Aristotle Funds Correlations
| ARABX Fund | 15.37 0.22 1.45% |
The current 90-days correlation between Aristotle Funds Series and Virtus Multi Strategy Target is 0.34 (i.e., Weak diversification). The correlation of Aristotle Funds 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.
Aristotle Funds Correlation With Market
Average diversification
The correlation between Aristotle Funds Series and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aristotle Funds Series and DJI in the same portfolio, assuming nothing else is changed.
Aristotle |
Moving together with Aristotle Mutual Fund
| 0.85 | ARALX | Aristotle Funds Series | PairCorr |
| 1.0 | ARAHX | Aristotle Funds Series | PairCorr |
| 0.72 | ARAQX | Aristotle Value Eq | PairCorr |
| 0.72 | ARIQX | Aristotle Value Eq | PairCorr |
| 0.85 | ARILX | Aristotle Funds Series | PairCorr |
| 1.0 | ARIHX | Aristotle Funds Series | PairCorr |
| 1.0 | ARIBX | Aristotle Funds Series | PairCorr |
| 1.0 | ARRBX | Aristotle Funds Series | PairCorr |
| 0.72 | ARRQX | Aristotle Value Equity | PairCorr |
| 1.0 | AIBBX | Aristotle Funds Series | PairCorr |
| 0.78 | AIGGX | Aristotle Growth Equity | PairCorr |
| 1.0 | AIHHX | Aristotle Funds Series | PairCorr |
| 0.85 | AILLX | Aristotle Funds Series | PairCorr |
| 0.72 | AIQQX | Aristotle Funds Series | PairCorr |
| 0.68 | AISHX | Aristotle Funds Series | PairCorr |
| 1.0 | AISBX | Ing Series Fund | PairCorr |
| 0.89 | VSMAX | Vanguard Small Cap | PairCorr |
| 0.89 | VSCIX | Vanguard Small Cap | PairCorr |
| 0.9 | VSCPX | Vanguard Small Cap | PairCorr |
| 0.89 | NAESX | Vanguard Small Cap | PairCorr |
| 0.91 | FSSNX | Fidelity Small Cap | PairCorr |
| 0.81 | DFSTX | Us Small Cap | PairCorr |
| 0.76 | PASVX | T Rowe Price | PairCorr |
| 0.7 | PRVIX | T Rowe Price | PairCorr |
| 0.7 | TRZVX | T Rowe Price | PairCorr |
| 0.7 | PRSVX | T Rowe Price | PairCorr |
| 0.74 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.67 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.74 | VTSMX | Vanguard Total Stock | PairCorr |
Related Correlations Analysis
| 0.45 | 0.37 | 0.86 | 0.83 | VMSAX | ||
| 0.45 | 0.82 | 0.6 | 0.33 | WFEMX | ||
| 0.37 | 0.82 | 0.63 | 0.15 | BOGSX | ||
| 0.86 | 0.6 | 0.63 | 0.6 | DEDCX | ||
| 0.83 | 0.33 | 0.15 | 0.6 | FEMDX | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Aristotle Mutual Fund performing well and Aristotle Funds 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 Aristotle Funds' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VMSAX | 0.15 | (0.01) | (0.15) | (0.14) | 0.16 | 0.28 | 1.00 | |||
| WFEMX | 0.68 | (0.03) | 0.00 | (0.12) | 0.00 | 1.55 | 4.98 | |||
| BOGSX | 1.06 | (0.15) | 0.00 | (0.60) | 0.00 | 1.65 | 11.58 | |||
| DEDCX | 0.11 | (0.02) | 0.00 | (0.43) | 0.00 | 0.26 | 0.78 | |||
| FEMDX | 0.17 | 0.01 | (0.08) | 0.14 | 0.13 | 0.35 | 1.29 |