Cohen Steers Correlations

Mutual Funds . USA . 
Fund . Cohen Steers Realty
CSJCX Fund  USD 65.97  0.15  0.23%   
The current 90-days correlation between Cohen Steers Realty and Cohen Steers Mlp is 0.18 (i.e., Average diversification). The correlation of Cohen Steers 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.

Cohen Steers Correlation With Market

Good diversification

The correlation between Cohen Steers Realty and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Realty 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 Cohen Steers Realty. 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 interest.
For more information on how to buy Cohen Mutual Fund please use our How to Invest in Cohen Steers guide.

Moving together with Cohen Mutual Fund

  0.76CIRRX Cohen Steers RealPairCorr
  0.62IRFZX Cohen Steers IntlPairCorr
  0.62IRFAX Cohen Steers InternaPairCorr
  0.62IRFCX Cohen Steers InternaPairCorr
  0.62IRFIX Cohen Steers InternaPairCorr
  0.62IRFRX Cohen Steers IntlPairCorr
  0.76CREFX Cohen Steers RealPairCorr
  1.0CSCIX Cohen Steers RealPairCorr
  0.76CSDIX Cohen Steers RealPairCorr
  1.0CSEIX Cohen Steers RealPairCorr
  0.75CSFZX Cohen Steers GlobalPairCorr
  0.87CSFCX Cohen Steers GlobalPairCorr
  0.86CSFAX Cohen Steers GlobalPairCorr
  1.0CSJAX Cohen Steers RealtyPairCorr
  0.77CSJZX Cohen Steers RealtyPairCorr
  0.77CSJRX Cohen Steers RealtyPairCorr

Moving against Cohen Mutual Fund

  0.31TCTGX Transamerica CleartrackPairCorr
  0.31TDKTX Cleartrack 2015 ClassPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Cohen Mutual Fund performing well and Cohen Steers 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 Cohen Steers' 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
MLOAX  0.60  0.15  0.03 (0.54) 0.60 
(0.65)
 1.46 
(1.15)
 4.34 
MLOCX  0.63  0.08  0.06  0.22  0.60 
(0.71)
 1.50 
(1.26)
 4.25 
MLOIX  0.63  0.08  0.06  0.22  0.60 
(0.70)
 1.57 
(1.26)
 4.34 
MLORX  0.63  0.08  0.06  0.22  0.58 
(0.71)
 1.57 
(1.26)
 4.22 
MLOZX  0.62  0.08  0.06  0.22  0.61 
(0.69)
 1.57 
(1.26)
 4.33 
PISHX  0.09  0.04 (0.45)(1.98) 0.00 
(0.14)
 0.19 
(0.10)
 0.58 
RAPAX  0.36  0.05 (0.09) 25.96  0.39 
(0.40)
 0.90 
(0.62)
 2.63 
RAPIX  0.35  0.02 (0.08) 0.17  0.38 
(0.39)
 0.81 
(0.62)
 2.62 
RAPCX  0.36  0.05 (0.09)(6.10) 0.39 
(0.40)
 0.89 
(0.62)
 2.64 
RAPZX  0.36  0.03 (0.08) 0.19  0.38 
(0.40)
 0.89 
(0.62)
 2.54 

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