Vanguard Retirement Correlations

Etfs . Canada . 
Etf . Vanguard Retirement Income
VRIF Etf  CAD 27.08  0.03  0.11%   
The current 90-days correlation between Vanguard Retirement and iShares SPTSX Capped is 0.45 (i.e., Very weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Retirement moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Retirement Income moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Vanguard Retirement Correlation With Market

Very poor diversification

The correlation between Vanguard Retirement Income and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Retirement Income and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Vanguard Retirement could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Retirement when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Retirement - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Retirement Income to buy it.

Moving together with Vanguard Etf

  0.62VCNS Vanguard Conservative ETFPairCorr
  0.94VCIP Vanguard ConservativePairCorr
  0.91ETP First Trust GlobalPairCorr
  0.96XINC iShares Core IncomePairCorr
  0.96MCON Mackenzie ConservativePairCorr
  0.96ZCON BMO Conservative ETFPairCorr
  0.94TOCC TD One ClickPairCorr
  0.71HOU BetaPro Crude OilPairCorr
  0.91BMAX Brompton Enhanced MultiPairCorr
  0.8HXU BetaPro SP TSXPairCorr
  0.79XEG iShares SPTSX CappedPairCorr
  0.87ZMID BMO SP MidPairCorr
  0.87AMAX Hamilton Gold ProducerPairCorr
  0.86XCNS iShares Core ConservativePairCorr
  0.94WSHR Wealthsimple ShariahPairCorr
  0.94XSH iShares Core CanadianPairCorr
  0.68ZWU BMO Covered CallPairCorr
  0.96ZDM BMO MSCI EAFEPairCorr
  0.84RAAA Corton Enhanced IncomePairCorr
  0.94HXX Global X EuropePairCorr
  0.9XEN iShares Jantzi SocialPairCorr
  0.75ZBK BMO Equal WeightPairCorr
  0.74HAZ Global X ActivePairCorr
  0.96PDIV Purpose Enhanced DividendPairCorr
  0.94GDV Global Dividend GrowthPairCorr
  0.83XSTB iShares ESG AwarePairCorr
  0.91GCTB Guardian Ultra ShortPairCorr
  0.92NMNG Ninepoint Mining EvoPairCorr
  0.72FLUS Franklin Large CapPairCorr
  0.82XDUH iShares Core MSCIPairCorr

Moving against Vanguard Etf

  0.85HXD BetaPro SPTSX 60PairCorr
  0.77HED BetaPro SPTSX CappedPairCorr
  0.75FHC First Trust DowPairCorr
  0.52HIU BetaPro SP 500PairCorr
  0.35HBLK Blockchain TechnologiesPairCorr

Related Correlations Analysis


Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

XMA
+ 0.97
XBM
XBM
+ 0.94
XSEA
XCNS
+ 0.93
VCIP
XMA
+ 0.9
XSEA
XSEA
+ 0.88
VCIP
XCNS
+ 0.79
XSEA
  

High negative correlations

RCD
- 0.39
VRE
XBM
- 0.35
RCD
RCD
- 0.32
XSEA
XMA
- 0.22
RCD
RCD
- 0.2
EMAX
RCD
- 0.2
VCIP

Vanguard Retirement Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Retirement 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 Vanguard Retirement'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VCIP  0.18  0.01 (0.11) 0.11  0.21 
(0.19)
 0.37 
(0.26)
 1.36 
XSEA  0.52  0.09  0.09  0.23  0.45 
(0.59)
 1.50 
(1.05)
 3.06 
XCNS  0.28  0.00 (0.07) 0.07  0.39 
(0.28)
 0.55 
(0.74)
 1.68 
CEW  0.53  0.05  0.02  0.18  0.70 
(0.58)
 1.11 
(1.07)
 4.40 
VRE  0.61 (0.02)(0.06)(0.02) 0.90 
(0.60)
 1.23 
(1.39)
 5.62 
EMAX  0.93  0.17  0.11  1.30  0.88 
(1.03)
 2.34 
(1.29)
 5.00 
RCD  0.69  0.00 (0.01) 0.05  1.86 
(0.58)
 1.14 
(1.60)
 9.07 
USCL  0.56 (0.03)(0.07) 0.00  0.70 
(0.65)
 1.26 
(1.09)
 4.12 
XBM  1.77  0.44  0.18  0.51  1.99 
(1.96)
 3.60 
(4.12)
 12.02 
XMA  1.79  0.39  0.11  0.40  2.79 
(1.73)
 4.03 
(4.43)
 15.40 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard Retirement without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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