Lincoln Equity Correlations

LFTOX Fund

12.04 0.03 0.25%

The current 90-days correlation between Lincoln Equity Income and Vanguard Total Bond is 0.27 (i.e., Modest diversification). The correlation of Lincoln Equity 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.

Lincoln Equity Correlation With Market

Very poor diversification

The correlation between Lincoln Equity Income and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lincoln Equity Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios. 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 persons.

Moving together with Lincoln Mutual Fund

0.98	VTSAX	Vanguard Total Stock	Pair Corr
0.87	VFIAX	Vanguard 500 Index	Pair Corr
0.86	VTSMX	Vanguard Total Stock	Pair Corr
0.86	VITSX	Vanguard Total Stock	Pair Corr
0.98	VSTSX	Vanguard Total Stock	Pair Corr
0.86	VSMPX	Vanguard Total Stock	Pair Corr
0.76	VTIAX	Vanguard Total Inter	Pair Corr
0.86	VFINX	Vanguard 500 Index	Pair Corr
0.99	VFFSX	Vanguard 500 Index	Pair Corr
0.8	REITX	American Funds 2050	Pair Corr
0.79	ACINX	Columbia Acorn Inter	Pair Corr
0.68	LSDCX	Lord Abbett Short	Pair Corr
0.68	SMILX	Smi Servative Allocation	Pair Corr
0.71	CWGCX	Capital World Growth	Pair Corr
0.77	ISTAX	Icon Long/short Steady Growth	Pair Corr
0.71	PANDX	Pimco Short Asset	Pair Corr
0.73	FIJNX	Fidelity Advisor Freedom	Pair Corr
0.64	HHMAX	The Hartford Municipal	Pair Corr
0.7	TSEMX	Touchstone Sands Capital	Pair Corr
0.75	GPIFX	Guidepath Flexible Income	Pair Corr
0.73	SSAKX	State Street Target	Pair Corr
0.83	TAGGX	Goldman Sachs Tax	Pair Corr
0.76	APDGX	Artisan Global Value	Pair Corr
0.75	GEGDX	Columbia Large Cap	Pair Corr
0.7	LCEVX	Invesco Diversified	Pair Corr
0.84	ISVGX	Voya Growth And	Pair Corr
0.78	PSRIX	Pimco Senior Floating	Pair Corr
0.71	IPFPX	Poplar Forest Partners	Pair Corr
0.66	VMLUX	Vanguard Limited Term	Pair Corr
0.71	TSRSX	Thornburg Strategic	Pair Corr
0.71	EQNTX	Mfs Equity Income	Pair Corr
0.79	ARTFX	Artisan High Income	Pair Corr
0.63	VRREX	Virtus Real Estate	Pair Corr
0.8	SGTRX	Columbia Seligman Global	Pair Corr
1.0	LFTPX	Lincoln Equity Income	Pair Corr
0.78	MOEIX	Mainstay Growth Etf	Pair Corr

Related Correlations Analysis

	VTSAX	VFIAX	VTSMX	VITSX	VSTSX	VSMPX	VTIAX	VFINX	VFFSX	VBTLX
VTSAX		0.9	0.9	0.9	1.0	0.9	0.82	0.89	1.0	0.24	VTSAX
VFIAX	0.9		1.0	1.0	0.9	1.0	0.83	1.0	0.89	0.32	VFIAX
VTSMX	0.9	1.0		1.0	0.9	1.0	0.85	0.99	0.89	0.3	VTSMX
VITSX	0.9	1.0	1.0		0.9	1.0	0.85	0.99	0.89	0.3	VITSX
VSTSX	1.0	0.9	0.9	0.9		0.9	0.82	0.89	1.0	0.24	VSTSX
VSMPX	0.9	1.0	1.0	1.0	0.9		0.85	0.99	0.89	0.3	VSMPX
VTIAX	0.82	0.83	0.85	0.85	0.82	0.85		0.83	0.79	-0.03	VTIAX
VFINX	0.89	1.0	0.99	0.99	0.89	0.99	0.83		0.88	0.31	VFINX
VFFSX	1.0	0.89	0.89	0.89	1.0	0.89	0.79	0.88		0.26	VFFSX
VBTLX	0.24	0.32	0.3	0.3	0.24	0.3	-0.03	0.31	0.26		VBTLX
	VTSAX	VFIAX	VTSMX	VITSX	VSTSX	VSMPX	VTIAX	VFINX	VFFSX	VBTLX

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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

VSTSX	+ 1.0	VTSAX
VFFSX	+ 1.0	VTSAX
VTSMX	+ 1.0	VFIAX
VITSX	+ 1.0	VFIAX
VSMPX	+ 1.0	VFIAX
VFINX	+ 1.0	VFIAX

High negative correlations

VBTLX

- 0.03

VTIAX

Risk-Adjusted Indicators

There is a big difference between Lincoln Mutual Fund performing well and Lincoln Equity 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 Lincoln Equity'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
VTSAX	0.55	0.01	(0.04)	0.13	0.81	(0.52)	1.11	(1.22)	3.55
VFIAX	0.52	(0.02)	(0.04)	0.02	0.77	(0.51)	0.99	(1.17)	3.61
VTSMX	0.55	(0.02)	(0.03)	0.02	0.78	(0.55)	1.11	(1.23)	3.56
VITSX	0.55	(0.02)	(0.03)	0.02	0.78	(0.55)	1.11	(1.23)	3.55
VSTSX	0.55	0.01	(0.04)	0.13	0.80	(0.52)	1.11	(1.22)	3.55
VSMPX	0.55	(0.02)	(0.03)	0.02	0.78	(0.55)	1.11	(1.22)	3.55
VTIAX	0.58	0.08	0.08	0.17	0.61	(0.60)	1.28	(1.21)	4.10
VFINX	0.53	(0.02)	(0.04)	0.02	0.79	(0.50)	1.06	(1.17)	3.61
VFFSX	0.53	0.01	(0.04)	0.17	0.79	(0.49)	0.99	(1.17)	3.61
VBTLX	0.14	(0.02)	0.00	(0.28)	0.00	0.00	0.21	(0.31)	0.82

Lincoln Equity Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Lincoln Equity mutual fund to make a market-neutral strategy. Peer analysis of Lincoln Equity could also be used in its relative valuation, which is a method of valuing Lincoln Equity by comparing valuation metrics with similar companies.

Vanguard Total Stock Vanguard 500 Index Vanguard Total Stock Vanguard Total Stock Vanguard Total Stock Vanguard Total Stock Vanguard Total International Vanguard 500 Index Vanguard 500 Index Vanguard Total Bond American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

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