Amplius Aggressive Correlations

AAAA Etf

27.83 0.17 0.61%

The current 90-days correlation between Amplius Aggressive Asset and First Trust Exchange Traded is 0.31 (i.e., Weak diversification). The correlation of Amplius Aggressive 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.

Amplius Aggressive Correlation With Market

Almost no diversification

The correlation between Amplius Aggressive Asset and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Amplius Aggressive Asset and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Amplius Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Amplius Aggressive Asset. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Amplius Etf

0.9	VTI	Vanguard Total Stock	Pair Corr
0.97	SPY	SPDR SP 500	Pair Corr
0.98	IVV	iShares Core SP	Pair Corr
0.66	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.9	VTV	Vanguard Value Index	Pair Corr
0.9	VO	Vanguard Mid Cap	Pair Corr
0.88	VEA	Vanguard FTSE Developed	Pair Corr
0.91	VB	Vanguard Small Cap	Pair Corr
0.75	VWO	Vanguard FTSE Emerging	Pair Corr
0.78	OIH	VanEck Oil Services	Pair Corr
0.89	WTMF	WisdomTree Managed	Pair Corr
0.86	EWC	iShares MSCI Canada	Pair Corr
0.89	TOT	Advisor Managed Port	Pair Corr
0.72	INTC	Intel Aggressive Push	Pair Corr
0.72	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.63	DIS	Walt Disney Earnings Call Tomorrow	Pair Corr
0.68	CVX	Chevron Corp	Pair Corr
0.71	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.66	DD	Dupont De Nemours	Pair Corr
0.63	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.85	AA	Alcoa Corp	Pair Corr

Moving against Amplius Etf

0.57	HPQ	HP Inc	Pair Corr
0.56	T	ATT Inc Earnings Call This Week	Pair Corr
0.43	MSFT	Microsoft	Pair Corr
0.34	MMM	3M Company	Pair Corr

Related Correlations Analysis

	MDAA	DRAI	DRSK	DUKX	MVFD	MVFG	NDAA	ENDW	ESBG
MDAA		0.64	-0.36	0.98	0.82	0.91	0.98	0.94	0.61	MDAA
DRAI	0.64		0.01	0.58	0.68	0.71	0.71	0.68	0.11	DRAI
DRSK	-0.36	0.01		-0.5	-0.55	-0.35	-0.36	-0.54	-0.01	DRSK
DUKX	0.98	0.58	-0.5		0.87	0.91	0.97	0.96	0.57	DUKX
MVFD	0.82	0.68	-0.55	0.87		0.89	0.87	0.94	0.22	MVFD
MVFG	0.91	0.71	-0.35	0.91	0.89		0.95	0.92	0.45	MVFG
NDAA	0.98	0.71	-0.36	0.97	0.87	0.95		0.96	0.54	NDAA
ENDW	0.94	0.68	-0.54	0.96	0.94	0.92	0.96		0.41	ENDW
ESBG	0.61	0.11	-0.01	0.57	0.22	0.45	0.54	0.41		ESBG
	MDAA	DRAI	DRSK	DUKX	MVFD	MVFG	NDAA	ENDW	ESBG

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

DUKX	+ 0.98	MDAA
NDAA	+ 0.98	MDAA
NDAA	+ 0.97	DUKX
ENDW	+ 0.96	DUKX
ENDW	+ 0.96	NDAA
NDAA	+ 0.95	MVFG

High negative correlations

MVFD	- 0.55	DRSK
ENDW	- 0.54	DRSK
DUKX	- 0.5	DRSK
NDAA	- 0.36	DRSK
DRSK	- 0.36	MDAA
MVFG	- 0.35	DRSK

Amplius Aggressive Constituents Risk-Adjusted Indicators

There is a big difference between Amplius Etf performing well and Amplius Aggressive ETF 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 Amplius Aggressive'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
MDAA	0.81	0.06	0.05	0.10	1.05	(0.82)	1.94	(1.75)	3.96
DRAI	0.51	(0.03)	(0.05)	(0.01)	0.83	(0.47)	1.07	(1.45)	3.35
DRSK	0.38	(0.07)	0.00	(0.14)	0.00	0.00	0.87	(0.87)	2.46
DUKX	0.54	0.07	0.07	0.14	0.61	(0.56)	1.27	(1.21)	2.62
MVFD	0.77	0.08	0.09	0.11	0.75	(0.87)	2.05	(1.41)	3.90
MVFG	1.15	0.06	0.05	0.08	1.56	(1.20)	2.46	(2.83)	7.17
NDAA	0.47	0.02	0.01	0.07	0.56	(0.48)	0.89	(1.14)	2.78
ENDW	0.48	0.05	0.06	0.11	0.57	(0.50)	0.96	(1.00)	2.76
ESBG	0.97	0.25	0.11	0.22	1.69	(1.00)	2.21	(1.62)	5.37

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