Sharespost 100 Correlations

PRIVX Fund

USD 49.09 0.03 0.06%

The current 90-days correlation between Sharespost 100 and Hartford Schroders Small is -0.04 (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

Very poor diversification

The correlation between Sharespost 100 and DJI is 0.84 (i.e., Very poor 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 signals in manufacturing.

Moving together with Sharespost Mutual Fund

0.69	VTSAX	Vanguard Total Stock	Pair Corr
0.66	VFIAX	Vanguard 500 Index	Pair Corr
0.68	VTSMX	Vanguard Total Stock	Pair Corr
0.69	VSTSX	Vanguard Total Stock	Pair Corr
0.69	VITSX	Vanguard Total Stock	Pair Corr
0.69	VSMPX	Vanguard Total Stock	Pair Corr
0.86	VTIAX	Vanguard Total Inter	Pair Corr
0.67	VFINX	Vanguard 500 Index	Pair Corr
0.67	VFFSX	Vanguard 500 Index	Pair Corr
0.67	VBTLX	Vanguard Total Bond	Pair Corr
0.76	NHS	Neuberger Berman High	Pair Corr
0.84	SWYHX	Schwab Target 2045	Pair Corr
0.95	USCGX	Capital Growth	Pair Corr
0.86	SHXCX	American Beacon Shapiro	Pair Corr
0.81	TVOCX	Touchstone Small Cap	Pair Corr
0.85	NWEIX	Nationwide Destination	Pair Corr
0.86	VIVAX	Vanguard Value Index	Pair Corr
0.94	PRNEX	T Rowe Price	Pair Corr
0.88	RTISX	Select International	Pair Corr
0.97	PISDX	Columbia Pyrford Int	Pair Corr
0.9	PHDTX	Pace High Yield	Pair Corr
0.89	USPVX	Union Street Partners	Pair Corr
0.86	RLIAX	Invesco Income Allocation	Pair Corr
0.82	USERX	Gold And Precious	Pair Corr
0.92	NSRIX	Northern Global Sust	Pair Corr
0.83	VSMVX	Vanguard Sp Small	Pair Corr
0.82	FIJDX	Gold Portfolio Fidelity Steady Growth	Pair Corr
0.93	REREX	Europacific Growth	Pair Corr
0.79	TFEBX	Tax Exempt Bond	Pair Corr
0.83	ACCSX	Access Capital Munity	Pair Corr
0.91	PRFDX	T Rowe Price	Pair Corr
0.88	FPURX	Fidelity Puritan	Pair Corr
0.88	DAGVX	Dreyfus Strategic Value	Pair Corr
0.93	DNVYX	Davis New York	Pair Corr
0.91	NEZNX	Loomis Sayles Strategic	Pair Corr
0.86	FRASX	Fidelity Income Repl	Pair Corr
0.85	FTISX	Fidelity International	Pair Corr
0.86	LISIX	Lazard International	Pair Corr

Related Correlations Analysis

	IGA	GF	IDE	BSL	CHN	DHF	DRSVX	SPE	YFSNX	SCUIX
IGA		0.92	0.91	-0.37	0.44	0.66	0.97	0.89	0.92	0.92	IGA
GF	0.92		0.9	-0.12	0.66	0.64	0.91	0.94	0.93	0.93	GF
IDE	0.91	0.9		-0.36	0.49	0.76	0.96	0.9	0.99	0.86	IDE
BSL	-0.37	-0.12	-0.36		0.46	-0.23	-0.41	-0.05	-0.29	-0.21	BSL
CHN	0.44	0.66	0.49	0.46		0.29	0.39	0.67	0.57	0.57	CHN
DHF	0.66	0.64	0.76	-0.23	0.29		0.73	0.69	0.72	0.49	DHF
DRSVX	0.97	0.91	0.96	-0.41	0.39	0.73		0.89	0.95	0.9	DRSVX
SPE	0.89	0.94	0.9	-0.05	0.67	0.69	0.89		0.92	0.88	SPE
YFSNX	0.92	0.93	0.99	-0.29	0.57	0.72	0.95	0.92		0.89	YFSNX
SCUIX	0.92	0.93	0.86	-0.21	0.57	0.49	0.9	0.88	0.89		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

YFSNX	+ 0.99	IDE
DRSVX	+ 0.97	IGA
DRSVX	+ 0.96	IDE
YFSNX	+ 0.95	DRSVX
SPE	+ 0.94	GF
YFSNX	+ 0.93	GF

High negative correlations

DRSVX	- 0.41	BSL
BSL	- 0.37	IGA
BSL	- 0.36	IDE
YFSNX	- 0.29	BSL
DHF	- 0.23	BSL
SCUIX	- 0.21	BSL

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	0.39	0.06	0.06	0.22	0.30	(0.44)	0.95	(0.62)	2.00
GF	0.77	0.15	0.11	0.40	0.77	(0.85)	1.84	(1.21)	4.91
IDE	0.50	0.28	0.33	0.65	0.00	(0.69)	1.44	(0.62)	2.83
BSL	0.26	(0.06)	0.00	(0.39)	0.00	0.00	0.52	(0.59)	2.43
CHN	3.69	0.05	0.00	(0.14)	4.76	(3.86)	8.82	(7.53)	25.49
DHF	0.54	0.01	(0.04)	0.09	0.52	(0.81)	1.22	(0.81)	2.46
DRSVX	0.80	0.18	0.19	0.23	0.60	(0.97)	2.29	(1.37)	4.77
SPE	0.47	0.04	0.01	0.14	0.66	(0.47)	0.74	(0.78)	4.57
YFSNX	0.58	0.29	0.27	0.81	0.37	(0.72)	1.37	(1.13)	4.86
SCUIX	1.06	0.29	0.31	0.24	0.46	(1.22)	2.39	(1.76)	17.73

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