Cullen High Correlations
The correlation of Cullen High 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.
Cullen |
Moving together with Cullen Mutual Fund
| 0.65 | VVIAX | Vanguard Value Index | PairCorr |
| 0.76 | FFMMX | American Funds American | PairCorr |
| 0.76 | FFFMX | American Funds American | PairCorr |
| 0.76 | AMRMX | American Mutual | PairCorr |
| 0.76 | AMFFX | American Mutual | PairCorr |
| 0.77 | AMFCX | American Mutual | PairCorr |
| 0.65 | VIVAX | Vanguard Value Index | PairCorr |
| 0.65 | VIVIX | Vanguard Value Index | PairCorr |
| 0.65 | PFN | Pimco Income Strategy | PairCorr |
| 0.66 | CIF | Mfs Intermediate High | PairCorr |
| 0.65 | PCF | Putnam High Income | PairCorr |
| 0.71 | PFE | Pfizer Inc Financial Report 6th of August 2024 | PairCorr |
Moving against Cullen Mutual Fund
| 0.36 | DIS | Walt Disney Sell-off Trend | PairCorr |
Related Correlations Analysis
| 0.93 | 0.92 | 0.72 | 0.92 | 0.87 | BPSCX | ||
| 0.93 | 0.92 | 0.56 | 0.87 | 0.82 | LRSOX | ||
| 0.92 | 0.92 | 0.45 | 0.98 | 0.67 | FISVX | ||
| 0.72 | 0.56 | 0.45 | 0.47 | 0.84 | PVCMX | ||
| 0.92 | 0.87 | 0.98 | 0.47 | 0.65 | VVSCX | ||
| 0.87 | 0.82 | 0.67 | 0.84 | 0.65 | HFMDX | ||
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Risk-Adjusted Indicators
There is a big difference between Cullen Mutual Fund performing well and Cullen High 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 Cullen High'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BPSCX | 0.80 | (0.01) | (0.01) | 0.02 | 1.06 | 1.70 | 4.27 | |||
| LRSOX | 0.84 | (0.02) | (0.01) | 0.02 | 1.10 | 1.69 | 4.82 | |||
| FISVX | 0.99 | (0.05) | (0.03) | 0.00 | 1.34 | 1.84 | 5.54 | |||
| PVCMX | 0.13 | 0.01 | (0.06) | 0.12 | 0.07 | 0.24 | 0.79 | |||
| VVSCX | 0.95 | (0.04) | (0.02) | 0.00 | 1.15 | 1.87 | 4.96 | |||
| HFMDX | 1.04 | 0.14 | 0.12 | 0.14 | 1.18 | 2.02 | 6.86 |