Carillon Chartwell Correlations

Mutual Funds . USA . 
Fund . Carillon Chartwell Mid
BERAX Fund   17.67  0.01  0.06%   
The current 90-days correlation between Carillon Chartwell Mid and Chartwell Short Duration is 0.09 (i.e., Significant diversification). The correlation of Carillon Chartwell 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.

Carillon Chartwell Correlation With Market

Very poor diversification

The correlation between Carillon Chartwell Mid and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Chartwell Mid and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Carillon Chartwell Mid. 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 together with Carillon Mutual Fund

  0.72CWFIX Chartwell Short DurationPairCorr
  0.96CWFCX Carillon Chartwell ShortPairCorr
  0.97CWFAX Chartwell Short DurationPairCorr
  0.97CWFRX Carillon Chartwell ShortPairCorr
  0.73HIGCX Eagle Growth IncomePairCorr
  0.99HIGJX Eagle Growth IncomePairCorr
  0.99HIGUX Eagle Growth IncomePairCorr
  0.97CWSIX Chartwell Small CapPairCorr
  0.99CWSGX Chartwell Small CapPairCorr
  0.97CWSHX Carillon Chartwell SmallPairCorr
  0.97CWSCX Carillon Chartwell SmallPairCorr
  0.98CWSAX Carillon Chartwell SmallPairCorr
  0.98CWSBX Carillon Chartwell SmallPairCorr
  0.97CWSWX Carillon Chartwell SmallPairCorr
  0.98CWSRX Columbia Large CapPairCorr
  0.79SUBTX Carillon Reams UnconPairCorr
  0.78SUBDX Carillon Reams UnconPairCorr
  0.79SUBFX Scout Unconstrained BondPairCorr
  0.77SUBEX Carillon Reams UnconPairCorr
  0.7SCPEX Carillon Reams CorePairCorr
  0.73SCPDX Carillon Reams CorePairCorr
  0.74SCPWX Carillon Reams CorePairCorr
  0.74SCPZX Scout E PlusPairCorr
  0.98UMBMX Scout Mid CapPairCorr
  0.71UMBHX Scout Small CapPairCorr
  0.94BERSX Carillon Chartwell RealPairCorr
  0.71BERIX Berwyn IncomePairCorr
  0.94BERHX Carillon Chartwell RealPairCorr
  1.0BERDX Carillon Chartwell MidPairCorr
  1.0BERBX Carillon Chartwell MidPairCorr
  1.0BERCX Berwyn CornerstonePairCorr
  0.98HRCCX Eagle Capital ApprecPairCorr
  0.98HRCIX Eagle Capital ApprecPairCorr
  0.98HRAUX Eagle Mid CapPairCorr
  0.98HRCPX Eagle Capital ApprecPairCorr
  0.98HRCUX Eagle Capital ApprecPairCorr
  0.99HRCVX Eagle Growth IncomePairCorr
  0.74HRSCX Eagle Small CapPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Carillon Mutual Fund performing well and Carillon Chartwell 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 Carillon Chartwell'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
CWFIX  0.08  0.03 (0.86) 3.96  0.00 
(0.14)
 0.21 
(0.11)
 0.43 
CWFCX  0.08  0.02 (0.76) 0.54  0.00 
(0.14)
 0.21 
(0.10)
 0.43 
CWFAX  0.09  0.03 (0.66) 0.49  0.00 
(0.15)
 0.31 
(0.11)
 0.53 
CWFRX  0.08  0.03 (0.62) 0.48  0.00 
(0.14)
 0.21 
(0.11)
 0.53 
HIGCX  0.52  0.25  0.17 (1.92) 0.01 
(0.64)
 1.49 
(0.75)
 3.96 
HIGJX  0.56  0.07  0.05  0.23  0.49 
(0.64)
 1.61 
(1.12)
 4.00 
HIGUX  0.56  0.07  0.06  0.23  0.48 
(0.64)
 1.56 
(1.12)
 3.86 
CWSIX  1.06  0.07  0.08  0.19  1.01 
(1.26)
 2.54 
(1.81)
 7.73 
CWSGX  0.90  0.10  0.10  0.23  0.83 
(1.04)
 2.13 
(1.65)
 6.05 
CWSHX  1.07  0.07  0.07  0.19  0.99 
(1.25)
 2.55 
(1.81)
 7.74 

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