Delaware Floating Correlations

DDFFX Fund

USD 7.90 0.01 0.13%

The current 90-days correlation between Delaware Floating Rate and Volumetric Fund Volumetric is -0.1 (i.e., Good diversification). The correlation of Delaware Floating 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.

Delaware Floating Correlation With Market

Very poor diversification

The correlation between Delaware Floating Rate and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Delaware Floating Rate and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Delaware Floating Rate. 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 price.

Moving together with Delaware Mutual Fund

0.85	OASVX	Optimum Small Mid	Pair Corr
0.88	OCLVX	Optimum Large Cap	Pair Corr
0.87	OCSVX	Optimum Small Mid	Pair Corr
0.91	DLHIX	Delaware Healthcare	Pair Corr
0.91	DLRHX	Delaware Healthcare	Pair Corr
0.95	DLTZX	Delaware Limited Term	Pair Corr
0.91	DLTRX	Delaware Limited Term	Pair Corr
0.81	DMHIX	Delaware Minnesota High	Pair Corr
0.77	DMNIX	Delaware Tax Free	Pair Corr
0.79	OIIEX	Optimum International	Pair Corr
0.88	OILVX	Optimum Large Cap	Pair Corr
0.81	OISGX	Optimum Small Mid	Pair Corr
0.85	OISVX	Optimum Small Mid	Pair Corr
0.8	DPRRX	Delaware Reit	Pair Corr
0.8	DPRDX	Real Estate	Pair Corr
0.7	FICHX	First Investors Select	Pair Corr
0.83	FICGX	First Investors Select	Pair Corr
0.86	DCCIX	Delaware Small Cap	Pair Corr
0.73	DCOIX	Delaware Tax Free	Pair Corr
0.96	DUGRX	Delaware Strategic Income	Pair Corr

Moving against Delaware Mutual Fund

0.86

DMO

Western Asset Mortgage

Pair Corr

Related Correlations Analysis

	IAADX	AUUIX	RTNSX	FABWX	FZDAQX	FMFTX	VOLMX
IAADX		0.86	0.92	0.9	0.62	0.91	0.86	IAADX
AUUIX	0.86		0.88	0.89	0.57	0.82	0.86	AUUIX
RTNSX	0.92	0.88		0.97	0.75	0.96	0.95	RTNSX
FABWX	0.9	0.89	0.97		0.8	0.92	0.95	FABWX
FZDAQX	0.62	0.57	0.75	0.8		0.75	0.78	FZDAQX
FMFTX	0.91	0.82	0.96	0.92	0.75		0.9	FMFTX
VOLMX	0.86	0.86	0.95	0.95	0.78	0.9		VOLMX
	IAADX	AUUIX	RTNSX	FABWX	FZDAQX	FMFTX	VOLMX

Risk-Adjusted Indicators

There is a big difference between Delaware Mutual Fund performing well and Delaware Floating 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 Delaware Floating'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
IAADX	0.16	0.07	(0.01)	(8.83)	0.00	(0.23)	0.42	(0.21)	1.27
AUUIX	0.59	0.09	0.11	0.17	0.50	(0.63)	1.12	(0.99)	8.89
RTNSX	0.51	0.09	0.10	0.20	0.41	(0.60)	1.08	(1.00)	2.53
FABWX	0.63	0.08	0.06	0.16	0.75	(0.68)	1.22	(1.48)	3.81
FZDAQX	0.07	0.00	(0.41)	(0.18)	0.04	(0.12)	0.20	(0.20)	0.51
FMFTX	0.85	0.17	0.13	0.62	0.69	(0.96)	1.91	(1.56)	3.95
VOLMX	0.53	0.01	(0.01)	0.08	0.57	(0.58)	1.30	(0.92)	3.45

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