Swan Defined Correlations

Mutual Funds . USA . 
Fund . Swan Defined Risk
SDRCX Fund  USD 13.69  0.04  0.29%   
The current 90-days correlation between Swan Defined Risk and Omni Small Cap Value is 0.05 (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

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 unemployment.

Moving together with Swan Mutual Fund

  0.61SDAIX Swan Defined RiskPairCorr
  0.97SDRAX Swan Defined RiskPairCorr
  1.0SDRIX Swan Defined RiskPairCorr
  0.64JHQCX Jpmorgan Hedged EquityPairCorr
  0.66JHEQX Jpmorgan Hedged EquityPairCorr
  0.67JHQAX Jpmorgan Hedged EquityPairCorr
  0.68GTENX Gateway Fund ClassPairCorr
  0.68GATEX Gateway Fund ClassPairCorr
  0.66GTECX Gateway Fund ClassPairCorr
  0.68GTEYX Gateway Fund ClassPairCorr
  0.63JHDCX Jpmorgan Hedged EquityPairCorr
  0.66JHDRX Jpmorgan Hedged EquityPairCorr
  0.65JHDAX Jpmorgan Hedged EquityPairCorr
  0.88NHS Neuberger Berman HighPairCorr
  0.84MJFOX Matthews JapanPairCorr
  0.73FCVAX Fidelity Small CapPairCorr
  0.76MIEZX Mm Sp 500PairCorr
  0.81ACMAX Absolute Capital DefenderPairCorr
  0.88FVCAX Franklin California HighPairCorr
  0.84AHTCX American High IncomePairCorr
  0.71LCMNX Miller IncomePairCorr
  0.75TLGCX Timothy Largemip CapPairCorr
  0.87PRNEX T Rowe PricePairCorr
  0.8LCFLX Lord Abbett FocusedPairCorr
  0.79SXPCX Deutsche Sp 500PairCorr
  0.84CICVX Calamos VertiblePairCorr
  0.78GQRPX Gqg Partners GlobalPairCorr
  0.86APFOX Artisan Emerging MarketsPairCorr
  0.85MXWEX Great West LifetimePairCorr
  0.61VGENX Vanguard EnergyPairCorr
  0.84GTAAX Power Global TacticalPairCorr
  0.76MIEYX Mm Sp 500PairCorr
  0.9FARIX Fulcrum DiversifiedPairCorr
  0.86HFEAX Henderson European FocusPairCorr
  0.92MXKVX Great-west ConservativePairCorr

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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