Fuller Thaler Correlations

Mutual Funds . USA . 
Fund . Fuller Thaler Behavioral
FTVZX Fund  USD 36.64  0.08  0.22%   
The current 90-days correlation between Fuller Thaler Behavioral and Black Oak Emerging is 0.57 (i.e., Very weak diversification). The correlation of Fuller Thaler 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.

Fuller Thaler Correlation With Market

Very poor diversification

The correlation between Fuller Thaler Behavioral and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fuller Thaler Behavioral and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Fuller Thaler Behavioral. 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 nation.

Moving together with Fuller Mutual Fund

  0.92FTHNX Fuller Thaler BehavioralPairCorr
  0.92FTHSX Fuller Thaler BehavioralPairCorr
  0.95FTMSX Fuller Thaler Behavioral Steady GrowthPairCorr
  0.94FTSAX Fuller Thaler BehavioralPairCorr
  0.93FTSIX Fuller Thaler BehavioralPairCorr
  1.0FTVAX Fuller Thaler BehavioralPairCorr
  1.0FTVCX Fuller Thaler BehavioralPairCorr
  0.93FTXFX Fuller Thaler BehavioralPairCorr
  1.0FTVNX Fuller Thaler BehavioralPairCorr
  1.0FTVSX Fuller Thaler BehavioralPairCorr
  0.92FTZAX Fuller Thaler BehavioralPairCorr
  0.92FTZCX Fuller Thaler BehavioralPairCorr
  0.92FTZIX Fuller Thaler BehavioralPairCorr
  0.93FTXNX Fuller Thaler BehavioralPairCorr
  0.93FTXSX Fuller Thaler BehavioralPairCorr
  0.81FLPKX Fidelity Low PricedPairCorr
  0.81FLPSX Fidelity Low PricedPairCorr
  0.93VMVAX Vanguard Mid CapPairCorr
  0.94JVMAX John Hancock DisciplinedPairCorr
  0.94JVMIX John Hancock DisciplinedPairCorr
  0.93VMVIX Vanguard Mid CapPairCorr
  0.95JMVZX Jpmorgan Mid CapPairCorr
  0.95JMVRX Jpmorgan Mid CapPairCorr
  0.95JMVQX Jpmorgan Mid CapPairCorr
  0.95JMVYX Jpmorgan Mid CapPairCorr
  0.87CGSAX Columbia Growth 529PairCorr
  0.9BSDAX Blackrock Smid CapPairCorr
  0.88MEGIX Msvif Growth PortPairCorr
  0.64ATOIX Alpine Ultra ShortPairCorr
  0.78SRGIX Stringer GrowthPairCorr
  0.95ESPAX Wells Fargo AdvantagePairCorr
  0.8ABRSX Abr Enhanced ShortPairCorr
  0.9AVUNX Avantis EquityPairCorr
  0.74PSYPX Palmer Square IncomePairCorr
  0.85BSPAX Blackrock Sp 500PairCorr

Moving against Fuller Mutual Fund

  0.32BIGBX Blackrock Government BondPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Fuller Mutual Fund performing well and Fuller Thaler 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 Fuller Thaler'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.

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