Swan Defined Correlations

Mutual Funds . USA . 
Fund . Swan Defined Risk
SDAIX Fund  USD 15.93  0.13  0.82%   
The current 90-days correlation between Swan Defined Risk and Swan Defined Risk is 1.0 (i.e., No risk reduction). 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

Very poor diversification

The correlation between Swan Defined Risk and DJI is 0.8 (i.e., Very 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 gross domestic product.

Moving together with Swan Mutual Fund

  1.0SDACX Swan Defined RiskPairCorr
  0.9SDAAX Swan Defined RiskPairCorr
  0.61SDRIX Swan Defined RiskPairCorr
  0.94JHQCX Jpmorgan Hedged EquityPairCorr
  0.94JHEQX Jpmorgan Hedged EquityPairCorr
  0.87JHQAX Jpmorgan Hedged EquityPairCorr
  0.98GTENX Gateway Fund ClassPairCorr
  0.89GATEX Gateway Fund ClassPairCorr
  0.89GTECX Gateway Fund ClassPairCorr
  0.98GTEYX Gateway Fund ClassPairCorr
  0.93JHDCX Jpmorgan Hedged EquityPairCorr
  0.93JHDRX Jpmorgan Hedged EquityPairCorr
  0.86JHDAX Jpmorgan Hedged EquityPairCorr
  0.71KF Korea ClosedPairCorr
  0.63UNWPX World Precious MineralsPairCorr
  0.7EFRRX Eaton Vance FloatingPairCorr
  0.61ARSKX Archer StockPairCorr
  0.72ESIIX Eaton Vance ShortPairCorr
  0.71CNWFX New World FundPairCorr
  0.69CAMSX Cambiar Small CapPairCorr
  0.77HFQRX Janus Henderson GlobalPairCorr
  0.81SPVZX Prudential Qma MidPairCorr
  0.66EMRGX Emerging Markets GrowthPairCorr
  0.67BFGUX Baron Focused GrowthPairCorr
  0.73SICNX Schwab InternationalPairCorr
  0.71RNWCX New World FundPairCorr
  0.63WFDSX Wells Fargo DiscoveryPairCorr
  0.76WESRX Teton Vertible SecuritiesPairCorr

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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