Alpha Architect Correlations

QVAL Etf

USD 53.55 0.02 0.04%

The current 90-days correlation between Alpha Architect Quan and Vident International Equity is 0.41 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alpha Architect moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alpha Architect Quantitative moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Alpha Architect Correlation With Market

Very poor diversification

The correlation between Alpha Architect Quantitative and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Alpha Architect Quantitative and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Alpha Etf

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Alpha Architect Quantitative. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Alpha Etf

0.99	VOE	Vanguard Mid Cap	Pair Corr
0.98	SDY	SPDR SP Dividend	Pair Corr
0.98	DVY	iShares Select Dividend	Pair Corr
0.98	IWS	iShares Russell Mid	Pair Corr
0.96	FVD	First Trust Value	Pair Corr
0.97	SPYD	SPDR Portfolio SP	Pair Corr
0.98	COWZ	Pacer Cash Cows	Pair Corr
0.98	IJJ	iShares SP Mid	Pair Corr
0.99	DON	WisdomTree MidCap	Pair Corr
0.99	RPV	Invesco SP 500	Pair Corr
0.73	GDXU	MicroSectors Gold Miners	Pair Corr
0.8	JNUG	Direxion Daily Junior	Pair Corr
0.83	NUGT	Direxion Daily Gold	Pair Corr
0.87	GDMN	WisdomTree Efficient Gold Low Volatility	Pair Corr
0.89	KORU	Direxion Daily South	Pair Corr
0.89	DGP	DB Gold Double	Pair Corr
0.85	RSST	Return Stacked Stocks	Pair Corr
0.93	UEVM	VictoryShares Emerging	Pair Corr
0.91	ERET	iShares Environmentally	Pair Corr
0.95	FEM	First Trust Emerging	Pair Corr
0.92	PSMR	Pacer Swan SOS	Pair Corr
0.87	LALT	Invesco Multi Strategy	Pair Corr
0.99	STXV	EA Series Trust	Pair Corr
0.89	QTAP	Innovator Growth 100	Pair Corr
0.92	RHRX	Starboard Investment	Pair Corr
0.95	AHYB	American Century ETF	Pair Corr
0.98	FTCS	First Trust Capital	Pair Corr
0.94	DVYE	iShares Emerging Markets	Pair Corr
0.97	VYMI	Vanguard International	Pair Corr
0.97	DISV	Dimensional ETF Trust	Pair Corr
0.8	URA	Global X Uranium	Pair Corr
0.95	TAXT	Northern Trust Tax	Pair Corr
0.93	EMIF	iShares Emerging Markets	Pair Corr
0.97	DWM	WisdomTree International	Pair Corr
0.96	MEXX	Direxion Daily MSCI	Pair Corr
0.84	GPGCX	Grandeur Peak Global	Pair Corr

Moving against Alpha Etf

0.61	BULZ	MicroSectors Solactive	Pair Corr
0.66	ENTR	EntrepreneurShares	Pair Corr

Related Correlations Analysis

	CDX	EWJV	AVNM	IDOG	GVAL	AMZA	IPKW	CCNR	MFDX	VIDI
CDX		-0.34	-0.27	-0.37	-0.22	-0.17	-0.37	-0.23	-0.29	-0.24	CDX
EWJV	-0.34		0.96	0.97	0.93	0.94	0.94	0.95	0.98	0.95	EWJV
AVNM	-0.27	0.96		0.98	0.98	0.94	0.98	0.99	1.0	1.0	AVNM
IDOG	-0.37	0.97	0.98		0.95	0.93	0.97	0.96	0.98	0.97	IDOG
GVAL	-0.22	0.93	0.98	0.95		0.92	0.97	0.99	0.98	0.99	GVAL
AMZA	-0.17	0.94	0.94	0.93	0.92		0.87	0.94	0.94	0.93	AMZA
IPKW	-0.37	0.94	0.98	0.97	0.97	0.87		0.97	0.98	0.97	IPKW
CCNR	-0.23	0.95	0.99	0.96	0.99	0.94	0.97		0.99	1.0	CCNR
MFDX	-0.29	0.98	1.0	0.98	0.98	0.94	0.98	0.99		0.99	MFDX
VIDI	-0.24	0.95	1.0	0.97	0.99	0.93	0.97	1.0	0.99		VIDI
	CDX	EWJV	AVNM	IDOG	GVAL	AMZA	IPKW	CCNR	MFDX	VIDI

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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

MFDX	+ 1.0	AVNM
VIDI	+ 1.0	AVNM
VIDI	+ 1.0	CCNR
CCNR	+ 0.99	AVNM
CCNR	+ 0.99	GVAL
VIDI	+ 0.99	GVAL

High negative correlations

IPKW	- 0.37	CDX
IDOG	- 0.37	CDX
EWJV	- 0.34	CDX
MFDX	- 0.29	CDX
AVNM	- 0.27	CDX
VIDI	- 0.24	CDX

Alpha Architect Constituents Risk-Adjusted Indicators

There is a big difference between Alpha Etf performing well and Alpha Architect ETF 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 Alpha Architect'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
CDX	0.21	(0.02)	0.00	0.80	0.00	0.00	0.41	(0.46)	1.32
EWJV	0.74	0.26	0.26	0.52	0.53	(0.95)	1.92	(1.31)	6.19
AVNM	0.53	0.23	0.26	0.45	0.19	(0.63)	1.34	(0.81)	3.63
IDOG	0.57	0.19	0.25	0.47	0.18	(0.69)	1.30	(0.89)	3.27
GVAL	0.57	0.22	0.23	0.54	0.35	(0.68)	1.58	(0.91)	3.65
AMZA	0.84	0.21	0.12	1.40	0.86	(0.90)	2.07	(1.59)	4.64
IPKW	0.61	0.16	0.17	0.30	0.49	(0.73)	1.55	(1.29)	4.35
CCNR	0.88	0.39	0.26	0.60	0.77	(1.03)	2.04	(1.58)	5.65
MFDX	0.51	0.19	0.23	0.42	0.07	(0.56)	1.37	(0.88)	3.08
VIDI	0.53	0.25	0.35	0.57	0.00	(0.66)	1.36	(0.71)	3.44

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