Anfield Dynamic Correlations

ADFI Etf

USD 8.60 0.03 0.35%

The current 90-days correlation between Anfield Dynamic Fixed and Fieldstone UVA Unconstrained is -0.08 (i.e., Good diversification). The correlation of Anfield Dynamic 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.

Anfield Dynamic Correlation With Market

Very weak diversification

The correlation between Anfield Dynamic Fixed and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Anfield Dynamic Fixed and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Anfield Etf

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

Moving together with Anfield Etf

0.77	IUSB	iShares Core Total	Pair Corr
0.7	FIXD	First Trust TCW	Pair Corr
0.87	FBND	Fidelity Total Bond	Pair Corr
0.71	TOTL	SPDR DoubleLine Total	Pair Corr
0.76	HTRB	Hartford Total Return	Pair Corr
0.8	GTO	Invesco Total Return	Pair Corr
0.75	EUSB	iShares Trust	Pair Corr
0.77	JCPB	JPMorgan Core Plus	Pair Corr
0.65	ITDD	iShares Trust	Pair Corr
0.62	DHSB	Strategy Shares	Pair Corr
0.64	HYUP	Xtrackers High Beta	Pair Corr
0.61	IWD	iShares Russell 1000	Pair Corr

Moving against Anfield Etf

0.39

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	FXED	DYLD	FUSI	THY	XRMI	NETL	SSFI	HISF	ALTY	FFIU
FXED		0.73	0.76	0.82	0.7	0.76	0.5	0.72	0.83	-0.11	FXED
DYLD	0.73		0.78	0.64	0.74	0.51	0.53	0.75	0.76	-0.09	DYLD
FUSI	0.76	0.78		0.56	0.93	0.53	0.39	0.9	0.93	-0.42	FUSI
THY	0.82	0.64	0.56		0.46	0.67	0.59	0.49	0.59	0.1	THY
XRMI	0.7	0.74	0.93	0.46		0.34	0.35	0.93	0.89	-0.45	XRMI
NETL	0.76	0.51	0.53	0.67	0.34		0.48	0.44	0.65	0.04	NETL
SSFI	0.5	0.53	0.39	0.59	0.35	0.48		0.57	0.33	0.31	SSFI
HISF	0.72	0.75	0.9	0.49	0.93	0.44	0.57		0.87	-0.3	HISF
ALTY	0.83	0.76	0.93	0.59	0.89	0.65	0.33	0.87		-0.34	ALTY
FFIU	-0.11	-0.09	-0.42	0.1	-0.45	0.04	0.31	-0.3	-0.34		FFIU
	FXED	DYLD	FUSI	THY	XRMI	NETL	SSFI	HISF	ALTY	FFIU

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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

XRMI	+ 0.93	FUSI
ALTY	+ 0.93	FUSI
HISF	+ 0.93	XRMI
HISF	+ 0.9	FUSI
ALTY	+ 0.89	XRMI
ALTY	+ 0.87	HISF

High negative correlations

FFIU	- 0.45	XRMI
FFIU	- 0.42	FUSI
FFIU	- 0.34	ALTY
FFIU	- 0.3	HISF
FFIU	- 0.11	FXED
FFIU	- 0.09	DYLD

Anfield Dynamic Constituents Risk-Adjusted Indicators

There is a big difference between Anfield Etf performing well and Anfield Dynamic 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 Anfield Dynamic'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
FXED	0.24	0.00	(0.16)	0.06	0.27	(0.29)	0.56	(0.56)	1.40
DYLD	0.11	(0.01)	(0.49)	(3.27)	0.12	(0.13)	0.22	(0.22)	0.75
FUSI	0.04	0.00	(0.49)	0.00	0.00	(0.05)	0.08	(0.04)	0.50
THY	0.14	(0.01)	(0.37)	(0.02)	0.15	(0.17)	0.27	(0.27)	0.86
XRMI	0.22	0.03	(0.07)	0.21	0.07	(0.25)	0.46	(0.40)	1.83
NETL	0.56	0.01	(0.08)	0.13	0.71	(0.57)	1.13	(1.04)	3.01
SSFI	0.14	(0.02)	0.00	(0.13)	0.00	0.00	0.28	(0.33)	0.75
HISF	0.12	0.00	(0.39)	0.11	0.04	(0.13)	0.22	(0.27)	0.63
ALTY	0.23	0.06	(0.02)	1.12	0.12	(0.27)	0.51	(0.51)	1.43
FFIU	0.37	(0.03)	0.00	(0.41)	0.00	0.00	0.77	(1.21)	2.97

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