SPDR Portfolio Correlations

SPTI Etf

USD 28.98 0.13 0.45%

The current 90-days correlation between SPDR Portfolio Inter and Franklin Liberty Treasury is 0.93 (i.e., Almost no diversification). The correlation of SPDR Portfolio 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.

SPDR Portfolio Correlation With Market

Weak diversification

The correlation between SPDR Portfolio Intermediate and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SPDR Portfolio Intermediate and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SPDR Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SPDR Portfolio Intermediate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with SPDR Etf

0.94	GOVT	iShares Treasury Bond	Pair Corr
0.99	IEI	iShares 3 7	Pair Corr
0.8	ITE	SPDR Bloomberg Barclays	Pair Corr
0.92	FLGV	Franklin Liberty Treasury	Pair Corr
0.99	XFIV	Bondbloxx ETF Trust	Pair Corr
0.8	AVIG	Avantis Core Fixed	Pair Corr
0.81	STXT	EA Series Trust	Pair Corr
0.86	BND	Vanguard Total Bond	Pair Corr

Related Correlations Analysis

	GOVT	IEI	SPTI	ITE	FLGV
GOVT		0.91	0.94	0.73	0.99	GOVT
IEI	0.91		0.99	0.8	0.88	IEI
SPTI	0.94	0.99		0.8	0.92	SPTI
ITE	0.73	0.8	0.8		0.7	ITE
FLGV	0.99	0.88	0.92	0.7		FLGV
	GOVT	IEI	SPTI	ITE	FLGV

SPDR Portfolio Constituents Risk-Adjusted Indicators

There is a big difference between SPDR Etf performing well and SPDR Portfolio ETF 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 SPDR Portfolio'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
GOVT	0.15	0.00	(0.35)	0.22	0.11	(0.16)	0.26	(0.26)	0.70
IEI	0.11	0.01	(0.50)	1.02	0.00	(0.13)	0.23	(0.18)	0.62
SPTI	0.13	0.01	(0.43)	0.76	0.04	(0.15)	0.24	(0.24)	0.70
ITE	0.12	0.00	(0.47)	0.02	0.08	(0.14)	0.24	(0.24)	0.56
FLGV	0.14	0.00	(0.37)	0.22	0.09	(0.16)	0.25	(0.24)	0.68

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SPDR Portfolio Correlations

SPDR Portfolio Correlation With Market

Weak diversification

Moving together with SPDR Etf

Related Correlations Analysis

SPDR Portfolio Constituents Risk-Adjusted Indicators

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