POLEN GROWTH Correlations

POLIX Fund

USD 32.58 -0.10 -0.31%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. Current 90-days correlation between Polen Growth and JPMorgan Large Cap is 0.65 (i.e., Poor diversification).

Market Correlation Context: POLEN GROWTH

Very poor diversification

Across the chosen horizon, POLEN GROWTH and Dow Jones show a correlation of 0.83 and fall into the Very poor diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

A holding's risk contribution depends on both its volatility and its correlation with other portfolio positions. Such insight enriches allocation decisions within a diversified portfolio. Sector concentration and correlation with existing positions affect diversification impact. Broader economic conditions can influence Polen Growth Fund's mutual fund valuation - related indicators include signals in gross domestic product.

Moving together with POLEN GROWTH Mutual Fund

0.89	VIGAX	Vanguard Growth Index	Pair Corr
0.93	AGTHX	Growth Fund	Pair Corr
0.94	GFACX	Growth Fund	Pair Corr
0.93	GFAFX	Growth Fund	Pair Corr
0.93	FAFGX	American Funds	Pair Corr
0.93	FFAFX	American Funds	Pair Corr
0.93	CGFFX	Growth Fund	Pair Corr
0.93	CGFCX	Growth Fund	Pair Corr
0.9	CGFAX	Growth Fund	Pair Corr
0.93	CGFEX	Growth Fund	Pair Corr
0.88	CISGX	Touchstone Sands Capital	Pair Corr
0.8	DIS	Walt Disney Aggressive Push	Pair Corr
0.67	BAC	Bank of America	Pair Corr
0.75	BA	Boeing	Pair Corr
0.94	MSFT	Microsoft	Pair Corr
0.66	JPM	JPMorgan Chase	Pair Corr

Moving Against POLEN GROWTH Mutual Fund

0.84	XOM	Exxon Mobil Corp	Pair Corr
0.79	CVX	Chevron Corp	Pair Corr
0.51	PFE	Pfizer Inc Sell-off Trend	Pair Corr
0.5	VZ	Verizon Communications	Pair Corr
0.46	MRK	Merck Company	Pair Corr

Related Correlations Analysis

	POLRX	GOIGX	GOGIX	CEYRX	CEYIX	CSIEX	CMNWX	JLVZX	HLQVX	OLVAX
POLRX		0.79	0.79	0.74	0.74	0.73	0.91	0.73	0.73	0.73	POLRX
GOIGX	0.79		0.98	0.72	0.72	0.7	0.88	0.92	0.93	0.92	GOIGX
GOGIX	0.79	0.98		0.68	0.68	0.69	0.9	0.91	0.91	0.9	GOGIX
CEYRX	0.74	0.72	0.68		1.0	0.98	0.59	0.81	0.81	0.81	CEYRX
CEYIX	0.74	0.72	0.68	1.0		0.98	0.59	0.81	0.81	0.81	CEYIX
CSIEX	0.73	0.7	0.69	0.98	0.98		0.59	0.8	0.79	0.8	CSIEX
CMNWX	0.91	0.88	0.9	0.59	0.59	0.59		0.74	0.75	0.74	CMNWX
JLVZX	0.73	0.92	0.91	0.81	0.81	0.8	0.74		1.0	1.0	JLVZX
HLQVX	0.73	0.93	0.91	0.81	0.81	0.79	0.75	1.0		1.0	HLQVX
OLVAX	0.73	0.92	0.9	0.81	0.81	0.8	0.74	1.0	1.0		OLVAX
	POLRX	GOIGX	GOGIX	CEYRX	CEYIX	CSIEX	CMNWX	JLVZX	HLQVX	OLVAX

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Risk-Adjusted Indicators

Strong recent returns in POLEN GROWTH Mutual Fund do not always mean POLEN GROWTH Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
POLRX	0.93	0.03	0.02	0.04	1.31	-0.88	2.07	-2.16	5.88
GOIGX	1.17	0.09	0.06	0.08	1.35	-1.34	2.61	-2.61	7.07
GOGIX	1.22	0.13	0.09	0.11	1.36	-1.39	2.79	-2.64	7.05
CEYRX	0.67	-0.05	0.00	-0.09	0.00	0.00	1.13	-1.48	3.23
CEYIX	0.67	-0.05	0.00	-0.09	0.00	0.00	1.14	-1.47	3.24
CSIEX	0.66	-0.06	0.00	-0.09	0.00	0.00	1.14	-1.47	3.22
CMNWX	0.75	0.09	0.09	0.11	0.83	-0.80	1.25	-1.47	4.09
JLVZX	0.67	-0.01	-0.01	0.00	0.80	-0.76	1.22	-1.43	3.70
HLQVX	0.67	-0.01	-0.01	0.00	0.81	-0.74	1.23	-1.41	3.75
OLVAX	0.64	-0.03	0.00	-0.02	0.00	0.00	1.14	-1.41	3.69