Pear Tree Correlations

USBNX Fund

USD 27.54 0.05 0.18%

The current 90-days correlation between Pear Tree Polaris and Pear Tree Polaris is 0.38 (i.e., Weak 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

Very poor diversification

The correlation between Pear Tree Polaris and DJI is 0.8 (i.e., Very poor 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 World Market Map 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 board of governors.

Moving together with Pear Mutual Fund

0.94	GEORX	Pear Tree Essex	Pair Corr
0.93	GEOSX	Essex Environmental	Pair Corr
0.94	USBOX	Pear Tree Quality	Pair Corr
1.0	QBNAX	Pear Tree Polaris	Pair Corr
0.94	EEOFX	Essex Environmental	Pair Corr
0.9	QUSOX	Pear Tree Polaris	Pair Corr
0.9	QUSIX	Pear Tree Polaris	Pair Corr
0.9	QUSRX	Pear Tree Polaris	Pair Corr
0.91	QFVIX	Pear Tree Polaris	Pair Corr
0.91	QFVOX	Pear Tree Polaris	Pair Corr
0.91	QFVRX	Pear Tree Polaris	Pair Corr
0.94	QGIAX	Pear Tree Quality	Pair Corr
0.92	QISIX	Pear Tree Polaris	Pair Corr
0.92	QISRX	Pear Tree Polaris	Pair Corr
0.92	QISOX	Pear Tree Polaris	Pair Corr
0.98	VSIIX	Vanguard Small Cap	Pair Corr
0.98	VISVX	Vanguard Small Cap	Pair Corr
0.98	DFSVX	Us Small Cap	Pair Corr
0.98	DFFVX	Us Targeted Value	Pair Corr
0.98	UBVCX	Undiscovered Managers	Pair Corr
0.98	UBVAX	Undiscovered Managers	Pair Corr
0.98	UBVSX	Undiscovered Managers	Pair Corr
0.97	AVFIX	American Beacon Small	Pair Corr
0.71	NHS	Neuberger Berman High	Pair Corr
0.94	JLGRX	Jpmorgan Large Cap	Pair Corr
0.93	PSCIX	Palmer Square Ssi	Pair Corr
0.87	VWINX	Vanguard Wellesley Income	Pair Corr
0.95	TRFHX	T Rowe Price	Pair Corr
0.82	CUSOX	Columbia Ultra Short	Pair Corr
0.97	LAGIX	Ladenburg Aggressive	Pair Corr
0.96	PFIOX	Pfg Invesco Thematic	Pair Corr
0.98	CEIZX	Manning Napier Callodine	Pair Corr
0.77	PBMXX	Prudential Government	Pair Corr
0.94	CFIGX	Columbia Flexible Capital	Pair Corr
0.94	ISNGX	Voya Solution 2030	Pair Corr
0.91	PISJX	Columbia Pyrford Int	Pair Corr
0.93	AMECX	Income Fund	Pair Corr
0.95	GQESX	Gmo Quality Fund	Pair Corr

Related Correlations Analysis

	QFVOX	QUSOX	USBOX	GEOSX	USBNX	QBNAX	EEOFX	QUSIX	QUSRX	QFVIX
QFVOX		0.98	0.96	0.94	0.91	0.91	0.95	0.98	0.98	1.0	QFVOX
QUSOX	0.98		0.97	0.96	0.9	0.9	0.97	1.0	1.0	0.98	QUSOX
USBOX	0.96	0.97		0.96	0.94	0.95	0.97	0.97	0.97	0.96	USBOX
GEOSX	0.94	0.96	0.96		0.93	0.93	0.99	0.96	0.96	0.94	GEOSX
USBNX	0.91	0.9	0.94	0.93		1.0	0.94	0.9	0.9	0.91	USBNX
QBNAX	0.91	0.9	0.95	0.93	1.0		0.94	0.9	0.9	0.91	QBNAX
EEOFX	0.95	0.97	0.97	0.99	0.94	0.94		0.97	0.97	0.95	EEOFX
QUSIX	0.98	1.0	0.97	0.96	0.9	0.9	0.97		1.0	0.98	QUSIX
QUSRX	0.98	1.0	0.97	0.96	0.9	0.9	0.97	1.0		0.98	QUSRX
QFVIX	1.0	0.98	0.96	0.94	0.91	0.91	0.95	0.98	0.98		QFVIX
	QFVOX	QUSOX	USBOX	GEOSX	USBNX	QBNAX	EEOFX	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
QFVOX	0.50	0.19	0.15	0.95	0.09	(0.59)	1.09	(0.83)	2.90
QUSOX	0.43	0.23	0.29	1.55	0.00	(0.59)	1.22	(0.65)	2.85
USBOX	0.64	0.03	0.01	0.16	0.59	(0.70)	1.76	(1.19)	4.30
GEOSX	0.89	0.38	0.31	2.41	0.38	(1.14)	2.72	(1.36)	5.57
USBNX	0.83	0.04	0.04	0.18	0.81	(0.95)	2.38	(1.66)	5.37
QBNAX	0.83	0.05	0.04	0.18	0.80	(0.95)	2.37	(1.63)	5.37
EEOFX	0.90	0.29	0.30	0.47	0.40	(1.18)	2.78	(1.38)	5.52
QUSIX	0.43	0.23	0.30	1.53	0.00	(0.59)	1.22	(0.65)	2.92
QUSRX	0.43	0.23	0.28	1.56	0.00	(0.59)	1.24	(0.62)	2.83
QFVIX	0.49	0.19	0.16	0.95	0.08	(0.59)	1.09	(0.82)	2.84

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Pear Tree Correlations

Pear Tree Correlation With Market

Very poor diversification

Moving together with Pear Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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