CS Real Correlations

HOSP Fund

CHF 101.00 1.40 1.37%

The current 90-days correlation between CS Real Estate and UBSFund Solutions Bloomberg is -0.15 (i.e., Good diversification). The correlation of CS Real 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.

CS Real Correlation With Market

Very weak diversification

The correlation between CS Real Estate and DJI is 0.58 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CS Real Estate and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to CS Real could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace CS Real 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 CS Real - 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 CS Real Estate to buy it.

Moving together with HOSP Fund

0.68	0P0000YXR3	CSIF III Equity	Pair Corr
0.63	0P0001HI40	AXA SF Global	Pair Corr
0.72	0P0001HI44	AXA Strategy	Pair Corr
0.63	0P0000I0NZ	CSIF I Equity	Pair Corr
0.78	0P0000KA0A	Synchrony Swiss Real	Pair Corr

Related Correlations Analysis

	0P0001V8QX	WKBN	EQAC	GLUG	AQWA	IU0A	HKDU	IEXF	CBUS5
0P0001V8QX		0.16	-0.31	0.36	0.45	0.09	0.28	-0.31	0.21	0P0001V8QX
WKBN	0.16		0.11	0.86	0.67	0.93	0.87	-0.79	0.91	WKBN
EQAC	-0.31	0.11		0.09	0.0	0.08	0.08	0.19	-0.02	EQAC
GLUG	0.36	0.86	0.09		0.87	0.83	0.8	-0.68	0.85	GLUG
AQWA	0.45	0.67	0.0	0.87		0.65	0.69	-0.65	0.63	AQWA
IU0A	0.09	0.93	0.08	0.83	0.65		0.8	-0.72	0.91	IU0A
HKDU	0.28	0.87	0.08	0.8	0.69	0.8		-0.88	0.81	HKDU
IEXF	-0.31	-0.79	0.19	-0.68	-0.65	-0.72	-0.88		-0.7	IEXF
CBUS5	0.21	0.91	-0.02	0.85	0.63	0.91	0.81	-0.7		CBUS5
	0P0001V8QX	WKBN	EQAC	GLUG	AQWA	IU0A	HKDU	IEXF	CBUS5

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

IU0A	+ 0.93	WKBN
CBUS5	+ 0.91	WKBN
CBUS5	+ 0.91	IU0A
HKDU	+ 0.87	WKBN
AQWA	+ 0.87	GLUG
GLUG	+ 0.86	WKBN

High negative correlations

IEXF	- 0.88	HKDU
IEXF	- 0.79	WKBN
IEXF	- 0.72	IU0A
CBUS5	- 0.7	IEXF
IEXF	- 0.68	GLUG
IEXF	- 0.65	AQWA

Risk-Adjusted Indicators

There is a big difference between HOSP Fund performing well and CS Real 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 CS Real'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
0P0001V8QX	0.16	(0.01)	(0.22)	(0.04)	0.22	(0.16)	0.26	(0.31)	1.18
WKBN	0.36	0.11	0.08	1.34	0.13	(0.57)	1.09	(0.72)	2.58
EQAC	0.72	(0.05)	0.00	(0.21)	0.00	0.00	1.45	(1.77)	4.06
GLUG	0.66	0.08	0.03	0.65	0.85	(0.73)	1.43	(1.70)	4.14
AQWA	0.54	0.01	(0.02)	0.08	0.74	(0.68)	1.51	(1.59)	3.88
IU0A	0.12	0.01	(0.21)	0.79	0.02	(0.20)	0.18	(0.18)	0.70
HKDU	0.78	0.06	0.01	0.45	0.85	(0.88)	1.62	(1.55)	4.57
IEXF	0.13	(0.04)	0.00	(1.16)	0.00	0.00	0.24	(0.38)	1.78
CBUS5	0.12	0.01	(0.20)	0.52	0.00	(0.15)	0.36	(0.29)	0.95

Be your own money manager

Our tools can tell you how much better you can do entering a position in CS Real 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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