Select Us Correlations

RTDRX Fund

USD 13.40 0.26 1.98%

The current 90-days correlation between Select Equity and Growth Strategy Fund is -0.02 (i.e., Good diversification). The correlation of Select Us 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.

Select Us Correlation With Market

Very poor diversification

The correlation between Select Equity Fund and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Select Equity Fund 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 Select Equity Fund. 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 inflation.

Moving together with Select Mutual Fund

0.97	RNTTX	International Developed	Pair Corr
0.61	RREAX	Global Real Estate	Pair Corr
0.94	RALAX	Growth Strategy	Pair Corr
0.94	RSCRX	Us Small Cap	Pair Corr
0.66	RSYTX	Strategic Bond	Pair Corr
0.94	RBLCX	Balanced Strategy	Pair Corr
1.0	RTDAX	Multifactor Equity	Pair Corr
1.0	RTDSX	Select Equity	Pair Corr
0.79	RTEAX	Tax Exempt Bond	Pair Corr
0.84	RTIUX	Tax-managed International	Pair Corr
0.66	RTLCX	Tax Managed Large	Pair Corr
0.68	RTLAX	Tax Managed Large	Pair Corr
0.83	RTNSX	Tax-managed International	Pair Corr
0.68	RTMTX	Tax Managed Large	Pair Corr
0.83	RTNCX	Tax-managed International	Pair Corr
0.78	RTOUX	Tax Managed Mid	Pair Corr
0.78	RTSCX	Tax Managed Mid	Pair Corr
0.7	RTXSX	Russell Investment Tax	Pair Corr
0.87	RDBRX	Short Duration Bond	Pair Corr
0.94	REAAX	Equity Growth Strategy	Pair Corr
0.94	RELCX	Equity Growth Strategy	Pair Corr
1.0	REQAX	Us Defensive Equity	Pair Corr
0.68	RETSX	Tax Managed Large	Pair Corr
0.64	RFDAX	Strategic Bond	Pair Corr
0.98	RGDTX	Global Equity	Pair Corr
0.85	RGCAX	Global Opportunistic	Pair Corr
0.93	RGFTX	Global Infrastructure	Pair Corr
0.98	RGECX	Global Equity	Pair Corr
0.94	RLESX	Us Small Cap	Pair Corr
0.98	RLGYX	Global Equity	Pair Corr
0.91	RMGSX	Multi Asset Growth	Pair Corr

Related Correlations Analysis

	RNTTX	RREAX	RREYX	RRESX	RRSCX	RRSRX	RALAX	RALCX	RALSX	RALRX
RNTTX		0.72	0.72	0.72	0.7	0.72	0.97	0.97	0.97	0.97	RNTTX
RREAX	0.72		1.0	1.0	1.0	1.0	0.72	0.72	0.72	0.72	RREAX
RREYX	0.72	1.0		1.0	1.0	1.0	0.72	0.71	0.72	0.72	RREYX
RRESX	0.72	1.0	1.0		1.0	1.0	0.71	0.71	0.72	0.72	RRESX
RRSCX	0.7	1.0	1.0	1.0		1.0	0.69	0.69	0.7	0.7	RRSCX
RRSRX	0.72	1.0	1.0	1.0	1.0		0.72	0.71	0.72	0.72	RRSRX
RALAX	0.97	0.72	0.72	0.71	0.69	0.72		1.0	1.0	1.0	RALAX
RALCX	0.97	0.72	0.71	0.71	0.69	0.71	1.0		1.0	1.0	RALCX
RALSX	0.97	0.72	0.72	0.72	0.7	0.72	1.0	1.0		1.0	RALSX
RALRX	0.97	0.72	0.72	0.72	0.7	0.72	1.0	1.0	1.0		RALRX
	RNTTX	RREAX	RREYX	RRESX	RRSCX	RRSRX	RALAX	RALCX	RALSX	RALRX

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Risk-Adjusted Indicators

There is a big difference between Select Mutual Fund performing well and Select Us 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 Select Us' 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
RNTTX	0.62	0.17	0.19	0.38	0.37	(0.75)	1.39	(1.11)	7.39
RREAX	0.44	0.05	0.00	0.22	0.45	(0.48)	1.21	(0.83)	2.86
RREYX	0.45	0.06	0.00	0.24	0.48	(0.49)	1.23	(0.80)	2.85
RRESX	0.44	0.05	0.00	0.24	0.48	(0.47)	1.20	(0.80)	2.82
RRSCX	0.44	0.05	0.00	0.23	0.48	(0.48)	1.21	(0.85)	2.85
RRSRX	0.44	0.06	0.00	0.24	0.47	(0.47)	1.22	(0.84)	2.80
RALAX	0.62	0.17	0.24	0.33	0.05	(0.76)	0.97	(0.86)	12.67
RALCX	0.64	0.19	0.26	0.35	0.00	(0.88)	0.96	(0.90)	13.91
RALSX	0.62	0.17	0.22	0.33	0.15	(0.79)	1.00	(0.91)	12.40
RALRX	0.62	0.17	0.22	0.33	0.10	(0.79)	1.01	(0.99)	12.21

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Select Us Correlations

Select Us Correlation With Market

Very poor diversification

Moving together with Select Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

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