Sharespost 100 Correlations

PRIVX Fund

USD 47.30 0.03 0.06%

The current 90-days correlation between Sharespost 100 and Voya Global Advantage is -0.06 (i.e., Good diversification). The correlation of Sharespost 100 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.

Sharespost 100 Correlation With Market

Good diversification

The correlation between Sharespost 100 and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sharespost 100 and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Sharespost 100. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with Sharespost Mutual Fund

0.75	VTIAX	Vanguard Total Inter	Pair Corr
0.65	AA	Alcoa Corp	Pair Corr
0.65	JPM	JPMorgan Chase	Pair Corr

Moving against Sharespost Mutual Fund

0.35

HPQ

HP Inc

Pair Corr

Related Correlations Analysis

	IGA	GF	IDE	BSL	CHN	DHF	DRSVX	SPE	YFSNX	SCUIX
IGA		0.74	0.79	-0.37	0.14	0.0	0.89	0.81	0.72	0.63	IGA
GF	0.74		0.75	-0.1	0.5	0.24	0.69	0.61	0.39	0.3	GF
IDE	0.79	0.75		-0.01	0.09	0.15	0.76	0.72	0.73	0.51	IDE
BSL	-0.37	-0.1	-0.01		0.1	0.54	-0.31	-0.12	-0.3	-0.38	BSL
CHN	0.14	0.5	0.09	0.1		0.46	-0.06	-0.01	-0.44	-0.39	CHN
DHF	0.0	0.24	0.15	0.54	0.46		-0.11	-0.04	-0.39	-0.46	DHF
DRSVX	0.89	0.69	0.76	-0.31	-0.06	-0.11		0.77	0.75	0.76	DRSVX
SPE	0.81	0.61	0.72	-0.12	-0.01	-0.04	0.77		0.72	0.55	SPE
YFSNX	0.72	0.39	0.73	-0.3	-0.44	-0.39	0.75	0.72		0.74	YFSNX
SCUIX	0.63	0.3	0.51	-0.38	-0.39	-0.46	0.76	0.55	0.74		SCUIX
	IGA	GF	IDE	BSL	CHN	DHF	DRSVX	SPE	YFSNX	SCUIX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

DRSVX	+ 0.89	IGA
SPE	+ 0.81	IGA
IDE	+ 0.79	IGA
SPE	+ 0.77	DRSVX
DRSVX	+ 0.76	IDE
SCUIX	+ 0.76	DRSVX

High negative correlations

SCUIX	- 0.46	DHF
YFSNX	- 0.44	CHN
YFSNX	- 0.39	DHF
SCUIX	- 0.39	CHN
SCUIX	- 0.38	BSL
BSL	- 0.37	IGA

Risk-Adjusted Indicators

There is a big difference between Sharespost Mutual Fund performing well and Sharespost 100 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 Sharespost 100'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
IGA	0.43	0.00	(0.07)	0.06	0.49	(0.48)	0.95	(0.74)	2.60
GF	0.82	(0.05)	0.00	(0.10)	0.00	0.00	1.25	(2.05)	4.09
IDE	0.60	0.04	0.01	0.25	0.82	(0.62)	1.05	(1.58)	3.02
BSL	0.23	(0.02)	0.00	0.42	0.00	0.00	0.52	(0.52)	2.43
CHN	4.57	(1.21)	0.00	0.58	0.00	0.00	6.29	(7.98)	89.67
DHF	0.56	(0.03)	0.00	(0.73)	0.00	0.00	1.21	(1.21)	3.21
DRSVX	0.73	(0.05)	(0.04)	0.00	0.97	(0.81)	1.80	(1.43)	4.19
SPE	0.50	0.00	(0.05)	0.08	0.77	(0.48)	0.83	(1.03)	4.60
YFSNX	0.49	0.12	0.09	0.77	0.57	(0.56)	1.05	(1.13)	3.05
SCUIX	1.06	0.22	0.22	0.17	0.71	(1.17)	1.93	(1.77)	17.73

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