RBB Fund Correlations

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14.33 0.03 0.21%

The current 90-days correlation between RBB Fund and VanEck Israel ETF is 0.06 (i.e., Significant diversification). The correlation of RBB Fund 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.

RBB Fund Correlation With Market

Very poor diversification

The correlation between The RBB Fund and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The RBB Fund and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with RBB OTC BB Equity

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in The RBB Fund. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with RBB OTC BB Equity

0.97	TWEBX	Tweedy Browne Value	Pair Corr
0.98	TBCUX	Tweedy Browne Global	Pair Corr
0.97	TBGVX	Tweedy Browne Global	Pair Corr
0.96	TBHDX	Tweedy Browne Worldwide	Pair Corr
0.95	INFL	Horizon Kinetics Inf	Pair Corr
0.96	PBD	Invesco Global Clean	Pair Corr
0.87	VRAI	Virtus Real Asset	Pair Corr
0.83	CTEC	Global X CleanTech	Pair Corr
0.76	FORH	Formidable ETF	Pair Corr
0.93	SAGP	Advisorsa Inner	Pair Corr
0.86	CBSE	Elevation Series Trust	Pair Corr
0.98	JPST	JPMorgan Ultra Short	Pair Corr
0.87	FNGD	MicroSectors FANG Index	Pair Corr
0.8	FB	ProShares Trust ProShares	Pair Corr
0.63	TOT	Advisor Managed Port	Pair Corr
0.75	GSX	Tradr 2X Long	Pair Corr
0.9	NATO	Themes Transatlantic	Pair Corr
0.99	DFIC	Dimensional International	Pair Corr
0.93	EMIF	iShares Emerging Markets	Pair Corr
0.83	GMMA	Gammaroad Market Nav	Pair Corr
0.94	VYM	Vanguard High Dividend	Pair Corr
0.96	EMKT	Lazard Active ETF	Pair Corr
0.98	DFAI	Dimensional International Sell-off Trend	Pair Corr
0.93	GLD	SPDR Gold Shares Aggressive Push	Pair Corr
0.97	NBSD	Neuberger Berman ETF	Pair Corr
0.87	BCUS	Exchange Listed Funds	Pair Corr
0.94	CVMC	Morgan Stanley ETF	Pair Corr
0.97	WSML	iShares MSCI World	Pair Corr
0.9	XMAG	Defiance Large Cap	Pair Corr
0.95	SCHD	Schwab Dividend Equity	Pair Corr
0.62	NZAC	SPDR MSCI ACWI	Pair Corr
0.96	DIVL	Madison ETFs Trust	Pair Corr

Moving against RBB OTC BB Equity

0.6	VXX	iPath Series B Low Volatility	Pair Corr
0.58	TMAT	Main Thematic Innovation Low Volatility	Pair Corr
0.42	IND	Xtrackers Nifty 500	Pair Corr
0.46	IBTA	Ibotta Downward Rally	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.19	-0.21	0.24	0.18	-0.35	-0.04	0.32	0.22	0.28	META
MSFT	-0.19		0.84	-0.63	-0.85	0.8	0.92	0.29	-0.89	-0.94	MSFT
UBER	-0.21	0.84		-0.55	-0.76	0.88	0.75	0.16	-0.8	-0.83	UBER
F	0.24	-0.63	-0.55		0.37	-0.56	-0.45	0.04	0.75	0.68	F
T	0.18	-0.85	-0.76	0.37		-0.64	-0.84	-0.26	0.72	0.74	T
A	-0.35	0.8	0.88	-0.56	-0.64		0.64	0.13	-0.74	-0.83	A
CRM	-0.04	0.92	0.75	-0.45	-0.84	0.64		0.51	-0.79	-0.88	CRM
JPM	0.32	0.29	0.16	0.04	-0.26	0.13	0.51		-0.05	-0.26	JPM
MRK	0.22	-0.89	-0.8	0.75	0.72	-0.74	-0.79	-0.05		0.91	MRK
XOM	0.28	-0.94	-0.83	0.68	0.74	-0.83	-0.88	-0.26	0.91		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

CRM	+ 0.92	MSFT
XOM	+ 0.91	MRK
A	+ 0.88	UBER
UBER	+ 0.84	MSFT
A	+ 0.8	MSFT
CRM	+ 0.75	UBER

High negative correlations

XOM	- 0.94	MSFT
MRK	- 0.89	MSFT
XOM	- 0.88	CRM
T	- 0.85	MSFT
CRM	- 0.84	T
XOM	- 0.83	A

RBB Fund Competition Risk-Adjusted Indicators

There is a big difference between RBB OTC BB Equity performing well and RBB Fund Company 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 RBB Fund'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
META	1.53	0.21	0.03	(0.41)	1.51	(1.75)	3.43	(2.81)	13.69
MSFT	1.31	(0.30)	0.00	(0.57)	0.00	0.00	2.19	(2.87)	13.28
UBER	1.56	(0.22)	0.00	(0.27)	0.00	0.00	2.70	(3.82)	11.09
F	1.25	0.14	0.11	0.26	0.96	(1.56)	3.61	(1.98)	7.50
T	1.04	0.14	0.02	(1.11)	0.99	(1.21)	3.87	(1.76)	7.44
A	1.26	(0.24)	0.00	(0.95)	0.00	0.00	2.90	(2.72)	7.85
CRM	1.78	(0.29)	0.00	(0.14)	0.00	0.00	3.66	(4.75)	12.37
JPM	1.24	(0.13)	(0.03)	0.03	1.76	(1.30)	2.34	(3.11)	8.17
MRK	1.26	0.28	0.17	0.52	1.11	(1.40)	2.81	(2.06)	8.74
XOM	1.29	0.36	0.18	3.96	1.09	(1.50)	2.90	(2.44)	6.83

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