Stone Ridge Correlations

LFBE Etf

188.26 0.60 0.32%

The current 90-days correlation between Stone Ridge Trust and Franklin Liberty Treasury is 0.93 (i.e., Almost no 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

Very good diversification

The correlation between Stone Ridge Trust and DJI is -0.49 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stone Ridge Trust 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 Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with Stone Etf

0.66

MSFT

Microsoft

Pair Corr

Moving against Stone Etf

0.68	EWC	iShares MSCI Canada	Pair Corr
0.58	VTV	Vanguard Value Index	Pair Corr
0.56	VEA	Vanguard FTSE Developed	Pair Corr
0.54	WTMF	WisdomTree Managed	Pair Corr
0.5	VB	Vanguard Small Cap	Pair Corr
0.5	OIH	VanEck Oil Services	Pair Corr
0.42	VO	Vanguard Mid Cap	Pair Corr
0.4	VTI	Vanguard Total Stock	Pair Corr
0.38	TOT	Advisor Managed Port	Pair Corr
0.72	DD	Dupont De Nemours	Pair Corr
0.67	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.61	JNJ	Johnson Johnson Sell-off Trend	Pair Corr
0.61	AA	Alcoa Corp	Pair Corr
0.52	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.48	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.47	PFE	Pfizer Inc Earnings Call This Week	Pair Corr
0.43	MCD	McDonalds Sell-off Trend	Pair Corr
0.35	JPM	JPMorgan Chase Sell-off Trend	Pair Corr
0.33	AXP	American Express	Pair Corr
0.31	DIS	Walt Disney Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	XV	VBIL	MLDR	MMKT	VGUS	WEEK	OBIL	FIAX	FLGV
XV		0.87	0.42	0.87	0.88	0.86	0.87	0.87	0.19	XV
VBIL	0.87		0.41	1.0	1.0	0.99	0.99	0.84	0.15	VBIL
MLDR	0.42	0.41		0.41	0.41	0.41	0.45	0.54	0.63	MLDR
MMKT	0.87	1.0	0.41		1.0	0.99	0.99	0.84	0.15	MMKT
VGUS	0.88	1.0	0.41	1.0		1.0	0.99	0.85	0.15	VGUS
WEEK	0.86	0.99	0.41	0.99	1.0		0.99	0.84	0.14	WEEK
OBIL	0.87	0.99	0.45	0.99	0.99	0.99		0.85	0.21	OBIL
FIAX	0.87	0.84	0.54	0.84	0.85	0.84	0.85		0.2	FIAX
FLGV	0.19	0.15	0.63	0.15	0.15	0.14	0.21	0.2		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	0.44	0.00	(0.03)	0.04	0.48	(0.50)	0.86	(0.90)	2.58
VBIL	0.01	0.00	0.00	0.00	0.00	0.00	0.04	0.00	0.05
MLDR	0.13	(0.01)	0.00	(0.18)	0.00	0.00	0.24	(0.24)	0.77
MMKT	0.01	0.00	0.00	1.41	0.00	0.00	0.04	0.00	0.05
VGUS	0.01	0.00	0.00	0.92	0.00	0.00	0.04	(0.01)	0.07
WEEK	0.02	0.00	(1.01)	2.16	0.00	(0.03)	0.05	(0.03)	0.18
OBIL	0.02	0.00	(0.76)	0.00	0.00	(0.03)	0.06	(0.02)	0.10
FIAX	0.21	0.00	(0.09)	0.13	0.27	(0.23)	0.51	(0.56)	1.57
FLGV	0.14	(0.02)	0.00	(0.19)	0.00	0.00	0.20	(0.29)	0.92

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