Swan Defined Correlations

SDCCXDelisted Fund

USD 8.26 0.00 0.00%

The current 90-days correlation between Swan Defined Risk and Tiaa Cref Small Cap Equity is -0.01 (i.e., Good 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

Excellent diversification

The correlation between Swan Defined Risk and DJI is -0.57 (i.e., Excellent 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. 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 unemployment.

Moving together with Swan Mutual Fund

0.66

MSFT

Microsoft Earnings Call This Week

Pair Corr

Moving against Swan Mutual Fund

0.8	PATRX	Pimco All Asset	Pair Corr
0.8	PAUIX	Pimco All Asset	Pair Corr
0.79	KF	Korea Closed	Pair Corr
0.76	FSAGX	Gold Portfolio Gold Steady Growth	Pair Corr
0.76	USAGX	Precious Metals And Steady Growth	Pair Corr
0.75	OPGSX	Oppenheimer Gold Spec Steady Growth	Pair Corr
0.73	SGGDX	First Eagle Gold Steady Growth	Pair Corr
0.72	GOLDX	Gabelli Gold Steady Growth	Pair Corr
0.71	EKWAX	Wells Fargo Advantage Steady Growth	Pair Corr
0.7	UNWPX	World Precious Minerals	Pair Corr
0.65	FKRCX	Franklin Gold Precious Steady Growth	Pair Corr
0.65	TRRVX	T Rowe Price	Pair Corr
0.63	RWICX	Capital World Growth	Pair Corr
0.44	GATEX	Gateway Fund Class	Pair Corr
0.42	GTECX	Gateway Fund Class	Pair Corr
0.41	GTENX	Gateway Fund Class	Pair Corr
0.41	GTEYX	Gateway Fund Class	Pair Corr
0.4	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.4	JHDRX	Jpmorgan Hedged Equity	Pair Corr
0.39	JHDAX	Jpmorgan Hedged Equity	Pair Corr
0.38	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.36	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.32	JHDCX	Jpmorgan Hedged Equity	Pair Corr
0.87	XOM	Exxon Mobil Corp Earnings Call This Week	Pair Corr
0.81	PAUPX	Pimco All Asset	Pair Corr
0.69	BA	Boeing Earnings Call This Week	Pair Corr
0.69	AA	Alcoa Corp	Pair Corr
0.63	FFOLX	Fidelity Freedom Index	Pair Corr
0.62	AOFAX	Alger Small Cap	Pair Corr
0.62	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.58	MRK	Merck Company	Pair Corr
0.58	DD	Dupont De Nemours	Pair Corr
0.44	KO	Coca Cola Aggressive Push	Pair Corr
0.42	PFE	Pfizer Inc Sell-off Trend	Pair Corr
0.42	GE	GE Aerospace	Pair Corr
0.34	HD	Home Depot	Pair Corr

Related Correlations Analysis

	WBVNX	ANFVX	SCYVX	LRSOX	ABYSX	SMVZX	TSCWX
WBVNX		0.99	0.97	0.95	0.98	0.92	0.96	WBVNX
ANFVX	0.99		0.98	0.96	0.98	0.94	0.97	ANFVX
SCYVX	0.97	0.98		0.96	0.99	0.93	0.98	SCYVX
LRSOX	0.95	0.96	0.96		0.96	0.94	0.95	LRSOX
ABYSX	0.98	0.98	0.99	0.96		0.95	0.98	ABYSX
SMVZX	0.92	0.94	0.93	0.94	0.95		0.96	SMVZX
TSCWX	0.96	0.97	0.98	0.95	0.98	0.96		TSCWX
	WBVNX	ANFVX	SCYVX	LRSOX	ABYSX	SMVZX	TSCWX

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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WBVNX	0.71	0.10	0.12	0.17	0.60	(0.80)	2.14	(1.13)	3.95
ANFVX	0.76	0.12	0.12	0.19	0.67	(0.86)	1.88	(1.18)	4.01
SCYVX	0.81	0.11	0.11	0.17	0.79	(0.95)	2.27	(1.61)	4.78
LRSOX	0.85	0.20	0.18	0.56	0.61	(1.05)	2.44	(1.38)	6.25
ABYSX	0.80	0.11	0.14	0.16	0.60	(0.97)	2.18	(1.23)	8.01
SMVZX	0.97	0.34	0.33	0.53	0.42	(1.22)	1.90	(1.54)	14.84
TSCWX	0.98	0.19	0.16	0.25	0.89	(1.13)	2.05	(1.89)	7.77

Swan Defined Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Swan Defined mutual fund to make a market-neutral strategy. Peer analysis of Swan Defined could also be used in its relative valuation, which is a method of valuing Swan Defined by comparing valuation metrics with similar companies.

William Blair Small Allianzgi Nfj Small Cap Ab Small Cap Lord Abbett Small Ab Discovery Value Ridgeworth Ceredex Mid Cap Tiaa Cref Small Cap Equity American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health Corp Chevron Corp

Risk & Return

Correlation

Still Interested in Swan Defined Risk?

Investing in delisted funds can be risky, as the mutual fund is no longer traded on a public exchange and can therefore be difficult to sell. Delisting typically occurs when a company has failed to meet exchange requirements or has been acquired. Before investing, it's important to thoroughly research the company, including its financial health and prospects for the future, as well as the reasons for its delisting. Additionally, it may be difficult to find accurate and up-to-date information on the company and its stock.

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