Stone Ridge Correlations

SRDAX Fund

USD 9.68 0.01 0.10%

The current 90-days correlation between Stone Ridge Diversified and Tiaa Cref Inflation Link is 0.11 (i.e., Average diversification). The correlation of Stone Ridge 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.

Stone Ridge Correlation With Market

Good diversification

The correlation between Stone Ridge Diversified and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stone Ridge Diversified 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 Stone Ridge Diversified. 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 Stone Mutual Fund

0.44	BXMIX	Blackstone Alternative	Pair Corr
0.36	GCRTX	Goldman Sachs Absolute	Pair Corr
0.35	QSPRX	Aqr Style Premia	Pair Corr
0.34	GARTX	Goldman Sachs Absolute	Pair Corr
0.33	SHRIX	Stone Ridge High	Pair Corr
0.58	MLOAX	Cohen Steers Mlp	Pair Corr
0.43	PDI	Pimco Dynamic Income Sell-off Trend	Pair Corr
0.4	CPRRX	Cohen Steers Preferred	Pair Corr
0.4	IOBZX	Icon Bond Fund	Pair Corr
0.4	FSTZX	Fidelity Series 0	Pair Corr
0.35	HIACX	Hartford Capital App	Pair Corr
0.33	MEDIX	Mfs Emerging Markets	Pair Corr
0.32	PLCNX	Pacific Funds Strategic	Pair Corr
0.55	EPIBX	Europac International	Pair Corr
0.54	QTERX	Aqr Tm Emerging	Pair Corr
0.49	JHBLX	Jhancock Multi Index	Pair Corr
0.44	MURHX	Mutual Of America	Pair Corr

Related Correlations Analysis

	QMHIX	ABNOX	FODVX	GPMFX	BPRIX	TIIHX
QMHIX		0.76	0.18	0.91	0.7	0.66	QMHIX
ABNOX	0.76		0.49	0.72	0.82	0.92	ABNOX
FODVX	0.18	0.49		0.09	0.74	0.7	FODVX
GPMFX	0.91	0.72	0.09		0.62	0.62	GPMFX
BPRIX	0.7	0.82	0.74	0.62		0.85	BPRIX
TIIHX	0.66	0.92	0.7	0.62	0.85		TIIHX
	QMHIX	ABNOX	FODVX	GPMFX	BPRIX	TIIHX

Risk-Adjusted Indicators

There is a big difference between Stone Mutual Fund performing well and Stone Ridge 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 Stone Ridge'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
QMHIX	0.70	0.15	0.11	0.48	0.80	(0.76)	1.42	(1.33)	4.87
ABNOX	0.08	0.00	(0.28)	0.22	0.00	(0.11)	0.19	(0.10)	0.39
FODVX	0.13	(0.01)	(0.21)	(0.22)	0.15	(0.18)	0.28	(0.28)	0.75
GPMFX	0.67	0.08	0.07	0.15	0.85	(0.69)	1.23	(1.53)	4.28
BPRIX	0.12	(0.01)	(0.20)	(0.08)	0.13	(0.15)	0.20	(0.30)	0.61
TIIHX	0.10	0.00	(0.23)	0.06	0.00	(0.15)	0.28	(0.19)	0.46

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Stone Ridge Correlations

Stone Ridge Correlation With Market

Good diversification

Moving against Stone Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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