Longleaf Partners Correlations

LLPFX Fund

USD 22.51 0.07 0.31%

The current 90-days correlation between Longleaf Partners and Salient Tactical Growth is 0.12 (i.e., Average diversification). The correlation of Longleaf Partners 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.

Longleaf Partners Correlation With Market

Poor diversification

The correlation between Longleaf Partners Fund and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Longleaf Partners Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Longleaf Partners Fund. 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 price.

Moving together with LONGLEAF Mutual Fund

0.94	LLGLX	Longleaf Partners Global	Pair Corr
0.68	LLSCX	Longleaf Partners Small Potential Growth	Pair Corr
0.67	VMVAX	Vanguard Mid Cap	Pair Corr
0.85	JVMAX	John Hancock Disciplined	Pair Corr
0.85	JVMIX	John Hancock Disciplined	Pair Corr
0.66	VMVIX	Vanguard Mid Cap	Pair Corr
0.9	JMVZX	Jpmorgan Mid Cap	Pair Corr
0.9	JMVRX	Jpmorgan Mid Cap	Pair Corr
0.9	JMVQX	Jpmorgan Mid Cap	Pair Corr
0.9	JMVYX	Jpmorgan Mid Cap	Pair Corr
0.9	JMVPX	Jpmorgan Mid Cap	Pair Corr
0.67	MVCAX	Mfs Mid Cap	Pair Corr
0.62	WRHIX	Ivy High Income	Pair Corr
0.65	WHIAX	Ivy High Income	Pair Corr
0.65	IHIFX	Ivy High Income	Pair Corr
0.65	IVHIX	Ivy High Income	Pair Corr
0.67	IFAFX	Income Fund	Pair Corr
0.72	AMIDX	Amana Developing World	Pair Corr
0.69	AAMAX	Absolute Capital Asset	Pair Corr
0.86	AAAIX	Strategic Allocation:	Pair Corr
0.64	LMIAX	Columbia Amt Free	Pair Corr
0.71	FFNOX	Fidelity Four-in-one	Pair Corr
0.68	JDMAX	Janus Enterprise	Pair Corr
0.67	FSEAX	Fidelity Emerging Asia	Pair Corr
0.65	ROBAX	Robinson Tax Advantaged	Pair Corr
0.85	PFPFX	Poplar Forest Partners	Pair Corr
0.78	DNLVX	Dunham Large Cap	Pair Corr
0.7	RITAX	American High Income	Pair Corr
0.8	EKGIX	Wells Fargo Global	Pair Corr
0.63	VTSAX	Vanguard Total Stock	Pair Corr
0.92	GCECX	Ab Global E	Pair Corr
0.67	WFPRX	Wells Fargo Special	Pair Corr
0.96	SILLX	Qs Global Equity	Pair Corr

Related Correlations Analysis

	LLSCX	FPTKX	NFFFX	ISKIX	VISVX	ERGOX	PMPSX	GCFUX	FTGMX
LLSCX		0.6	0.56	0.53	0.71	0.33	0.49	0.28	0.64	LLSCX
FPTKX	0.6		0.98	0.96	0.94	0.79	0.9	0.79	0.98	FPTKX
NFFFX	0.56	0.98		0.98	0.95	0.77	0.92	0.79	0.96	NFFFX
ISKIX	0.53	0.96	0.98		0.94	0.83	0.9	0.86	0.93	ISKIX
VISVX	0.71	0.94	0.95	0.94		0.75	0.88	0.76	0.9	VISVX
ERGOX	0.33	0.79	0.77	0.83	0.75		0.61	0.97	0.7	ERGOX
PMPSX	0.49	0.9	0.92	0.9	0.88	0.61		0.67	0.87	PMPSX
GCFUX	0.28	0.79	0.79	0.86	0.76	0.97	0.67		0.69	GCFUX
FTGMX	0.64	0.98	0.96	0.93	0.9	0.7	0.87	0.69		FTGMX
	LLSCX	FPTKX	NFFFX	ISKIX	VISVX	ERGOX	PMPSX	GCFUX	FTGMX

Risk-Adjusted Indicators

There is a big difference between LONGLEAF Mutual Fund performing well and Longleaf Partners 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 Longleaf Partners' 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
LLSCX	0.57	(0.02)	(0.06)	0.05	0.78	(0.61)	1.28	(1.24)	4.26
FPTKX	0.23	0.09	0.09	0.47	0.00	(0.31)	0.50	(0.33)	2.69
NFFFX	0.59	0.14	0.16	0.30	0.33	(0.65)	1.46	(1.02)	3.36
ISKIX	0.20	0.04	(0.08)	0.22	0.00	(0.26)	0.47	(0.37)	1.31
VISVX	0.68	0.10	0.14	0.18	0.51	(0.82)	2.04	(1.14)	4.20
ERGOX	0.14	0.02	(0.27)	(0.48)	0.00	(0.24)	0.37	(0.19)	0.75
PMPSX	3.23	0.99	0.16	0.70	4.69	(3.33)	7.98	(8.46)	26.99
GCFUX	0.14	0.02	(0.28)	(1.30)	0.00	(0.19)	0.32	(0.22)	0.75
FTGMX	0.50	0.09	0.10	0.24	0.39	(0.58)	0.91	(0.90)	4.71

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Longleaf Partners Correlations

Longleaf Partners Correlation With Market

Poor diversification

Moving together with LONGLEAF Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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