RBB Fund Correlations

ACVT Etf

26.98 0.08 0.30%

The current 90-days correlation between RBB Fund and Vanguard Total Stock is 0.55 (i.e., Very weak diversification). The correlation of RBB Fund 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.

RBB Fund Correlation With Market

Very weak diversification

The correlation between The RBB Fund and DJI is 0.55 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The RBB Fund and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with RBB Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in The RBB Fund. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with RBB Etf

0.94	VTI	Vanguard Total Stock	Pair Corr
0.93	SPY	SPDR SP 500 Sell-off Trend	Pair Corr
0.93	IVV	iShares Core SP Sell-off Trend	Pair Corr
0.89	BND	Vanguard Total Bond Sell-off Trend	Pair Corr
0.93	VTV	Vanguard Value Index	Pair Corr
0.89	VUG	Vanguard Growth Index	Pair Corr
0.9	VO	Vanguard Mid Cap	Pair Corr
0.89	VEA	Vanguard FTSE Developed	Pair Corr
0.97	VB	Vanguard Small Cap	Pair Corr
0.92	VWO	Vanguard FTSE Emerging	Pair Corr
0.93	CPST	Calamos ETF Trust	Pair Corr
0.87	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.85	HD	Home Depot	Pair Corr
0.87	TRV	The Travelers Companies	Pair Corr
0.85	HPQ	HP Inc	Pair Corr
0.8	DD	Dupont De Nemours	Pair Corr
0.79	JNJ	Johnson Johnson	Pair Corr
0.78	AXP	American Express Sell-off Trend	Pair Corr
0.73	INTC	Intel	Pair Corr
0.91	BAC	Bank of America	Pair Corr
0.74	CAT	Caterpillar	Pair Corr

Moving against RBB Etf

0.84	KO	Coca Cola	Pair Corr
0.56	DIS	Walt Disney	Pair Corr

Related Correlations Analysis

	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM
META		0.45	0.14	0.05	0.6	0.01	-0.69	0.22	-0.2	-0.18	META
MSFT	0.45		-0.32	-0.31	-0.2	-0.18	-0.47	0.12	-0.24	-0.42	MSFT
UBER	0.14	-0.32		0.79	0.35	0.58	-0.26	0.54	0.25	0.61	UBER
F	0.05	-0.31	0.79		0.3	0.81	-0.33	0.54	0.58	0.59	F
T	0.6	-0.2	0.35	0.3		0.28	-0.41	0.36	0.14	0.18	T
A	0.01	-0.18	0.58	0.81	0.28		-0.28	0.65	0.65	0.57	A
CRM	-0.69	-0.47	-0.26	-0.33	-0.41	-0.28		-0.4	-0.13	0.09	CRM
JPM	0.22	0.12	0.54	0.54	0.36	0.65	-0.4		0.1	0.6	JPM
MRK	-0.2	-0.24	0.25	0.58	0.14	0.65	-0.13	0.1		0.16	MRK
XOM	-0.18	-0.42	0.61	0.59	0.18	0.57	0.09	0.6	0.16		XOM
	META	MSFT	UBER	F	T	A	CRM	JPM	MRK	XOM

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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

A	+ 0.81	F
F	+ 0.79	UBER
JPM	+ 0.65	A
MRK	+ 0.65	A
XOM	+ 0.61	UBER
T	+ 0.6	META

High negative correlations

CRM	- 0.69	META
CRM	- 0.47	MSFT
XOM	- 0.42	MSFT
CRM	- 0.41	T
JPM	- 0.4	CRM
CRM	- 0.33	F

RBB Fund Competition Risk-Adjusted Indicators

There is a big difference between RBB Etf performing well and RBB Fund 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 RBB Fund'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
META	1.23	(0.04)	(0.05)	0.00	1.35	(1.41)	2.12	(2.27)	14.28
MSFT	0.73	0.05	0.01	0.21	0.80	(0.77)	1.77	(1.47)	6.50
UBER	1.35	0.06	0.01	0.29	1.71	(1.40)	3.26	(2.30)	8.86
F	1.10	0.05	0.05	0.10	1.21	(1.17)	2.98	(1.83)	5.33
T	0.77	(0.06)	0.00	(1.38)	0.00	0.00	1.75	(2.28)	4.52
A	1.54	0.13	0.10	0.13	1.55	(1.65)	3.82	(2.59)	8.31
CRM	1.33	(0.23)	0.00	(0.16)	0.00	0.00	2.32	(3.30)	8.74
JPM	0.80	0.02	0.02	0.08	1.08	(0.82)	1.69	(1.51)	5.01
MRK	1.30	0.07	0.05	0.14	1.37	(1.40)	2.91	(2.57)	8.08
XOM	0.95	0.02	(0.02)	0.12	1.32	(0.89)	1.77	(2.42)	6.25

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