Jackson Square Correlations

DPLGX Fund

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The current 90-days correlation between Jackson Square Large and Simt High Yield is 0.03 (i.e., Significant diversification). The correlation of Jackson Square 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.

Jackson Square Correlation With Market

Significant diversification

The correlation between Jackson Square Large Cap and DJI is 0.03 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jackson Square Large Cap 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 Jackson Square Large 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 price.

Moving together with Jackson Mutual Fund

1.0	JSPJX	Jackson Square Large	Pair Corr
0.85	JSPIX	Jackson Square Large	Pair Corr

Moving against Jackson Mutual Fund

0.66	FSMMX	Fs Multi Strategy	Pair Corr
0.6	GFAFX	Growth Fund	Pair Corr
0.6	CGFCX	Growth Fund	Pair Corr
0.6	CGFEX	Growth Fund	Pair Corr
0.6	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.59	BTMPX	Ishares Msci Eafe	Pair Corr
0.59	BTMKX	Blackrock International	Pair Corr
0.58	MDIIX	Blackrock Intern Index	Pair Corr
0.54	AGTHX	Growth Fund	Pair Corr
0.54	GFACX	Growth Fund	Pair Corr
0.54	CGFFX	Growth Fund	Pair Corr
0.54	CGFAX	Growth Fund	Pair Corr
0.87	PSOAX	Jpmorgan Small Cap	Pair Corr
0.84	CFJIX	Calvert Large Cap	Pair Corr
0.82	PJFZX	Prudential Jennison	Pair Corr
0.81	GVIYX	Guidestone Value Equity	Pair Corr
0.79	AHIFX	American High Income	Pair Corr
0.78	GCVCX	Goldman Sachs Large	Pair Corr
0.76	MNMIX	Pro Blend Moderate	Pair Corr
0.71	JDIUX	John Hancock Disciplined	Pair Corr
0.66	PLSRX	Pacific Funds Strategic	Pair Corr
0.62	NCBIX	New Enant Balanced	Pair Corr
0.6	MLPMX	Oppenheimer Steelpath Mlp	Pair Corr
0.6	SPMJX	Invesco Steelpath Mlp	Pair Corr
0.59	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.57	AFICX	American Funds Funda	Pair Corr
0.4	MFAAX	American Funds Mortgage	Pair Corr
0.91	BUITX	Buffalo Discovery	Pair Corr
0.86	AUUYX	Ab Select Equity	Pair Corr
0.79	PSTQX	Prudential Short Term	Pair Corr
0.75	HILAX	Hartford International	Pair Corr

Related Correlations Analysis

	SEIYX	TIYRX	RTHAX	GHVIX	ACHFX	CHMCX
SEIYX		0.81	0.13	0.86	0.8	0.08	SEIYX
TIYRX	0.81		0.3	0.95	0.99	0.16	TIYRX
RTHAX	0.13	0.3		0.4	0.29	0.9	RTHAX
GHVIX	0.86	0.95	0.4		0.94	0.26	GHVIX
ACHFX	0.8	0.99	0.29	0.94		0.17	ACHFX
CHMCX	0.08	0.16	0.9	0.26	0.17		CHMCX
	SEIYX	TIYRX	RTHAX	GHVIX	ACHFX	CHMCX

Risk-Adjusted Indicators

There is a big difference between Jackson Mutual Fund performing well and Jackson Square 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 Jackson Square'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
SEIYX	0.14	0.00	(0.23)	0.09	0.00	(0.30)	0.40	(0.20)	1.00
TIYRX	0.14	0.01	(0.30)	1.29	0.06	(0.21)	0.34	(0.23)	0.90
RTHAX	0.06	0.01	(0.40)	3.17	0.00	(0.13)	0.21	(0.10)	0.42
GHVIX	0.12	0.01	(0.34)	0.30	0.00	(0.15)	0.29	(0.23)	0.77
ACHFX	0.11	0.01	(0.32)	(0.33)	0.03	(0.19)	0.23	(0.23)	0.92
CHMCX	0.08	0.00	(0.32)	(0.24)	0.00	(0.17)	0.22	(0.11)	0.88

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