Swan Defined Correlations

SDCIXDelisted Fund

USD 9.54 0.00 0.00%

The current 90-days correlation between Swan Defined Risk and Fidelity Series 1000 is 0.09 (i.e., Significant 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

Very good diversification

The correlation between Swan Defined Risk and DJI is -0.38 (i.e., Very good 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 gross domestic product.

Moving against Swan Mutual Fund

0.81	WIBMX	Wilmington Broad Market	Pair Corr
0.73	AAAAX	Deutsche Real Assets	Pair Corr
0.72	TOLSX	Deutsche Global Infr	Pair Corr
0.69	WESJX	William Blair Emerging	Pair Corr
0.67	NHS	Neuberger Berman High	Pair Corr
0.65	JRTGX	Retirement Living Through	Pair Corr
0.63	MGIBX	Mfs International Value	Pair Corr
0.62	RALSX	Growth Strategy	Pair Corr
0.59	SSAGX	Virtus Seix Government	Pair Corr
0.58	PCEQX	Pioneer Equity Income	Pair Corr
0.54	MCKCX	Mainstay Servative	Pair Corr
0.54	FBIOX	Biotechnology Portfolio	Pair Corr
0.52	ATWYX	Ab Tax Managed	Pair Corr
0.46	CNSIX	Invesco Vertible Sec	Pair Corr
0.41	HCKTX	Hartford Checks	Pair Corr
0.39	OAZGX	Oakmark Global	Pair Corr
0.35	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.34	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.32	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.32	OAKMX	Oakmark Fund Investor	Pair Corr
0.31	JHDRX	Jpmorgan Hedged Equity	Pair Corr
0.8	FSMTX	Fidelity Sai Total	Pair Corr
0.79	PFRSX	Real Estate Securities	Pair Corr
0.78	USGFX	Us Government Securities	Pair Corr
0.73	EVMBX	Eaton Vance Amt	Pair Corr
0.73	TBGVX	Tweedy Browne Global	Pair Corr
0.71	CWAAX	First Trust Managed	Pair Corr
0.71	FADMX	Fidelity Advisor Str	Pair Corr
0.67	FCFIX	Frost Credit	Pair Corr
0.67	POAAX	Pacific Funds Portfolio	Pair Corr

Related Correlations Analysis

	RTLCX	DOXGX	VAAGX	LAAFX	AMONX	LMTIX	DALVX	FIOOX
RTLCX		0.59	0.64	0.54	0.55	0.76	0.49	0.46	RTLCX
DOXGX	0.59		0.89	0.92	0.85	0.86	0.94	0.94	DOXGX
VAAGX	0.64	0.89		0.83	0.96	0.94	0.87	0.81	VAAGX
LAAFX	0.54	0.92	0.83		0.77	0.8	0.91	0.93	LAAFX
AMONX	0.55	0.85	0.96	0.77		0.93	0.82	0.75	AMONX
LMTIX	0.76	0.86	0.94	0.8	0.93		0.78	0.73	LMTIX
DALVX	0.49	0.94	0.87	0.91	0.82	0.78		0.96	DALVX
FIOOX	0.46	0.94	0.81	0.93	0.75	0.73	0.96		FIOOX
	RTLCX	DOXGX	VAAGX	LAAFX	AMONX	LMTIX	DALVX	FIOOX

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
RTLCX	0.53	(0.01)	(0.04)	0.06	0.65	(0.54)	1.05	(1.19)	3.43
DOXGX	0.54	0.06	0.06	0.15	0.52	(0.58)	1.26	(1.05)	3.26
VAAGX	0.77	0.17	0.22	0.27	0.41	(1.03)	1.73	(1.35)	12.28
LAAFX	0.59	0.19	0.25	0.32	0.12	(0.73)	1.25	(0.93)	7.55
AMONX	1.22	0.56	0.51	1.42	0.00	(1.63)	1.42	(1.67)	33.19
LMTIX	0.60	0.06	0.04	0.16	0.61	(0.66)	1.10	(1.03)	4.94
DALVX	0.54	0.17	0.20	0.35	0.22	(0.62)	1.28	(0.96)	5.73
FIOOX	0.49	0.10	0.12	0.22	0.29	(0.57)	1.33	(0.97)	2.90

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.

Tax Managed Large Cap Dodge Cox Stock Virtus Nfj Large Cap Lord Abbett Affiliated Aqr Large Cap Qs Large Cap Dunham Large Cap Fidelity Series 1000 American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health 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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