	HEQT	RFG	GMAY	VFMV	DOCT	SEPW	SMMV
TPHD		0.84	0.43	0.01	0.41	0.24	0.58	-0.02	0.28	0.64	TPHD
TPSC	0.84		0.42	0.21	0.7	0.53	0.74	0.28	0.57	0.68	TPSC
BGIG	0.43	0.42		0.46	0.48	0.52	0.67	0.41	0.47	0.79	BGIG
HEQT	0.01	0.21	0.46		0.68	0.74	0.32	0.82	0.75	0.17	HEQT
RFG	0.41	0.7	0.48	0.68		0.91	0.65	0.78	0.92	0.47	RFG
GMAY	0.24	0.53	0.52	0.74	0.91		0.56	0.92	0.98	0.45	GMAY
VFMV	0.58	0.74	0.67	0.32	0.65	0.56		0.36	0.54	0.87	VFMV
DOCT	-0.02	0.28	0.41	0.82	0.78	0.92	0.36		0.91	0.24	DOCT
SEPW	0.28	0.57	0.47	0.75	0.92	0.98	0.54	0.91		0.41	SEPW
SMMV	0.64	0.68	0.79	0.17	0.47	0.45	0.87	0.24	0.41		SMMV
	TPHD	TPSC	BGIG	HEQT	RFG	GMAY	VFMV	DOCT	SEPW	SMMV

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

SEPW	+ 0.98	GMAY
SEPW	+ 0.92	RFG
DOCT	+ 0.92	GMAY
GMAY	+ 0.91	RFG
SEPW	+ 0.91	DOCT
SMMV	+ 0.87	VFMV

High negative correlations

DOCT

- 0.02

TPHD

Timothy Plan Constituents Risk-Adjusted Indicators

There is a big difference between Timothy Etf performing well and Timothy Plan ETF 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
TPHD	0.53	(0.05)	(0.10)	(0.01)	0.70	(0.54)	0.98	(1.10)	2.74
TPSC	0.71	(0.07)	(0.07)	0.00	0.94	(0.75)	1.81	(1.32)	4.03
BGIG	0.48	0.02	(0.07)	(0.63)	0.58	(0.51)	0.85	(0.96)	2.37
HEQT	0.28	0.01	(0.07)	0.08	0.32	(0.29)	0.57	(0.57)	1.80
RFG	0.81	(0.05)	(0.04)	0.02	0.97	(0.89)	1.90	(1.41)	4.53
GMAY	0.19	0.00	(0.15)	0.06	0.23	(0.20)	0.44	(0.42)	1.18
VFMV	0.44	0.00	(0.11)	(0.05)	0.57	(0.42)	0.85	(0.85)	2.26
DOCT	0.22	0.01	(0.10)	0.08	0.22	(0.23)	0.57	(0.48)	1.55
SEPW	0.22	(0.01)	(0.13)	0.04	0.31	(0.22)	0.42	(0.54)	1.47
SMMV	0.47	0.01	(0.08)	12.76	0.53	(0.50)	0.98	(0.94)	2.51

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