1. A fault detection apparatus comprising: a storage unit which stores correlation destruction set information which includes one or more correlations on each of which correlation destruction was detected when a fault occurred, among one or more correlations included in a correlation model including one or more correlations between different types of performance values among a plurality of types of performance values of a system, and a correlation model comparison unit which calculates a commonality between said one or more correlations included in said correlation destruction set information and one or more correlations on each of which correlation destruction is detected for inputted performance values.