Lgm Risk Correlations

LBETX Fund

USD 11.49 0.02 0.17%

The current 90-days correlation between Lgm Risk Managed and Blackrock Government Bond is 0.13 (i.e., Average diversification). The correlation of Lgm Risk 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.

Lgm Risk Correlation With Market

Very poor diversification

The correlation between Lgm Risk Managed and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lgm Risk Managed and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lgm Risk Managed. 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 population.

Moving together with Lgm Mutual Fund

0.67	PFIPX	Strategic Asset Mana	Pair Corr
0.63	PFN	Pimco Income Strategy	Pair Corr
0.69	MVALX	Meridian Contrarian	Pair Corr
0.79	WFTIX	Wells Fargo Specialized	Pair Corr
0.78	CUSEX	Capital Group Equity	Pair Corr
0.68	TQSIX	T Rowe Price	Pair Corr
0.67	DFEOX	Us E Equity	Pair Corr
0.72	PWTYX	Ubs Allocation	Pair Corr
0.71	TCSGX	Sdit Short Duration	Pair Corr
0.75	GCECX	Ab Global E	Pair Corr
0.79	PHIYX	High Yield Fund	Pair Corr
0.69	DSCGX	Dfa Small	Pair Corr
0.86	EMSLX	Shelton Emerging Markets	Pair Corr
0.82	DELNX	Doubleline Low Duration	Pair Corr
0.69	DREIX	World Core Equity	Pair Corr
0.64	HERIX	Hartford Emerging Markets	Pair Corr
0.79	EELDX	Eaton Vance Emerging	Pair Corr
0.67	FFXSX	Fidelity Limited Term	Pair Corr
0.66	RDJTX	American Funds 2055	Pair Corr
0.77	STIRX	Pioneer Strategic Income	Pair Corr
0.78	LMRIX	1919 Financial Services	Pair Corr

Moving against Lgm Mutual Fund

0.63	XNBHX	Neuberger Berman Int	Pair Corr
0.49	XNXJX	Nuveen New Jersey	Pair Corr
0.38	XDSMX	Dreyfus Strategic	Pair Corr

Related Correlations Analysis

	SSAGX	UGSDX	TWAVX	RYAQX	RYHJX	MXDQX	BIGBX
SSAGX		0.91	0.96	0.86	0.86	0.59	0.76	SSAGX
UGSDX	0.91		0.86	0.76	0.76	0.45	0.58	UGSDX
TWAVX	0.96	0.86		0.81	0.8	0.62	0.83	TWAVX
RYAQX	0.86	0.76	0.81		0.99	0.22	0.59	RYAQX
RYHJX	0.86	0.76	0.8	0.99		0.21	0.56	RYHJX
MXDQX	0.59	0.45	0.62	0.22	0.21		0.62	MXDQX
BIGBX	0.76	0.58	0.83	0.59	0.56	0.62		BIGBX
	SSAGX	UGSDX	TWAVX	RYAQX	RYHJX	MXDQX	BIGBX

Risk-Adjusted Indicators

There is a big difference between Lgm Mutual Fund performing well and Lgm Risk 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 Lgm Risk'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
SSAGX	0.05	0.01	0.00	(2.41)	0.00	0.00	0.10	(0.10)	0.51
UGSDX	0.03	0.01	0.00	(0.59)	0.00	0.00	0.00	0.00	0.52
TWAVX	0.06	0.00	(0.26)	(0.54)	0.00	(0.14)	0.11	(0.11)	0.44
RYAQX	0.41	0.08	0.09	(0.36)	0.26	(0.46)	1.00	(0.61)	2.02
RYHJX	0.41	0.08	0.09	(0.46)	0.26	(0.46)	1.00	(0.60)	2.03
MXDQX	0.15	(0.01)	(0.21)	(0.14)	0.16	(0.19)	0.25	(0.24)	0.74
BIGBX	0.09	(0.01)	(0.25)	(0.11)	0.07	(0.14)	0.20	(0.20)	0.50

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