LifeX 2028 Correlations

LIFT Etf

27.41 0.02 0.07%

The current 90-days correlation between LifeX 2028 Income and Franklin Liberty Treasury is 0.01 (i.e., Significant diversification). The correlation of LifeX 2028 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.

LifeX 2028 Correlation With Market

Very poor diversification

The correlation between LifeX 2028 Income 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 LifeX 2028 Income and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with LifeX Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in LifeX 2028 Income. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with LifeX Etf

0.74	VTI	Vanguard Total Stock	Pair Corr
0.72	SPY	SPDR SP 500	Pair Corr
0.72	IVV	iShares Core SP	Pair Corr
0.73	BND	Vanguard Total Bond	Pair Corr
0.87	VTV	Vanguard Value Index	Pair Corr
0.82	VO	Vanguard Mid Cap	Pair Corr
0.85	VEA	Vanguard FTSE Developed Aggressive Push	Pair Corr
0.85	VB	Vanguard Small Cap	Pair Corr
0.7	VWO	Vanguard FTSE Emerging Sell-off Trend	Pair Corr
0.78	ITWO	Proshares Russell 2000	Pair Corr
0.66	AMPD	Tidal ETF Services	Pair Corr
0.89	CPST	Calamos ETF Trust	Pair Corr
0.81	FIDU	Fidelity MSCI Industrials	Pair Corr
0.91	DFSD	Dimensional ETF Trust	Pair Corr
0.85	ESML	iShares ESG Aware	Pair Corr
0.9	JEPI	JPMorgan Equity Premium	Pair Corr
0.77	XFIX	Fm Investments Symbol Change	Pair Corr
0.8	PFF	iShares Preferred	Pair Corr
0.85	NULV	Nuveen ESG Large	Pair Corr
0.85	REGL	ProShares SP MidCap	Pair Corr
0.89	SIXJ	AIM ETF Products	Pair Corr
0.8	PCEM	Litman Gregory Funds	Pair Corr
0.9	FB	ProShares Trust ProShares	Pair Corr
0.77	NBCE	Neuberger Berman ETF	Pair Corr
0.88	IQSZ	Invesco Actively Managed	Pair Corr
0.79	BMVP	Invesco Bloomberg MVP	Pair Corr
0.8	WDNA	WisdomTree BioRevolution	Pair Corr
0.86	TAXT	Northern Trust Tax	Pair Corr
0.64	DBA	Invesco DB Agriculture	Pair Corr
0.78	GDXY	YieldMax Gold Miners	Pair Corr
0.85	FPXE	First Trust IPOX	Pair Corr
0.86	PSFD	Pacer Swan SOS	Pair Corr
0.75	STXE	EA Series Trust	Pair Corr
0.89	JANW	AIM ETF Products	Pair Corr

Moving against LifeX Etf

0.75

MPAY

Exchange Traded Concepts

Pair Corr

Related Correlations Analysis

	XV	VBIL	MLDR	MMKT	VGUS	WEEK	OBIL	FIAX	FLGV
XV		0.81	0.32	0.81	0.82	0.83	0.81	0.88	0.13	XV
VBIL	0.81		0.4	1.0	1.0	0.99	0.99	0.79	0.39	VBIL
MLDR	0.32	0.4		0.39	0.4	0.4	0.44	0.48	0.75	MLDR
MMKT	0.81	1.0	0.39		1.0	0.99	0.99	0.79	0.39	MMKT
VGUS	0.82	1.0	0.4	1.0		1.0	1.0	0.8	0.38	VGUS
WEEK	0.83	0.99	0.4	0.99	1.0		0.99	0.8	0.38	WEEK
OBIL	0.81	0.99	0.44	0.99	1.0	0.99		0.8	0.43	OBIL
FIAX	0.88	0.79	0.48	0.79	0.8	0.8	0.8		0.34	FIAX
FLGV	0.13	0.39	0.75	0.39	0.38	0.38	0.43	0.34		FLGV
	XV	VBIL	MLDR	MMKT	VGUS	WEEK	OBIL	FIAX	FLGV

LifeX 2028 Constituents Risk-Adjusted Indicators

There is a big difference between LifeX Etf performing well and LifeX 2028 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 LifeX 2028'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	(0.01)	(0.07)	0.04	0.56	(0.45)	0.68	(0.92)	3.02
VBIL	0.01	0.00	0.00	2.33	0.00	0.00	0.04	0.00	0.05
MLDR	0.13	0.00	(0.35)	0.09	0.08	(0.15)	0.24	(0.22)	0.65
MMKT	0.01	0.00	0.00	0.00	0.00	0.00	0.03	0.00	0.04
VGUS	0.01	0.00	0.00	1.64	0.00	0.00	0.04	(0.01)	0.05
WEEK	0.02	0.00	(2.32)	0.94	0.00	(0.03)	0.05	(0.03)	0.14
OBIL	0.02	0.01	(2.14)	(3.98)	0.00	(0.03)	0.06	(0.02)	0.10
FIAX	0.23	(0.01)	(0.15)	0.02	0.29	(0.25)	0.51	(0.56)	1.57
FLGV	0.14	0.01	(0.27)	0.43	0.05	(0.17)	0.29	(0.24)	0.68

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