Msvif Mid Correlations

MMGPX Fund

USD 7.71 0.02 0.26%

The current 90-days correlation between Msvif Mid Cap and Putnam Global Health is 0.11 (i.e., Average diversification). The correlation of Msvif 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.

Msvif Mid Correlation With Market

Average diversification

The correlation between Msvif Mid Cap and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Msvif 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 Msvif 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 inflation.

Moving together with Msvif Mutual Fund

0.72

HPQ

HP Inc

Pair Corr

Moving against Msvif Mutual Fund

0.38	NXJ	Nuveen New Jersey	Pair Corr
0.78	TRV	The Travelers Companies Earnings Call This Week	Pair Corr
0.6	DD	Dupont De Nemours	Pair Corr
0.59	MRK	Merck Company	Pair Corr
0.54	PFE	Pfizer Inc	Pair Corr
0.45	MMM	3M Company Earnings Call This Week	Pair Corr
0.37	CAT	Caterpillar	Pair Corr
0.31	MCD	McDonalds	Pair Corr
0.31	AXP	American Express	Pair Corr

Related Correlations Analysis

	PGHAX	LOGSX	DLRHX	VGHCX	HGHYX
PGHAX		0.95	0.78	0.95	0.95	PGHAX
LOGSX	0.95		0.82	0.97	0.98	LOGSX
DLRHX	0.78	0.82		0.91	0.9	DLRHX
VGHCX	0.95	0.97	0.91		0.99	VGHCX
HGHYX	0.95	0.98	0.9	0.99		HGHYX
	PGHAX	LOGSX	DLRHX	VGHCX	HGHYX

Risk-Adjusted Indicators

There is a big difference between Msvif Mutual Fund performing well and Msvif 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 Msvif 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
PGHAX	0.60	0.08	0.01	0.32	0.50	(0.72)	1.80	(1.11)	4.34
LOGSX	0.59	0.14	0.11	0.40	0.42	(0.68)	1.38	(1.09)	3.71
DLRHX	0.84	0.22	0.25	0.44	0.26	(1.05)	2.09	(1.01)	7.28
VGHCX	0.60	0.13	0.10	0.41	0.36	(0.72)	1.94	(0.95)	4.26
HGHYX	0.61	0.14	0.14	0.37	0.26	(0.74)	1.91	(0.98)	3.95

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