Carillon Chartwell Correlations

Mutual Funds . USA . 
Fund . Carillon Chartwell Small
CWSWX Fund   13.77  0.05  0.36%   
The current 90-days correlation between Carillon Chartwell Small and Chartwell Short Duration is 0.1 (i.e., Average 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

Almost no diversification

The correlation between Carillon Chartwell Small and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Chartwell Small 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 Small. 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 housing.

Moving together with Carillon Mutual Fund

  0.93HIGCX Eagle Growth IncomePairCorr
  0.97HIGJX Eagle Growth IncomePairCorr
  0.97HIGUX Eagle Growth IncomePairCorr
  1.0CWSIX Chartwell Small CapPairCorr
  0.91CWSGX Chartwell Small CapPairCorr
  1.0CWSHX Carillon Chartwell SmallPairCorr
  1.0CWSCX Carillon Chartwell SmallPairCorr
  0.91CWSAX Carillon Chartwell SmallPairCorr
  0.91CWSBX Carillon Chartwell SmallPairCorr
  0.88CWSRX Columbia Large CapPairCorr
  0.86UMBMX Scout Mid CapPairCorr
  0.9UMBHX Scout Small CapPairCorr
  0.9BERDX Carillon Chartwell MidPairCorr
  0.91BERBX Carillon Chartwell MidPairCorr
  0.95BERCX Berwyn CornerstonePairCorr
  0.87BERAX Carillon Chartwell MidPairCorr
  0.85HRCCX Eagle Capital ApprecPairCorr
  0.84HRCIX Eagle Capital ApprecPairCorr
  0.81HRAUX Eagle Mid CapPairCorr
  0.84HRCPX Eagle Capital ApprecPairCorr
  0.84HRCUX Eagle Capital ApprecPairCorr
  0.97HRCVX Eagle Growth IncomePairCorr

Moving against Carillon Mutual Fund

  0.62SUBDX Carillon Reams UnconPairCorr
  0.61SUBTX Carillon Reams UnconPairCorr
  0.61SUBFX Scout Unconstrained BondPairCorr
  0.61SUBEX Carillon Reams UnconPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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  0.11  0.01  0.29  1.98  0.02 
(0.14)
 0.21 
(0.21)
 0.74 
CWFCX  0.11  0.01  0.24  1.16  0.07 
(0.15)
 0.21 
(0.21)
 0.74 
CWFAX  0.11  0.01  0.26  6.57  0.06 
(0.16)
 0.21 
(0.32)
 0.75 
CWFRX  0.12  0.01  0.26 (7.42) 0.07 
(0.15)
 0.21 
(0.32)
 0.75 
HIGCX  0.98 (0.07) 0.00  1.16  0.00 
 0.00 
 1.54 
(1.93)
 9.39 
HIGJX  0.97  0.00  0.00 (0.07) 0.00 
 0.00 
 1.61 
(1.92)
 9.40 
HIGUX  0.98  0.00  0.00 (0.07) 0.00 
 0.00 
 1.56 
(1.93)
 9.38 
CWSIX  1.35 (0.05) 0.00 (0.10) 0.00 
 0.00 
 2.48 
(3.09)
 13.92 
CWSGX  1.65 (0.02) 0.00 (0.08) 0.00 
 0.00 
 3.11 
(3.82)
 14.50 
CWSHX  1.35 (0.05) 0.00 (0.11) 0.00 
 0.00 
 2.49 
(3.09)
 13.77 

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