Lsv Us Correlations

LSVMX Fund

USD 9.77 0.02 0.20%

The current 90-days correlation between Lsv Managed Volatility and Barings Active Short is 0.01 (i.e., Significant diversification). The correlation of Lsv Us 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.

Lsv Us Correlation With Market

Very poor diversification

The correlation between Lsv Managed Volatility 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 Lsv Managed Volatility 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 Lsv Managed Volatility. 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 board of governors.

Moving together with Lsv Mutual Fund

0.99	LSVFX	Lsv Global Managed	Pair Corr
1.0	LSVEX	Lsv Value Equity	Pair Corr
0.84	LSVZX	Lsv Emerging Markets	Pair Corr
1.0	LVAEX	Lsv Value Equity	Pair Corr
0.99	LVAFX	Lsv Global Managed	Pair Corr
0.96	LVAGX	Lsv Global Value	Pair Corr
1.0	LVAMX	Lsv Managed Volatility	Pair Corr
0.96	LVAQX	Lsv Small Cap	Pair Corr
0.99	LVAVX	Lsv Servative Value	Pair Corr
0.84	LVAZX	Lsv Emerging Markets	Pair Corr
0.84	VMVAX	Vanguard Mid Cap	Pair Corr
0.91	JVMAX	John Hancock Disciplined	Pair Corr
0.93	JVMIX	John Hancock Disciplined	Pair Corr
0.84	VMVIX	Vanguard Mid Cap	Pair Corr
0.92	JMVZX	Jpmorgan Mid Cap	Pair Corr
0.92	JMVRX	Jpmorgan Mid Cap	Pair Corr
0.92	JMVQX	Jpmorgan Mid Cap	Pair Corr
0.92	JMVYX	Jpmorgan Mid Cap	Pair Corr
0.92	JMVPX	Jpmorgan Mid Cap	Pair Corr
0.89	MVCAX	Mfs Mid Cap	Pair Corr
0.74	WHIAX	Ivy High Income	Pair Corr
0.77	IVHIX	Ivy High Income	Pair Corr
0.78	IHIFX	Ivy High Income	Pair Corr
0.74	WRHIX	Ivy High Income	Pair Corr
0.75	WHIYX	Ivy High Income	Pair Corr
0.81	EMRGX	Emerging Markets Growth	Pair Corr
0.81	GCCSX	Gabelli Small	Pair Corr
0.85	IVVIX	Ivy Small Cap	Pair Corr
0.98	AGGRX	Global Growth	Pair Corr
0.88	EEICX	Eaton Vance Emerging	Pair Corr
0.87	TEDIX	Franklin Mutual Global	Pair Corr
0.88	CPXZX	Cohen Steers Preferred	Pair Corr
0.68	TFLIX	Transamerica Floating	Pair Corr
0.97	AMFFX	American Mutual	Pair Corr
0.97	SXMAX	Saat Moderate Strategy	Pair Corr

Moving against Lsv Mutual Fund

0.74

ERH

Allspring Utilities And

Pair Corr

Related Correlations Analysis

	SUSAX	BDMKX	TAAQX	PRMDX	ATOAX	CIABX	BXDCX
SUSAX		0.81	0.99	0.89	0.95	0.85	0.93	SUSAX
BDMKX	0.81		0.83	0.91	0.88	0.92	0.93	BDMKX
TAAQX	0.99	0.83		0.89	0.95	0.85	0.94	TAAQX
PRMDX	0.89	0.91	0.89		0.98	0.97	0.93	PRMDX
ATOAX	0.95	0.88	0.95	0.98		0.95	0.95	ATOAX
CIABX	0.85	0.92	0.85	0.97	0.95		0.91	CIABX
BXDCX	0.93	0.93	0.94	0.93	0.95	0.91		BXDCX
	SUSAX	BDMKX	TAAQX	PRMDX	ATOAX	CIABX	BXDCX

Risk-Adjusted Indicators

There is a big difference between Lsv Mutual Fund performing well and Lsv Us 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 Lsv Us' 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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SUSAX	0.04	0.01	0.00	(2.72)	0.00	0.10	(0.10)	0.51
BDMKX	0.05	0.00	(0.52)	0.09	(0.11)	0.11	(0.11)	0.22
TAAQX	0.06	0.00	(0.56)	0.48	(0.15)	0.20	(0.10)	0.51
PRMDX	0.03	0.00	0.00	(0.13)	0.00	0.19	0.00	0.39
ATOAX	0.03	0.00	0.00	(0.32)	0.00	0.20	0.00	0.30
CIABX	0.06	0.00	0.00	0.76	0.00	0.20	(0.20)	0.40
BXDCX	0.05	0.00	(0.47)	0.78	(0.15)	0.11	(0.11)	0.54

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