Vulcan Value Correlations
VVPLX Fund | USD 29.95 0.17 0.57% |
The current 90-days correlation between Vulcan Value Partners and Franklin Real Estate is 0.1 (i.e., Average diversification). The correlation of Vulcan Value 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.
Vulcan Value Correlation With Market
Very poor diversification
The correlation between Vulcan Value Partners and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vulcan Value Partners and DJI in the same portfolio, assuming nothing else is changed.
Vulcan |
Moving together with Vulcan Mutual Fund
0.96 | VVILX | Vulcan Value Partners Steady Growth | PairCorr |
0.94 | VVISX | Vulcan Value Partners | PairCorr |
0.97 | VVPSX | Vulcan Value Partners | PairCorr |
0.95 | VTSAX | Vanguard Total Stock | PairCorr |
0.94 | VFIAX | Vanguard 500 Index | PairCorr |
0.95 | VTSMX | Vanguard Total Stock | PairCorr |
0.97 | VITSX | Vanguard Total Stock | PairCorr |
0.95 | VSMPX | Vanguard Total Stock | PairCorr |
0.95 | VSTSX | Vanguard Total Stock | PairCorr |
0.97 | VFINX | Vanguard 500 Index | PairCorr |
0.94 | VFFSX | Vanguard 500 Index | PairCorr |
0.97 | VINIX | Vanguard Institutional | PairCorr |
0.97 | VIIIX | Vanguard Institutional | PairCorr |
0.89 | PFN | Pimco Income Strategy | PairCorr |
0.94 | CIF | Mfs Intermediate High | PairCorr |
0.91 | PCF | Putnam High Income | PairCorr |
0.95 | SPMIX | Sp Midcap Index | PairCorr |
0.86 | SAFEX | Weitz Ultra Short | PairCorr |
0.94 | DLQAX | Dreyfus Large Cap | PairCorr |
0.98 | SIPIX | Simt Mid Cap | PairCorr |
0.95 | MFEGX | Mfs Growth Fund | PairCorr |
0.67 | PTTFX | T Rowe Price | PairCorr |
0.93 | FCVAX | Fidelity Small Cap | PairCorr |
0.93 | JACCX | Janus Forty Fund | PairCorr |
0.94 | PEEAX | Prudential Jennison Mid | PairCorr |
0.96 | VGIAX | Vanguard Growth And | PairCorr |
0.97 | IAALX | Transamerica Asset | PairCorr |
0.97 | ICSIX | Dynamic Opportunity | PairCorr |
0.86 | PBCAX | Prudential California | PairCorr |
0.97 | HCKSX | Hartford Checks | PairCorr |
0.85 | LBLAX | Thrivent Limited Maturity | PairCorr |
0.96 | LWLAX | L Mason Qs | PairCorr |
0.84 | PCMNX | Pace Municipal Fixed | PairCorr |
Moving against Vulcan Mutual Fund
Related Correlations Analysis
0.8 | 0.99 | 0.6 | 0.84 | 0.78 | 0.69 | FREEX | ||
0.8 | 0.82 | 0.69 | 0.81 | 0.97 | 0.8 | SEIRX | ||
0.99 | 0.82 | 0.63 | 0.86 | 0.8 | 0.72 | MRESX | ||
0.6 | 0.69 | 0.63 | 0.88 | 0.8 | 0.68 | PNDIX | ||
0.84 | 0.81 | 0.86 | 0.88 | 0.85 | 0.82 | DNREX | ||
0.78 | 0.97 | 0.8 | 0.8 | 0.85 | 0.78 | CREFX | ||
0.69 | 0.8 | 0.72 | 0.68 | 0.82 | 0.78 | CNREX | ||
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Risk-Adjusted Indicators
There is a big difference between Vulcan Mutual Fund performing well and Vulcan Value 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 Vulcan Value'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FREEX | 0.60 | 0.08 | (0.16) | (5.70) | 0.80 | 1.63 | 4.34 | |||
SEIRX | 0.58 | (0.04) | (0.13) | 0.17 | 0.73 | 1.72 | 4.47 | |||
MRESX | 0.59 | 0.08 | (0.15) | (5.57) | 0.81 | 1.79 | 4.52 | |||
PNDIX | 0.04 | 0.02 | 0.00 | 3.14 | 0.00 | 0.10 | 0.20 | |||
DNREX | 0.70 | 0.25 | (0.03) | (0.84) | 0.98 | 1.67 | 5.63 | |||
CREFX | 0.56 | (0.01) | (0.13) | 0.21 | 0.64 | 1.69 | 4.34 | |||
CNREX | 0.67 | (0.03) | (0.06) | 0.20 | 0.67 | 1.68 | 4.14 |