Clearbridge Mid Correlations

LSIRX Fund

USD 40.02 0.24 0.60%

The current 90-days correlation between Clearbridge Mid Cap and Clearbridge Aggressive Growth is 0.02 (i.e., Significant diversification). The correlation of Clearbridge Mid 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.

Clearbridge Mid Correlation With Market

Poor diversification

The correlation between Clearbridge Mid Cap and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Clearbridge Mid Cap 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 Clearbridge Mid Cap. 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 population.

Moving together with Clearbridge Mutual Fund

0.88	SAGCX	Clearbridge Aggressive	Pair Corr
0.95	LGASX	Clearbridge Small Cap	Pair Corr
0.84	LGFEX	Qs International Equity	Pair Corr
0.85	SAPCX	Clearbridge Appreciation	Pair Corr
0.61	WAASX	Western Asset Total	Pair Corr
0.87	LGSCX	Qs Small Capitalization	Pair Corr
0.75	SBICX	Clearbridge International	Pair Corr
0.7	WARIX	Western Asset Total	Pair Corr
0.93	SBMLX	Clearbridge Mid Cap	Pair Corr
0.77	SBPLX	Clearbridge Dividend	Pair Corr
0.69	WAUCX	Western Asset Total	Pair Corr
0.7	WAURX	Western Asset Total	Pair Corr
0.81	LIESX	Qs International Equity	Pair Corr

Related Correlations Analysis

	SAGCX	LGASX	LGFEX	SAPCX	LGOCX	SSMMX	WAASX	LGSCX	WACSX
SAGCX		0.9	0.83	0.98	0.3	0.22	0.72	0.87	0.23	SAGCX
LGASX	0.9		0.85	0.9	0.29	0.11	0.72	0.91	0.26	LGASX
LGFEX	0.83	0.85		0.85	0.28	0.13	0.66	0.95	0.14	LGFEX
SAPCX	0.98	0.9	0.85		0.2	0.29	0.78	0.87	0.23	SAPCX
LGOCX	0.3	0.29	0.28	0.2		0.2	0.18	0.33	0.26	LGOCX
SSMMX	0.22	0.11	0.13	0.29	0.2		0.55	0.21	0.47	SSMMX
WAASX	0.72	0.72	0.66	0.78	0.18	0.55		0.73	0.67	WAASX
LGSCX	0.87	0.91	0.95	0.87	0.33	0.21	0.73		0.26	LGSCX
WACSX	0.23	0.26	0.14	0.23	0.26	0.47	0.67	0.26		WACSX
	SAGCX	LGASX	LGFEX	SAPCX	LGOCX	SSMMX	WAASX	LGSCX	WACSX

Risk-Adjusted Indicators

There is a big difference between Clearbridge Mutual Fund performing well and Clearbridge Mid 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 Clearbridge Mid'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
SAGCX	1.14	0.24	0.15	0.52	0.96	(1.30)	1.48	(2.34)	21.32
LGASX	0.99	0.02	0.05	0.09	0.99	(1.11)	2.33	(1.97)	8.64
LGFEX	0.69	0.14	0.13	0.32	0.56	(0.79)	1.29	(1.37)	7.73
SAPCX	0.83	0.24	0.27	0.48	0.32	(1.10)	1.33	(1.05)	18.63
LGOCX	0.22	0.00	(0.27)	0.04	0.19	(0.28)	0.47	(0.35)	1.17
SSMMX	0.07	0.01	(0.45)	0.30	0.00	(0.11)	0.20	(0.07)	0.74
WAASX	0.08	0.01	(0.31)	(5.37)	0.00	(0.14)	0.22	(0.22)	0.66
LGSCX	1.05	0.09	0.08	0.16	1.04	(1.23)	2.21	(1.87)	7.33
WACSX	0.16	0.00	(0.33)	0.49	0.17	(0.19)	0.28	(0.28)	1.02

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Clearbridge Mid Correlations

Clearbridge Mid Correlation With Market

Poor diversification

Moving together with Clearbridge Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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