Swan Defined Correlations

SDJAXDelisted Fund

USD 8.94 0.00 0.00%

The current 90-days correlation between Swan Defined Risk and Small Cap Stock is -0.26 (i.e., Very 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

Very good diversification

The correlation between Swan Defined Risk and DJI is -0.43 (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 nation.

Moving against Swan Mutual Fund

0.52	GAAKX	Gmo Alternative Allo	Pair Corr
0.52	GAAGX	Gmo Alternative Allo	Pair Corr
0.36	PQTNX	Pimco Trends Managed	Pair Corr
0.36	PQTIX	Aa Pimco Tr	Pair Corr
0.34	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.34	PQTAX	Pimco Trends Managed	Pair Corr
0.33	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.33	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.33	GPMFX	Guidepath Managed Futures	Pair Corr
0.59	LTRHX	Lord Abbett Total	Pair Corr
0.48	DFIEX	International E Equity	Pair Corr
0.47	SMAAX	Aig Government Money	Pair Corr
0.46	EPIBX	Europac International	Pair Corr
0.43	JSHNX	Janus Short Term	Pair Corr
0.42	MXAPX	Great West Aggressive	Pair Corr
0.42	FHIFX	Fidelity Focused High	Pair Corr
0.41	CWFIX	Chartwell Short Duration	Pair Corr
0.4	OFVIX	Oshaughnessy Market	Pair Corr
0.4	NAPIX	Voya Multi Manager	Pair Corr
0.39	GEMYX	Emerging Markets Equity	Pair Corr
0.38	WARCX	Wells Fargo Advantage	Pair Corr
0.55	APHWX	Artisan Value Income	Pair Corr
0.5	RMTCX	Columbia Minnesota Tax	Pair Corr
0.48	AVDVX	Avantis International	Pair Corr
0.47	SINYX	Stet Intermediate Term	Pair Corr
0.46	FSTAX	Fidelity Advisor Str	Pair Corr
0.46	MQLKX	Mfs Limited Maturity	Pair Corr

Related Correlations Analysis

	VEURX	AUERX	EICVX	LMBMX	BXDCX	USCAX
VEURX		0.92	0.93	0.93	0.96	0.92	VEURX
AUERX	0.92		0.92	0.96	0.85	0.98	AUERX
EICVX	0.93	0.92		0.91	0.9	0.94	EICVX
LMBMX	0.93	0.96	0.91		0.86	0.98	LMBMX
BXDCX	0.96	0.85	0.9	0.86		0.85	BXDCX
USCAX	0.92	0.98	0.94	0.98	0.85		USCAX
	VEURX	AUERX	EICVX	LMBMX	BXDCX	USCAX

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
VEURX	0.63	0.10	0.11	0.20	0.54	(0.69)	1.59	(1.29)	3.34
AUERX	0.95	0.32	0.25	0.55	0.68	(1.15)	2.00	(1.80)	14.20
EICVX	0.69	0.26	0.29	17.75	0.14	(0.80)	1.36	(0.82)	10.04
LMBMX	0.90	0.19	0.18	0.23	0.73	(1.03)	2.19	(1.80)	7.52
BXDCX	0.06	0.01	(0.36)	(0.79)	0.00	(0.14)	0.11	(0.11)	0.43
USCAX	0.84	0.24	0.26	0.30	0.43	(1.12)	2.13	(1.28)	7.96

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.

Vanguard European Stock Auer Growth Fund Eic Value Fund Qs Small Capitalization Barings Active Short Small Cap Stock American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health Corp Chevron Corp The Home Depot

Risk & Return

Correlation

Still Interested in Swan Defined Risk?

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