Sharespost 100 Correlations

PRIVX Fund

USD 47.06 0.07 0.15%

The current 90-days correlation between Sharespost 100 and Voya Global Advantage is -0.09 (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

Significant diversification

The correlation between Sharespost 100 and DJI is 0.02 (i.e., Significant 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 private.

Moving together with Sharespost Mutual Fund

0.65	VTSAX	Vanguard Total Stock	Pair Corr
0.64	VFIAX	Vanguard 500 Index	Pair Corr
0.67	VTSMX	Vanguard Total Stock	Pair Corr
0.67	VITSX	Vanguard Total Stock	Pair Corr
0.67	VSMPX	Vanguard Total Stock	Pair Corr
0.65	VSTSX	Vanguard Total Stock	Pair Corr
0.85	VTIAX	Vanguard Total Inter	Pair Corr
0.65	VFINX	Vanguard 500 Index	Pair Corr
0.63	VFFSX	Vanguard 500 Index	Pair Corr
0.69	BGLUX	Baron Global Advantage	Pair Corr
0.84	DRYQX	Dreyfus Research Growth	Pair Corr
0.71	GDGSX	Sit Global Dividend	Pair Corr
0.7	TEMVX	Tiaa Cref Emerging	Pair Corr
0.95	TWUAX	Ultra Fund A	Pair Corr
0.75	FDCFX	Fidelity Advisor Freedom	Pair Corr
0.84	FZILX	Fidelity Zero Intern	Pair Corr
0.81	SDMZX	Prudential Short Duration	Pair Corr
0.88	PFSVX	Imgp Sbh Focused	Pair Corr
0.68	VWENX	Vanguard Wellington	Pair Corr
0.81	MAHIX	Litman Gregory Masters	Pair Corr
0.86	MSEFX	Litman Gregory Masters	Pair Corr
0.84	RBSIX	Rbc Funds Trust	Pair Corr
0.74	LVOLX	Summit Global Investments	Pair Corr
0.92	VSCAX	Invesco Small Cap	Pair Corr
0.83	PUTPX	Pimco Unconstrained Tax	Pair Corr
0.67	ICGAX	Voya Solution Servative	Pair Corr
0.77	VSCPX	Vanguard Small Cap	Pair Corr
0.91	SDGCX	Deutsche Capital Growth	Pair Corr
0.71	AISTX	Limited Duration	Pair Corr
0.91	ANZAX	Allianzgi Vertible	Pair Corr
0.77	MURPX	Mutual Of America	Pair Corr
0.77	RFGTX	American Funds 2040	Pair Corr
0.87	PAEIX	T Rowe Price	Pair Corr
0.89	BULIX	Utilities Fund Investor	Pair Corr
0.76	SBDAX	Stet California Municipal	Pair Corr
0.78	RIV	Rivernorth Opportunities	Pair Corr
0.91	BROCX	Backrock Glbl Opprtnts	Pair Corr

Related Correlations Analysis

	IGA	GF	IDE	BSL	CHN	DHF	DRSVX	SPE	YFSNX	SCUIX
IGA		0.87	0.84	0.03	0.02	0.08	0.95	0.85	0.85	0.86	IGA
GF	0.87		0.92	0.33	0.02	0.32	0.88	0.87	0.89	0.81	GF
IDE	0.84	0.92		0.38	0.01	0.34	0.87	0.88	0.91	0.79	IDE
BSL	0.03	0.33	0.38		-0.05	0.68	0.13	0.36	0.25	0.05	BSL
CHN	0.02	0.02	0.01	-0.05		0.2	-0.13	-0.14	-0.24	-0.28	CHN
DHF	0.08	0.32	0.34	0.68	0.2		0.13	0.21	0.09	-0.07	DHF
DRSVX	0.95	0.88	0.87	0.13	-0.13	0.13		0.89	0.91	0.92	DRSVX
SPE	0.85	0.87	0.88	0.36	-0.14	0.21	0.89		0.93	0.84	SPE
YFSNX	0.85	0.89	0.91	0.25	-0.24	0.09	0.91	0.93		0.92	YFSNX
SCUIX	0.86	0.81	0.79	0.05	-0.28	-0.07	0.92	0.84	0.92		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	+ 0.95	IGA
YFSNX	+ 0.93	SPE
IDE	+ 0.92	GF
SCUIX	+ 0.92	DRSVX
SCUIX	+ 0.92	YFSNX
YFSNX	+ 0.91	IDE

High negative correlations

SCUIX	- 0.28	CHN
YFSNX	- 0.24	CHN
SPE	- 0.14	CHN
DRSVX	- 0.13	CHN
SCUIX	- 0.07	DHF
CHN	- 0.05	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	0.38	(0.01)	(0.14)	0.07	0.40	(0.40)	0.84	(0.72)	1.90
GF	0.82	0.03	(0.01)	0.14	1.19	(0.77)	1.26	(2.05)	4.66
IDE	0.56	0.10	0.06	0.32	0.65	(0.63)	1.16	(1.46)	3.02
BSL	0.22	(0.01)	(0.19)	0.03	0.35	(0.25)	0.52	(0.52)	2.43
CHN	4.92	(0.67)	0.00	0.39	0.00	0.00	8.82	(7.98)	89.67
DHF	0.53	(0.01)	(0.13)	(0.17)	0.62	(0.71)	1.20	(1.21)	2.44
DRSVX	0.74	0.05	0.06	0.14	0.68	(0.89)	1.83	(1.37)	4.30
SPE	0.48	0.02	(0.04)	0.13	0.69	(0.47)	0.76	(0.91)	4.57
YFSNX	0.52	0.20	0.19	0.52	0.27	(0.66)	1.15	(1.00)	3.05
SCUIX	1.07	0.27	0.34	0.25	0.35	(1.27)	2.33	(1.34)	17.73

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