Guardian Strategic Correlations

GSIF Etf   19.82  0.01  0.05%   
The current 90-days correlation between Guardian Strategic Income and BMO SPTSX Equal is 0.05 (i.e., Significant diversification). The correlation of Guardian Strategic 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.

Guardian Strategic Correlation With Market

Very poor diversification

The correlation between Guardian Strategic Income and DJI is 0.84 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Guardian Strategic Income and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Guardian Strategic could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Guardian Strategic when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Guardian Strategic - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Guardian Strategic Income to buy it.

Moving together with Guardian Etf

  0.85XIU iShares SPTSX 60PairCorr
  0.9XIC iShares Core SPTSXPairCorr
  0.62ZAG BMO Aggregate BondPairCorr
  0.64XBB iShares Canadian UniversePairCorr
  0.9ZCN BMO SPTSX CappedPairCorr
  0.83ZEB BMO SPTSX EqualPairCorr
  0.82HOU BetaPro Crude OilPairCorr
  0.65FHE First Trust IndxxPairCorr
  0.88PXS Invesco RAFI IndexPairCorr
  0.68XSI iShares Short TermPairCorr
  0.92PDIV Purpose Enhanced DividendPairCorr
  0.78CLF iShares 1 5PairCorr
  0.74SVR-C iShares Silver BullionPairCorr
  0.84XINC iShares Core IncomePairCorr
  0.77XDIV iShares Core MSCIPairCorr
  0.94PINC Purpose Multi AssetPairCorr
  0.84HXE Global X SPTSXPairCorr
  0.67CORE PIMCO Canadian CorePairCorr
  0.9FMAE Fidelity Multi AltPairCorr
  0.95QDX Mackenzie InternationalPairCorr
  0.83PINV Purpose Global InnovatorsPairCorr
  0.93CYH iShares Global MonthlyPairCorr
  0.93UMI CI MidCap DividendPairCorr
  0.75SVR iShares Silver BullionPairCorr
  0.85XEG iShares SPTSX CappedPairCorr
  0.89XBAL iShares Core BalancedPairCorr
  0.87VCB Vanguard CanadianPairCorr
  0.85ZSML BMO SP SmallPairCorr
  0.83HXU BetaPro SP TSXPairCorr
  0.88XRE iShares SPTSX CappedPairCorr

Moving against Guardian Etf

  0.86HXD BetaPro SPTSX 60PairCorr
  0.86HED BetaPro SPTSX CappedPairCorr
  0.62HBLK Blockchain TechnologiesPairCorr
  0.41HIU BetaPro SP 500PairCorr

Related Correlations Analysis


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

CRMMSFT
XOMMRK
AUBER
UBERMSFT
AMSFT
XOMT
  

High negative correlations

XOMMSFT
MRKMSFT
XOMCRM
TMSFT
XOMA
CRMT

Guardian Strategic Competition Risk-Adjusted Indicators

There is a big difference between Guardian Etf performing well and Guardian Strategic ETF 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 Guardian Strategic'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
META  1.54  0.08  0.04  0.17  1.53 
 3.43 
 13.69 
MSFT  1.33 (0.31) 0.00 (0.50) 0.00 
 2.19 
 13.28 
UBER  1.56 (0.19) 0.00 (0.30) 0.00 
 2.70 
 11.09 
F  1.22  0.09  0.07  0.17  1.05 
 3.61 
 7.50 
T  1.05  0.15  0.05 (0.64) 0.99 
 3.87 
 7.44 
A  1.24 (0.41) 0.00 (0.32) 0.00 
 2.48 
 7.20 
CRM  1.80 (0.30) 0.00 (0.18) 0.00 
 3.66 
 12.37 
JPM  1.27 (0.11)(0.03) 0.01  1.83 
 2.34 
 8.17 
MRK  1.27  0.33  0.20  0.72  1.10 
 2.81 
 8.74 
XOM  1.32  0.41  0.23  12.19  1.09 
 2.90 
 6.83 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Guardian Strategic without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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