GCM Grosvenor Correlations

GCMG Stock

USD 11.71 0.05 0.43%

The current 90-days correlation between GCM Grosvenor and Sprott Inc is 0.13 (i.e., Average diversification). The correlation of GCM Grosvenor 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.

GCM Grosvenor Correlation With Market

Weak diversification

The correlation between GCM Grosvenor and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding GCM Grosvenor and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with GCM Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in GCM Grosvenor. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in industry.

For more detail on how to invest in GCM Stock please use our How to Invest in GCM Grosvenor guide.

Moving together with GCM Stock

0.76	FDUS	Fidus Investment Corp	Pair Corr
0.8	LIT	Litigation Capital	Pair Corr

Moving against GCM Stock

0.68	HRI	Herald Investment Trust	Pair Corr
0.6	IEM	Impax Environmental	Pair Corr
0.46	MEC	Morphic Ethical Equities	Pair Corr
0.43	WI	Western Investment	Pair Corr
0.33	IPX	Impax Asset Management	Pair Corr
0.73	OIT	Odyssean Investment Trust	Pair Corr
0.45	BIOG	Biotech Growth	Pair Corr
0.42	ATT	Allianz Technology Trust	Pair Corr
0.41	PHI	Pacific Horizon Inve	Pair Corr
0.4	EVE	EVE Health Group	Pair Corr
0.39	FFN	North American Financial	Pair Corr
0.39	AGF-B	AGF Management	Pair Corr

Related Correlations Analysis

	SII	PAX	TSLX	BBT	ECC	WT	OXSQ	GRAB	BUR	TY
SII		0.62	-0.88	-0.69	-0.39	-0.04	-0.89	0.75	-0.89	0.75	SII
PAX	0.62		-0.4	-0.33	-0.16	0.42	-0.65	0.83	-0.62	0.73	PAX
TSLX	-0.88	-0.4		0.76	0.53	0.3	0.75	-0.56	0.86	-0.57	TSLX
BBT	-0.69	-0.33	0.76		0.73	0.28	0.6	-0.42	0.7	-0.25	BBT
ECC	-0.39	-0.16	0.53	0.73		0.42	0.22	-0.1	0.47	0.04	ECC
WT	-0.04	0.42	0.3	0.28	0.42		-0.17	0.48	0.28	0.29	WT
OXSQ	-0.89	-0.65	0.75	0.6	0.22	-0.17		-0.8	0.76	-0.85	OXSQ
GRAB	0.75	0.83	-0.56	-0.42	-0.1	0.48	-0.8		-0.6	0.81	GRAB
BUR	-0.89	-0.62	0.86	0.7	0.47	0.28	0.76	-0.6		-0.64	BUR
TY	0.75	0.73	-0.57	-0.25	0.04	0.29	-0.85	0.81	-0.64		TY
	SII	PAX	TSLX	BBT	ECC	WT	OXSQ	GRAB	BUR	TY

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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

BUR	+ 0.86	TSLX
GRAB	+ 0.83	PAX
TY	+ 0.81	GRAB
BBT	+ 0.76	TSLX
BUR	+ 0.76	OXSQ
GRAB	+ 0.75	SII

High negative correlations

BUR	- 0.89	SII
OXSQ	- 0.89	SII
TSLX	- 0.88	SII
TY	- 0.85	OXSQ
GRAB	- 0.8	OXSQ
BBT	- 0.69	SII

Risk-Adjusted Indicators

There is a big difference between GCM Stock performing well and GCM Grosvenor Company 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 GCM Grosvenor'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
SII	1.43	0.18	0.06	0.43	2.14	(1.41)	2.84	(3.87)	11.02
PAX	1.16	0.05	0.04	0.11	1.46	(1.19)	2.58	(2.19)	7.00
TSLX	0.96	(0.15)	0.00	(0.13)	0.00	0.00	1.63	(2.41)	6.72
BBT	1.15	(0.16)	0.00	(0.04)	0.00	0.00	3.13	(2.04)	11.42
ECC	1.67	(0.06)	(0.03)	0.01	2.21	(1.79)	2.98	(4.02)	14.76
WT	1.38	(0.29)	0.00	(0.11)	0.00	0.00	2.88	(2.42)	7.05
OXSQ	1.66	(0.27)	0.00	(0.88)	0.00	0.00	3.93	(4.55)	11.42
GRAB	1.81	0.04	0.03	0.10	2.34	(1.92)	3.77	(3.55)	13.52
BUR	1.32	(0.49)	0.00	(0.28)	0.00	0.00	2.38	(3.35)	7.97
TY	0.35	0.03	(0.01)	0.13	0.40	(0.39)	0.74	(0.71)	3.00

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