Commodity Return Correlations

Mutual Funds . USA . 
Fund . Commodity Return Strategy
CCRSX Fund  USD 21.35  0.06  0.28%   
The current 90-days correlation between Commodity Return Strategy and Credit Suisse Trust is 1.0 (i.e., No risk reduction). The correlation of Commodity Return 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.

Commodity Return Correlation With Market

Poor diversification

The correlation between Commodity Return Strategy and DJI is 0.74 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Commodity Return Strategy and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Commodity Return Strategy. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Commodity Mutual Fund

  0.92CSAIX Credit Suisse ManagedPairCorr
  0.92CSACX Credit Suisse ManagedPairCorr
  0.92CSAAX Credit Suisse ManagedPairCorr
  0.74CSQCX Credit Suisse MultiaPairCorr
  1.0CCRRX Credit Suisse TrustPairCorr
  1.0PCRIX CommodityrealreturnPairCorr
  1.0PCRRX CommodityrealreturnPairCorr
  1.0PCRPX Pimco ModityrealreturnPairCorr
  1.0PCSRX CommodityrealreturnPairCorr
  0.96FIFGX Fidelity Sai InflatiPairCorr
  0.98PCLAX Pimco CommoditiesplusPairCorr
  0.98PCPCX Pimco CommoditiesplusPairCorr
  0.98PCLNX Pimco CommoditiesplusPairCorr
  1.0PCRAX CommodityrealreturnPairCorr
  1.0PCRCX CommodityrealreturnPairCorr
  0.68VSTSX Vanguard Total StockPairCorr
  0.68VSMPX Vanguard Total StockPairCorr
  0.68VITSX Vanguard Total StockPairCorr
  0.66VFFSX Vanguard 500 IndexPairCorr
  0.65VFIAX Vanguard 500 IndexPairCorr
  0.68VTSAX Vanguard Total StockPairCorr
  0.91VTISX Vanguard Total InterPairCorr
  0.91VTSNX Vanguard Total InterPairCorr
  0.91VTPSX Vanguard Total InterPairCorr
  0.65VINIX Vanguard InstitutionalPairCorr
  0.69VQNPX Vanguard Growth AndPairCorr
  0.82EMSLX Shelton Emerging MarketsPairCorr
  0.87TIQIX Touchstone SustainabilityPairCorr
  0.69OGRIX Oppenheimer ValuePairCorr
  0.81MERIX Merger FundPairCorr
  0.77RYCIX Consumer ProductsPairCorr
  0.78PAHIX T Rowe PricePairCorr
  0.64SBMIX Moderate BalancedPairCorr
  0.91AQMNX Aqr Managed FuturesPairCorr
  0.7RICHX Investment Of AmericaPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Commodity Mutual Fund performing well and Commodity Return 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 Commodity Return'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.

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