Global Strategy Correlations

VGLSX Fund

USD 12.27 0.01 0.08%

The current 90-days correlation between Global Strategy and Rbb Fund is 0.72 (i.e., Poor diversification). The correlation of Global Strategy 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.

Global Strategy Correlation With Market

Almost no diversification

The correlation between Global Strategy Fund and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Global Strategy Fund 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 Global Strategy Fund. 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 main economic indicators.

Moving together with Global Mutual Fund

0.93	VMIDX	Mid Cap Index	Pair Corr
0.71	VMSGX	Mid Cap Strategic	Pair Corr
0.78	VSRDX	Valic Company I	Pair Corr
0.86	VSTIX	Stock Index Fund	Pair Corr
0.89	VSSVX	Small Cap Special	Pair Corr
0.94	VBCVX	Broad Cap Value	Pair Corr
0.62	VCAAX	Asset Allocation	Pair Corr
0.63	VCBDX	Valic Company I	Pair Corr
0.82	VCGAX	Growth Income	Pair Corr
0.91	VCGEX	Emerging Economies	Pair Corr
0.96	VCFVX	Foreign Value	Pair Corr
0.98	VCIEX	International Equities	Pair Corr
0.85	VCIFX	International Government	Pair Corr
0.94	VCIGX	Valic Company I	Pair Corr
0.73	VCINX	International Growth	Pair Corr
0.98	VCSOX	Global Social Awareness	Pair Corr
0.89	VCSLX	Small Cap Index	Pair Corr
0.82	VDAFX	Dynamic Allocation	Pair Corr
0.9	VVMCX	Valic Company I	Pair Corr
0.86	VVSGX	Valic Company I	Pair Corr
0.91	VVSCX	Valic Company I	Pair Corr
0.94	VGCLX	Valic Company I	Pair Corr
0.66	VGREX	Global Real Estate	Pair Corr
0.95	VHYLX	Valic Company I	Pair Corr
0.97	VIOPX	Valic Company I	Pair Corr
0.96	VLAGX	Valic Company I	Pair Corr
0.76	VLCGX	Large Capital Growth	Pair Corr
0.95	VLSMX	Valic Company I	Pair Corr
0.94	CIBFX	Capital Income Builder	Pair Corr
0.94	CAIBX	Capital Income Builder	Pair Corr
0.94	CIBCX	Capital Income Builder	Pair Corr
0.94	RIRAX	Capital Income Builder	Pair Corr

Related Correlations Analysis

	TEDIX	SGICX	CIPMX	JTSQX	PBLIX	ADGAX	GMLVX	OPTCX
TEDIX		0.88	0.88	0.95	0.93	0.9	0.8	0.94	TEDIX
SGICX	0.88		0.89	0.92	0.88	0.85	0.86	0.88	SGICX
CIPMX	0.88	0.89		0.94	0.8	0.94	0.71	0.86	CIPMX
JTSQX	0.95	0.92	0.94		0.94	0.93	0.83	0.95	JTSQX
PBLIX	0.93	0.88	0.8	0.94		0.78	0.9	0.93	PBLIX
ADGAX	0.9	0.85	0.94	0.93	0.78		0.66	0.87	ADGAX
GMLVX	0.8	0.86	0.71	0.83	0.9	0.66		0.77	GMLVX
OPTCX	0.94	0.88	0.86	0.95	0.93	0.87	0.77		OPTCX
	TEDIX	SGICX	CIPMX	JTSQX	PBLIX	ADGAX	GMLVX	OPTCX

Risk-Adjusted Indicators

There is a big difference between Global Mutual Fund performing well and Global Strategy 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 Global Strategy'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
TEDIX	0.54	0.06	0.02	0.36	0.60	(0.55)	1.20	(1.10)	3.62
SGICX	0.63	0.21	0.30	0.45	0.00	(0.80)	1.25	(0.82)	10.57
CIPMX	1.02	0.28	0.30	0.69	0.38	(1.39)	1.68	(1.22)	23.97
JTSQX	0.52	0.06	0.06	0.16	0.51	(0.56)	1.05	(1.00)	4.95
PBLIX	0.48	0.03	0.02	0.11	0.58	(0.51)	1.03	(1.12)	2.93
ADGAX	0.85	0.33	0.26	(1.41)	0.47	(0.95)	1.03	(1.35)	21.27
GMLVX	0.64	0.17	0.22	0.36	0.31	(0.83)	1.47	(0.98)	3.10
OPTCX	0.13	0.01	(0.21)	0.12	0.00	(0.20)	0.30	(0.20)	1.00

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Global Strategy Correlations

Global Strategy Correlation With Market

Almost no diversification

Moving together with Global Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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