Chartwell Small Correlations

CWSIX Fund

USD 13.14 0.13 1.00%

The current 90-days correlation between Chartwell Small Cap and Ab Bond Inflation is -0.05 (i.e., Good diversification). The correlation of Chartwell Small 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.

Chartwell Small Correlation With Market

Modest diversification

The correlation between Chartwell Small Cap and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Chartwell Small Cap 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 Chartwell Small Cap. 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 gross domestic product.

Moving together with Chartwell Mutual Fund

0.83	HIGCX	Eagle Growth Income	Pair Corr
0.83	HIGUX	Eagle Growth Income	Pair Corr
0.88	CWSHX	Carillon Chartwell Small	Pair Corr
0.88	CWSCX	Carillon Chartwell Small	Pair Corr
0.73	CWSWX	Carillon Chartwell Small	Pair Corr
0.8	SUBTX	Carillon Reams Uncon	Pair Corr
0.79	SUBDX	Carillon Reams Uncon	Pair Corr
0.8	SUBFX	Scout Unconstrained Bond	Pair Corr
0.79	SUBEX	Carillon Reams Uncon	Pair Corr
0.96	UMBMX	Scout Mid Cap	Pair Corr
0.7	BERBX	Carillon Chartwell Mid	Pair Corr
0.73	BERCX	Berwyn Cornerstone	Pair Corr
0.82	HRCVX	Eagle Growth Income	Pair Corr
0.72	HRSCX	Eagle Small Cap	Pair Corr
0.74	HAGIX	Eagle Mid Cap	Pair Corr

Moving against Chartwell Mutual Fund

0.32	BERHX	Carillon Chartwell Real	Pair Corr
0.31	BERGX	Carillon Chartwell Real	Pair Corr
0.32	UBVCX	Undiscovered Managers	Pair Corr
0.32	UBVSX	Undiscovered Managers	Pair Corr

Related Correlations Analysis

	ABNCX	TIILX	RYIFX	LFTAX	AUNOX	GMQPX
ABNCX		0.71	-0.1	-0.27	0.03	-0.33	ABNCX
TIILX	0.71		0.05	0.05	0.1	0.01	TIILX
RYIFX	-0.1	0.05		0.82	0.3	0.8	RYIFX
LFTAX	-0.27	0.05	0.82		0.25	0.83	LFTAX
AUNOX	0.03	0.1	0.3	0.25		0.52	AUNOX
GMQPX	-0.33	0.01	0.8	0.83	0.52		GMQPX
	ABNCX	TIILX	RYIFX	LFTAX	AUNOX	GMQPX

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

GMQPX	+ 0.83	LFTAX
LFTAX	+ 0.82	RYIFX
GMQPX	+ 0.8	RYIFX
TIILX	+ 0.71	ABNCX
GMQPX	+ 0.52	AUNOX
AUNOX	+ 0.3	RYIFX

High negative correlations

GMQPX	- 0.33	ABNCX
LFTAX	- 0.27	ABNCX
RYIFX	- 0.1	ABNCX

Risk-Adjusted Indicators

There is a big difference between Chartwell Mutual Fund performing well and Chartwell Small 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 Chartwell Small'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
ABNCX	0.06	(0.01)	0.00	4.31	0.00	0.00	0.10	(0.10)	0.49
TIILX	0.09	(0.01)	(0.54)	(0.35)	0.10	(0.16)	0.28	(0.19)	0.74
RYIFX	0.62	0.00	(0.03)	0.08	0.79	(0.62)	1.20	(1.24)	4.43
LFTAX	0.39	0.02	(0.06)	0.15	0.45	(0.43)	0.86	(0.93)	2.76
AUNOX	0.08	0.00	(0.73)	0.04	0.00	(0.12)	0.19	(0.09)	0.37
GMQPX	0.39	0.00	(0.09)	0.08	0.39	(0.47)	0.95	(0.64)	2.06

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