Astoria Dynamic Correlations

AGGA Etf

25.31 0.01 0.04%

The current 90-days correlation between Astoria Dynamic Core and Discipline Fund ETF is -0.22 (i.e., Very good diversification). The correlation of Astoria 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.

Astoria Dynamic Correlation With Market

Very poor diversification

The correlation between Astoria Dynamic Core and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Astoria Dynamic Core and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Astoria Etf

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

Moving together with Astoria Etf

0.73	AXSIX	Axonic Strategic Income	Pair Corr
0.76	AXSAX	Axonic Strategic Income	Pair Corr
0.9	SMCRX	ALPSSmith Credit Opp	Pair Corr
0.88	SMCVX	ALPSSmith Credit Opp	Pair Corr
0.85	SMCAX	DEUTSCHE MID CAP	Pair Corr
0.84	SMCCX	DEUTSCHE MID CAP	Pair Corr
0.96	JPIE	JP Morgan Exchange	Pair Corr
0.94	AFIF	Anfield Universal Fixed	Pair Corr
0.95	MUSI	American Century Mul	Pair Corr
0.94	SIO	Touchstone Strategic	Pair Corr
0.84	VTI	Vanguard Total Stock	Pair Corr
0.82	SPY	SPDR SP 500	Pair Corr
0.82	IVV	iShares Core SP	Pair Corr
0.88	BND	Vanguard Total Bond	Pair Corr
0.84	TOT	Advisor Managed Port	Pair Corr
0.93	VTV	Vanguard Value Index Sell-off Trend	Pair Corr
0.87	VO	Vanguard Mid Cap	Pair Corr
0.67	PFE	Pfizer Inc	Pair Corr
0.81	CAT	Caterpillar	Pair Corr
0.9	AA	Alcoa Corp	Pair Corr
0.84	BA	Boeing	Pair Corr
0.86	DD	Dupont De Nemours	Pair Corr
0.74	INTC	Intel	Pair Corr
0.76	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.93	MRK	Merck Company Aggressive Push	Pair Corr
0.86	WMT	Walmart Common Stock Aggressive Push	Pair Corr

Moving against Astoria Etf

0.45	IRE	Tidal Trust II Upward Rally	Pair Corr
0.72	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	KOOL	GMOV	SEMG	RPHS	FMED	BSTP	JANT	URE	NULC	DSCF
KOOL		0.81	-0.06	0.52	-0.11	0.89	0.82	0.47	-0.16	0.72	KOOL
GMOV	0.81		-0.1	0.39	-0.13	0.85	0.89	0.25	-0.42	0.91	GMOV
SEMG	-0.06	-0.1		0.35	0.48	0.27	0.07	-0.46	0.03	-0.07	SEMG
RPHS	0.52	0.39	0.35		0.09	0.57	0.44	0.02	0.1	0.34	RPHS
FMED	-0.11	-0.13	0.48	0.09		0.03	-0.05	-0.08	0.17	-0.05	FMED
BSTP	0.89	0.85	0.27	0.57	0.03		0.92	0.25	-0.32	0.81	BSTP
JANT	0.82	0.89	0.07	0.44	-0.05	0.92		0.3	-0.34	0.9	JANT
URE	0.47	0.25	-0.46	0.02	-0.08	0.25	0.3		0.05	0.2	URE
NULC	-0.16	-0.42	0.03	0.1	0.17	-0.32	-0.34	0.05		-0.42	NULC
DSCF	0.72	0.91	-0.07	0.34	-0.05	0.81	0.9	0.2	-0.42		DSCF
	KOOL	GMOV	SEMG	RPHS	FMED	BSTP	JANT	URE	NULC	DSCF

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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

JANT	+ 0.92	BSTP
DSCF	+ 0.91	GMOV
DSCF	+ 0.9	JANT
BSTP	+ 0.89	KOOL
JANT	+ 0.89	GMOV
BSTP	+ 0.85	GMOV

High negative correlations

URE	- 0.46	SEMG
DSCF	- 0.42	NULC
NULC	- 0.42	GMOV
NULC	- 0.34	JANT
NULC	- 0.32	BSTP
NULC	- 0.16	KOOL

Astoria Dynamic Constituents Risk-Adjusted Indicators

There is a big difference between Astoria Etf performing well and Astoria 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 Astoria 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
KOOL	0.63	0.01	(0.02)	0.10	0.80	(0.63)	1.22	(1.66)	3.22
GMOV	0.58	0.13	0.19	0.27	0.21	(0.74)	1.48	(0.90)	3.00
SEMG	0.63	(0.12)	0.00	(0.08)	0.00	0.00	1.20	(1.44)	4.25
RPHS	0.82	(0.06)	(0.03)	0.03	1.97	(0.91)	1.39	(1.18)	22.42
FMED	0.95	(0.08)	0.00	(0.02)	0.00	0.00	1.88	(1.73)	7.15
BSTP	0.37	(0.01)	(0.09)	0.07	0.48	(0.36)	0.81	(0.88)	2.52
JANT	0.30	0.05	(0.08)	(1.20)	0.38	(0.29)	0.77	(0.79)	2.50
URE	1.16	0.11	0.00	(0.47)	1.55	(1.10)	2.51	(2.50)	6.43
NULC	0.77	(0.05)	0.00	1.01	0.00	0.00	1.24	(1.71)	6.26
DSCF	0.21	0.04	(0.21)	(0.95)	0.00	(0.25)	0.46	(0.33)	1.30

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