LifeX 2028 Correlations

LIFT Etf

27.37 0.02 0.07%

The current 90-days correlation between LifeX 2028 Income and Harbor ETF Trust is -0.03 (i.e., Good 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 0.81 (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

0.73	VTI	Vanguard Total Stock Sell-off Trend	Pair Corr
0.71	SPY	SPDR SP 500 Sell-off Trend	Pair Corr
0.71	IVV	iShares Core SP Sell-off Trend	Pair Corr
0.76	BND	Vanguard Total Bond	Pair Corr
0.84	VTV	Vanguard Value Index	Pair Corr
0.77	VO	Vanguard Mid Cap	Pair Corr
0.82	VEA	Vanguard FTSE Developed Aggressive Push	Pair Corr
0.81	VB	Vanguard Small Cap	Pair Corr
0.61	VWO	Vanguard FTSE Emerging	Pair Corr
0.88	CPST	Calamos ETF Trust	Pair Corr
0.77	ITDD	iShares Trust	Pair Corr
0.86	AA	Alcoa Corp	Pair Corr
0.79	JNJ	Johnson Johnson	Pair Corr
0.76	DD	Dupont De Nemours	Pair Corr
0.77	BA	Boeing	Pair Corr
0.7	CAT	Caterpillar	Pair Corr
0.82	WMT	Walmart Common Stock	Pair Corr

Moving against LifeX Etf

0.73	MPAY	Exchange Traded Concepts	Pair Corr
0.7	HPQ	HP Inc	Pair Corr
0.69	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	QHDG	ASCE	CEW	EQRR	JHID	INDE	GENM	EBIT
QHDG		0.76	0.53	0.66	0.53	-0.42	0.41	0.59	QHDG
ASCE	0.76		0.87	0.93	0.88	-0.68	0.79	0.95	ASCE
CEW	0.53	0.87		0.91	0.98	-0.8	0.9	0.89	CEW
EQRR	0.66	0.93	0.91		0.94	-0.66	0.86	0.95	EQRR
JHID	0.53	0.88	0.98	0.94		-0.74	0.92	0.92	JHID
INDE	-0.42	-0.68	-0.8	-0.66	-0.74		-0.7	-0.71	INDE
GENM	0.41	0.79	0.9	0.86	0.92	-0.7		0.88	GENM
EBIT	0.59	0.95	0.89	0.95	0.92	-0.71	0.88		EBIT
	QHDG	ASCE	CEW	EQRR	JHID	INDE	GENM	EBIT

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

JHID	+ 0.98	CEW
EBIT	+ 0.95	ASCE
EBIT	+ 0.95	EQRR
JHID	+ 0.94	EQRR
EQRR	+ 0.93	ASCE
GENM	+ 0.92	JHID

High negative correlations

INDE	- 0.8	CEW
INDE	- 0.74	JHID
EBIT	- 0.71	INDE
GENM	- 0.7	INDE
INDE	- 0.68	ASCE
INDE	- 0.66	EQRR

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
QHDG	0.55	(0.05)	(0.12)	(0.01)	0.74	(0.55)	1.30	(1.30)	3.55
ASCE	0.92	0.04	0.05	0.12	0.94	(1.01)	1.65	(1.88)	4.52
CEW	0.24	0.06	(0.05)	0.57	0.04	(0.28)	0.57	(0.32)	1.75
EQRR	0.68	0.07	0.06	0.16	0.87	(0.71)	1.54	(1.80)	4.11
JHID	0.53	0.19	0.24	0.41	0.19	(0.64)	1.21	(0.79)	3.46
INDE	0.68	(0.07)	0.00	(0.12)	0.00	0.00	1.20	(1.44)	4.78
GENM	0.09	0.01	(0.49)	0.50	0.00	(0.15)	0.20	(0.19)	0.58
EBIT	0.81	0.08	0.11	0.16	0.64	(1.07)	2.39	(1.60)	4.82

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