Quadratic Interest Correlations

IVOL Etf

USD 18.87 0.01 0.05%

The current 90-days correlation between Quadratic Interest Rate and Bitwise Funds Trust is -0.2 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Quadratic Interest moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Quadratic Interest Rate moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Quadratic Interest Correlation With Market

Pay attention - limited upside

The correlation between Quadratic Interest Rate and DJI is -0.74 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Quadratic Interest Rate and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Quadratic Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Quadratic Interest Rate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving against Quadratic Etf

0.77	VBK	Vanguard Small Cap	Pair Corr
0.73	WIP	SPDR FTSE International	Pair Corr
0.72	SPMD	SPDR Russell Small	Pair Corr
0.71	IAUM	iShares Gold Trust Sell-off Trend	Pair Corr
0.69	MART	Allianzim Large Cap	Pair Corr
0.66	GAPR	First Trust Exchange	Pair Corr
0.65	OASC	OneAscent Small Cap	Pair Corr
0.64	EMCB	WisdomTree Emerging	Pair Corr
0.64	EU	enCore Energy Corp	Pair Corr
0.63	BINC	BlackRock ETF Trust Sell-off Trend	Pair Corr
0.62	SEIX	Virtus ETF Trust	Pair Corr
0.61	IGOV	iShares International	Pair Corr
0.61	RDIV	Invesco SP Ultra	Pair Corr
0.6	ISHG	iShares 1 3	Pair Corr
0.58	AHYB	American Century ETF	Pair Corr
0.49	GSIG	Goldman Sachs Access	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		-0.41	-0.43	0.44	-0.01	-0.57	0.03	0.31	0.43	0.45	META
MSFT	-0.41		0.72	-0.56	-0.09	0.49	0.62	0.04	-0.8	-0.83	MSFT
UBER	-0.43	0.72		-0.49	0.12	0.59	0.23	-0.16	-0.8	-0.59	UBER
F	0.44	-0.56	-0.49		-0.39	-0.33	-0.1	0.38	0.71	0.65	F
T	-0.01	-0.09	0.12	-0.39		0.27	-0.38	-0.15	-0.12	-0.09	T
A	-0.57	0.49	0.59	-0.33	0.27		0.12	-0.06	-0.41	-0.62	A
CRM	0.03	0.62	0.23	-0.1	-0.38	0.12		0.59	-0.29	-0.64	CRM
JPM	0.31	0.04	-0.16	0.38	-0.15	-0.06	0.59		0.25	-0.11	JPM
MRK	0.43	-0.8	-0.8	0.71	-0.12	-0.41	-0.29	0.25		0.72	MRK
XOM	0.45	-0.83	-0.59	0.65	-0.09	-0.62	-0.64	-0.11	0.72		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

UBER	+ 0.72	MSFT
XOM	+ 0.72	MRK
MRK	+ 0.71	F
XOM	+ 0.65	F
CRM	+ 0.62	MSFT
A	+ 0.59	UBER

High negative correlations

XOM	- 0.83	MSFT
MRK	- 0.8	UBER
MRK	- 0.8	MSFT
XOM	- 0.64	CRM
XOM	- 0.62	A
XOM	- 0.59	UBER

Quadratic Interest Constituents Risk-Adjusted Indicators

There is a big difference between Quadratic Etf performing well and Quadratic Interest 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 Quadratic Interest'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
META	1.55	(0.03)	(0.02)	0.02	1.62	(1.79)	3.43	(2.72)	13.36
MSFT	1.23	(0.36)	0.00	(1.95)	0.00	0.00	1.78	(2.70)	13.28
UBER	1.57	(0.43)	0.00	(0.52)	0.00	0.00	2.46	(5.06)	10.23
F	1.22	0.04	0.04	0.10	1.20	(1.45)	3.38	(2.35)	7.16
T	0.95	0.11	0.06	0.72	0.94	(1.05)	2.02	(1.76)	4.31
A	1.22	(0.18)	0.00	(0.08)	0.00	0.00	2.90	(2.58)	7.85
CRM	1.64	(0.42)	0.00	(0.32)	0.00	0.00	2.94	(5.31)	12.37
JPM	1.12	(0.03)	0.00	0.03	1.63	(1.14)	2.18	(3.11)	7.38
MRK	1.32	0.46	0.31	0.65	1.07	(1.63)	3.59	(1.98)	8.09
XOM	1.15	0.00	0.27	0.00	0.92	(1.37)	2.69	(2.11)	5.85

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