RBB Fund Correlations

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The current 90-days correlation between RBB Fund and Invesco SP 500 is 0.67 (i.e., Poor 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

Poor diversification

The correlation between The RBB Fund and DJI is 0.76 (i.e., 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 inflation.

Moving together with RBB OTC BB Equity

0.85	VTI	Vanguard Total Stock	Pair Corr
0.78	SPY	SPDR SP 500	Pair Corr
0.78	IVV	iShares Core SP	Pair Corr
0.96	VTV	Vanguard Value Index	Pair Corr
0.78	VO	Vanguard Mid Cap	Pair Corr
0.94	VEA	Vanguard FTSE Developed	Pair Corr
0.91	VB	Vanguard Small Cap	Pair Corr
0.71	AMPD	Tidal ETF Services	Pair Corr
0.85	ITWO	Proshares Russell 2000	Pair Corr
0.84	MRK	Merck Company	Pair Corr
0.78	JPM	JPMorgan Chase	Pair Corr
0.69	AXP	American Express	Pair Corr
0.76	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.74	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.63	BA	Boeing	Pair Corr
0.84	BAC	Bank of America	Pair Corr
0.86	WMT	Walmart Common Stock Sell-off Trend	Pair Corr

Moving against RBB OTC BB Equity

0.7	MPAY	Exchange Traded Concepts	Pair Corr
0.69	T	ATT Inc	Pair Corr
0.63	ELON	Battleshares TSLA	Pair Corr
0.7	PG	Procter Gamble Earnings Call This Week	Pair Corr
0.63	MSFT	Microsoft	Pair Corr
0.62	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.61	0.35	-0.45	0.24	-0.34	0.35	-0.22	-0.36	-0.45	META
MSFT	0.61		0.83	-0.54	0.43	-0.05	0.0	-0.51	-0.82	-0.65	MSFT
UBER	0.35	0.83		-0.51	0.45	0.21	-0.2	-0.52	-0.82	-0.6	UBER
F	-0.45	-0.54	-0.51		-0.69	0.14	0.33	0.65	0.69	0.78	F
T	0.24	0.43	0.45	-0.69		0.24	-0.61	-0.65	-0.48	-0.61	T
A	-0.34	-0.05	0.21	0.14	0.24		-0.55	-0.25	-0.02	0.04	A
CRM	0.35	0.0	-0.2	0.33	-0.61	-0.55		0.55	0.24	0.27	CRM
JPM	-0.22	-0.51	-0.52	0.65	-0.65	-0.25	0.55		0.69	0.67	JPM
MRK	-0.36	-0.82	-0.82	0.69	-0.48	-0.02	0.24	0.69		0.8	MRK
XOM	-0.45	-0.65	-0.6	0.78	-0.61	0.04	0.27	0.67	0.8		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

UBER	+ 0.83	MSFT
XOM	+ 0.8	MRK
XOM	+ 0.78	F
MRK	+ 0.69	F
MRK	+ 0.69	JPM
XOM	+ 0.67	JPM

High negative correlations

MRK	- 0.82	UBER
MRK	- 0.82	MSFT
T	- 0.69	F
JPM	- 0.65	T
XOM	- 0.65	MSFT
XOM	- 0.61	T

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	1.36	(0.24)	0.00	(0.91)	0.00	0.00	2.30	(2.72)	13.46
MSFT	0.93	(0.14)	0.00	1.10	0.00	0.00	1.65	(2.50)	4.90
UBER	1.49	(0.09)	0.00	0.25	0.00	0.00	2.60	(3.82)	10.23
F	1.41	0.31	0.14	1.78	1.26	(1.68)	3.38	(2.35)	16.30
T	0.90	(0.14)	0.00	3.37	0.00	0.00	1.63	(1.85)	5.78
A	1.09	(0.02)	(0.01)	0.09	1.19	(1.20)	2.34	(2.09)	6.50
CRM	1.60	(0.01)	(0.05)	0.55	2.36	(1.55)	3.66	(3.61)	9.91
JPM	1.18	0.02	(0.04)	0.25	1.67	(1.19)	2.34	(2.34)	7.02
MRK	1.22	0.30	0.18	0.88	1.06	(1.52)	3.59	(1.98)	8.09
XOM	1.06	0.12	0.06	0.33	1.05	(1.18)	2.21	(1.93)	5.82

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