Stone Ridge Correlations

LFAI Etf

156.17 0.01 0.01%

The current 90-days correlation between Stone Ridge 2050 and Franklin Liberty Treasury is 0.13 (i.e., Average diversification). The correlation of Stone Ridge 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.

Stone Ridge Correlation With Market

Average diversification

The correlation between Stone Ridge 2050 and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stone Ridge 2050 and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Stone Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Stone Ridge 2050. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Stone Etf

0.81	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.83	XLU	Utilities Select Sector	Pair Corr
0.9	IBTM	iShares iBonds Dec	Pair Corr

Moving against Stone Etf

0.53

VUG

Vanguard Growth Index

Pair Corr

Related Correlations Analysis

	XV	VBIL	MLDR	MMKT	VGUS	WEEK	OBIL	FIAX	FLGV
XV		0.78	0.2	0.78	0.79	0.79	0.78	0.88	0.15	XV
VBIL	0.78		0.5	1.0	1.0	0.99	0.99	0.81	0.51	VBIL
MLDR	0.2	0.5		0.5	0.5	0.5	0.53	0.43	0.97	MLDR
MMKT	0.78	1.0	0.5		1.0	0.99	0.99	0.81	0.51	MMKT
VGUS	0.79	1.0	0.5	1.0		0.99	1.0	0.82	0.5	VGUS
WEEK	0.79	0.99	0.5	0.99	0.99		0.99	0.81	0.5	WEEK
OBIL	0.78	0.99	0.53	0.99	1.0	0.99		0.82	0.52	OBIL
FIAX	0.88	0.81	0.43	0.81	0.82	0.81	0.82		0.38	FIAX
FLGV	0.15	0.51	0.97	0.51	0.5	0.5	0.52	0.38		FLGV
	XV	VBIL	MLDR	MMKT	VGUS	WEEK	OBIL	FIAX	FLGV

Stone Ridge Constituents Risk-Adjusted Indicators

There is a big difference between Stone Etf performing well and Stone Ridge 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 Stone Ridge'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
XV	0.41	0.05	(0.05)	(1.27)	0.46	(0.44)	0.68	(0.83)	3.02
VBIL	0.01	0.00	0.00	2.43	0.00	0.00	0.04	0.00	0.05
MLDR	0.13	0.00	(0.41)	0.13	0.02	(0.15)	0.24	(0.20)	0.65
MMKT	0.01	0.00	0.00	1.53	0.00	0.00	0.03	0.00	0.05
VGUS	0.01	0.01	0.00	3.65	0.00	0.00	0.04	0.00	0.05
WEEK	0.02	0.00	(2.20)	0.84	0.00	(0.03)	0.05	(0.03)	0.16
OBIL	0.02	0.01	(2.30)	0.69	0.00	(0.03)	0.06	(0.02)	0.10
FIAX	0.22	0.01	(0.17)	(0.52)	0.25	(0.24)	0.51	(0.46)	1.53
FLGV	0.14	0.00	(0.35)	0.13	0.06	(0.17)	0.29	(0.24)	0.68

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