Lincoln Equity Correlations

LFTPX Fund

12.13 0.07 0.58%

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 0.8 (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

0.84	VTSAX	Vanguard Total Stock	Pair Corr
0.91	VFIAX	Vanguard 500 Index	Pair Corr
0.89	VTSMX	Vanguard Total Stock	Pair Corr
0.89	VITSX	Vanguard Total Stock	Pair Corr
0.84	VSTSX	Vanguard Total Stock	Pair Corr
0.89	VSMPX	Vanguard Total Stock	Pair Corr
0.82	VTIAX	Vanguard Total Inter	Pair Corr
0.91	VFINX	Vanguard 500 Index	Pair Corr
0.85	VFFSX	Vanguard 500 Index	Pair Corr
0.67	VBTLX	Vanguard Total Bond	Pair Corr
0.76	PRFRX	T Rowe Price	Pair Corr
0.91	TLHHX	Tiaa Cref Lifecycle	Pair Corr
0.75	AWTAX	Allianzgi Global Water	Pair Corr
0.78	TFIFX	T Rowe Price	Pair Corr
0.79	PEIQX	Equity Income	Pair Corr
0.67	DRSVX	Foundry Partners Fun	Pair Corr
0.81	VQNPX	Vanguard Growth And	Pair Corr
0.83	RALAX	Growth Strategy	Pair Corr
0.81	VGIAX	Vanguard Growth And	Pair Corr
0.87	LAGIX	Ladenburg Aggressive	Pair Corr
0.86	TCIEX	Tiaa Cref International	Pair Corr
0.82	GACIX	Gabelli Small	Pair Corr
0.89	JRTYX	Multi Index 2050	Pair Corr
0.79	PEUCX	Equity Income	Pair Corr
0.7	NMHYX	Multi Manager High	Pair Corr
0.71	WSMDX	William Blair Small	Pair Corr
0.93	AAOTX	American Funds 2065	Pair Corr
0.86	SAMHX	Ridgeworth Seix High	Pair Corr
0.82	JVTAX	Janus Venture	Pair Corr
0.85	GBLCX	American Funds Global	Pair Corr
0.67	WARAX	Wells Fargo Advantage	Pair Corr
0.85	NOINX	Northern International	Pair Corr
0.86	FLMAX	Muirfield Fund Adviser	Pair Corr
0.73	NEXTX	Shelton Green Alpha	Pair Corr
0.81	FCCTX	American Funds 2020	Pair Corr

Related Correlations Analysis

	LFTEX	LFTOX	LFTPX	MNDVUX	NWWAX	SMGASX	PWJQX	FGWMX	PNPXX
LFTEX		0.65	0.66	0.47	0.0	0.0	0.75	0.68	0.0	LFTEX
LFTOX	0.65		1.0	0.52	0.0	0.0	0.82	0.6	0.0	LFTOX
LFTPX	0.66	1.0		0.53	0.0	0.0	0.82	0.6	0.0	LFTPX
MNDVUX	0.47	0.52	0.53		0.0	0.0	0.39	0.85	0.0	MNDVUX
NWWAX	0.0	0.0	0.0	0.0		0.0	0.0	0.0	0.0	NWWAX
SMGASX	0.0	0.0	0.0	0.0	0.0		0.0	0.0	0.0	SMGASX
PWJQX	0.75	0.82	0.82	0.39	0.0	0.0		0.6	0.0	PWJQX
FGWMX	0.68	0.6	0.6	0.85	0.0	0.0	0.6		0.0	FGWMX
PNPXX	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		PNPXX
	LFTEX	LFTOX	LFTPX	MNDVUX	NWWAX	SMGASX	PWJQX	FGWMX	PNPXX

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

LFTPX	+ 1.0	LFTOX
FGWMX	+ 0.85	MNDVUX
PWJQX	+ 0.82	LFTOX
PWJQX	+ 0.82	LFTPX
PWJQX	+ 0.75	LFTEX
FGWMX	+ 0.68	LFTEX

High negative correlations

PNPXX	- 0.0	FGWMX
PNPXX	- 0.0	PWJQX
PNPXX	- 0.0	SMGASX
FGWMX	- 0.0	SMGASX
PWJQX	- 0.0	SMGASX
PNPXX	- 0.0	NWWAX

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
LFTEX	0.50	0.11	0.09	0.45	0.65	(0.55)	1.01	(0.84)	4.37
LFTOX	0.49	0.00	(0.01)	0.05	0.69	(0.53)	0.88	(1.10)	3.61
LFTPX	0.49	0.00	(0.01)	0.05	0.69	(0.51)	0.87	(1.10)	3.60
MNDVUX	0.53	0.11	0.09	(0.88)	0.47	(0.67)	1.38	(0.87)	4.98
NWWAX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SMGASX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PWJQX	0.75	(0.09)	0.00	(0.05)	0.00	0.00	1.58	(2.13)	4.28
FGWMX	0.15	0.03	(0.08)	(3.59)	0.00	(0.20)	0.36	(0.22)	1.38
PNPXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00

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.

Lincoln Inflation Plus Lincoln Equity Income Lincoln Equity Income Mndvux Nationwide Bailard Emerging Adt 2047 Bahl Prudential Jennison International Fidelity New Markets Blackrock Funds American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne

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