Stone Ridge Correlations

SRDAX Fund

USD 9.86 0.01 0.10%

The current 90-days correlation between Stone Ridge Diversified and Tiaa Cref Lifestyle Moderate is -0.46 (i.e., Very good 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 -0.07 (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.

Related Correlations Analysis

	TSIMX	CMATX	SBMCX	SXMAX	JTSQX	EXBAX	JLMOX
TSIMX		0.86	0.83	0.92	0.88	0.93	0.61	TSIMX
CMATX	0.86		0.83	0.71	0.9	0.79	0.86	CMATX
SBMCX	0.83	0.83		0.83	0.91	0.87	0.65	SBMCX
SXMAX	0.92	0.71	0.83		0.86	0.94	0.52	SXMAX
JTSQX	0.88	0.9	0.91	0.86		0.89	0.77	JTSQX
EXBAX	0.93	0.79	0.87	0.94	0.89		0.56	EXBAX
JLMOX	0.61	0.86	0.65	0.52	0.77	0.56		JLMOX
	TSIMX	CMATX	SBMCX	SXMAX	JTSQX	EXBAX	JLMOX

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
TSIMX	0.43	0.06	0.06	0.17	0.30	(0.52)	0.81	(0.73)	5.01
CMATX	0.40	0.00	(0.05)	0.06	0.47	(0.40)	0.87	(0.76)	2.21
SBMCX	0.55	0.10	0.14	0.18	0.36	(0.67)	1.01	(0.92)	9.35
SXMAX	0.53	0.14	0.18	0.38	0.17	(0.75)	0.56	(0.56)	14.63
JTSQX	0.59	0.00	(0.01)	0.07	0.83	(0.59)	1.13	(1.25)	5.81
EXBAX	0.34	0.10	0.09	2.45	0.00	(0.44)	0.69	(0.51)	4.18
JLMOX	0.27	(0.02)	(0.13)	0.01	0.39	(0.28)	0.51	(0.51)	2.03

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Stone Ridge Correlations

Stone Ridge Correlation With Market

Good diversification

Related Correlations Analysis

Risk-Adjusted Indicators

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