Swan Defined Correlations

Mutual Funds . USA . 
Fund . Swan Defined Risk
SDACX Fund  USD 14.78  0.03  0.20%   
The current 90-days correlation between Swan Defined Risk and Oppenheimer Gold Special is 0.45 (i.e., Very weak diversification). The correlation of Swan Defined 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.

Swan Defined Correlation With Market

Poor diversification

The correlation between Swan Defined Risk and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Swan Defined Risk and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Swan Defined Risk. 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 services.

Moving together with Swan Mutual Fund

  1.0SDAAX Swan Defined RiskPairCorr
  1.0SDAIX Swan Defined RiskPairCorr
  0.92JHQCX Jpmorgan Hedged EquityPairCorr
  0.91JHEQX Jpmorgan Hedged EquityPairCorr
  0.91JHQAX Jpmorgan Hedged EquityPairCorr
  0.96GTENX Gateway Fund ClassPairCorr
  0.97GTECX Gateway Fund ClassPairCorr
  0.96GTEYX Gateway Fund ClassPairCorr
  0.96GATEX Gateway Fund ClassPairCorr
  0.95JHDCX Jpmorgan Hedged EquityPairCorr
  0.93JHDRX Jpmorgan Hedged EquityPairCorr
  0.94JHDAX Jpmorgan Hedged EquityPairCorr
  0.63BTMPX Ishares Msci EafePairCorr
  0.63BTMKX Blackrock InternationalPairCorr
  0.63MDIIX Blackrock Intern IndexPairCorr
  0.61LGFEX Qs International EquityPairCorr
  0.72LPDCX Blackrock LifepathPairCorr
  0.77XBDJX Blackrock EnhancedPairCorr
  0.97VFINX Vanguard 500 IndexPairCorr
  0.64RCLAX Conservative StrategyPairCorr
  0.69JRSCX Intech Managed VolatilityPairCorr
  0.71FELIX Fidelity Advisor SemPairCorr
  0.63HNTVX Heartland ValuePairCorr
  0.62JMVAX Perkins Mid CapPairCorr
  0.62OPMCX Oppenheimer Main StreetPairCorr
  0.74PFPWX Parnassus EndeavorPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Swan Mutual Fund performing well and Swan Defined 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 Swan Defined'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.

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