GCM Grosvenor Correlations

GCMGW Stock

USD 1.20 0.18 13.04%

The current 90-days correlation between GCM Grosvenor and Hamilton Lane is -0.03 (i.e., Good 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. If the correlation is 0, the equities are not correlated; they are entirely random.

GCM Grosvenor Correlation With Market

Good diversification

The correlation between GCM Grosvenor and DJI is -0.11 (i.e., Good 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 price.

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

Moving together with GCM Stock

0.7	AMP	Ameriprise Financial	Pair Corr
0.62	AXP	American Express	Pair Corr
0.8	PWP	Perella Weinberg Partners	Pair Corr
0.65	ORGN	Origin Materials	Pair Corr
0.71	APAM	Artisan Partners Asset	Pair Corr
0.7	C	Citigroup Aggressive Push	Pair Corr
0.73	DHIL	Diamond Hill Investment	Pair Corr
0.75	AC	Associated Capital	Pair Corr
0.7	BK	Bank of New York	Pair Corr
0.73	BX	Blackstone Group	Pair Corr
0.74	BY	Byline Bancorp	Pair Corr
0.83	CG	Carlyle Group	Pair Corr
0.66	FG	FG Annuities Life	Pair Corr
0.67	GS	Goldman Sachs Group	Pair Corr
0.69	LC	LendingClub Corp	Pair Corr
0.76	MC	Moelis	Pair Corr
0.64	MS	Morgan Stanley Sell-off Trend	Pair Corr
0.75	PB	Prosperity Bancshares	Pair Corr

Moving against GCM Stock

0.71	BOWN	Bowen Acquisition Corp Downward Rally	Pair Corr
0.59	DB	Deutsche Bank AG	Pair Corr
0.51	DMYY	dMY Squared Technology	Pair Corr
0.37	CB	Chubb	Pair Corr
0.59	TECTP	Tectonic Financial	Pair Corr
0.41	TD	Toronto Dominion Bank	Pair Corr
0.41	WF	Woori Financial Group	Pair Corr
0.31	VALU	Value Line	Pair Corr

Related Correlations Analysis

	VKI	VKQ	VCV	VGM	IQI	VMO	CXE	KTF	HLNE	DHIL
VKI		0.93	0.94	0.87	0.93	0.94	0.87	0.95	0.6	0.8	VKI
VKQ	0.93		0.93	0.97	0.99	0.97	0.88	0.92	0.47	0.82	VKQ
VCV	0.94	0.93		0.92	0.93	0.92	0.9	0.95	0.58	0.82	VCV
VGM	0.87	0.97	0.92		0.97	0.93	0.9	0.9	0.38	0.83	VGM
IQI	0.93	0.99	0.93	0.97		0.97	0.89	0.92	0.47	0.83	IQI
VMO	0.94	0.97	0.92	0.93	0.97		0.85	0.92	0.52	0.76	VMO
CXE	0.87	0.88	0.9	0.9	0.89	0.85		0.94	0.3	0.84	CXE
KTF	0.95	0.92	0.95	0.9	0.92	0.92	0.94		0.48	0.83	KTF
HLNE	0.6	0.47	0.58	0.38	0.47	0.52	0.3	0.48		0.4	HLNE
DHIL	0.8	0.82	0.82	0.83	0.83	0.76	0.84	0.83	0.4		DHIL
	VKI	VKQ	VCV	VGM	IQI	VMO	CXE	KTF	HLNE	DHIL

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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
VKI	0.67	(0.01)	0.00	(0.15)	0.00	0.00	1.22	(2.07)	5.41
VKQ	0.66	(0.03)	0.00	(0.23)	0.00	0.00	1.43	(1.87)	4.26
VCV	0.79	(0.05)	0.00	(0.38)	0.00	0.00	1.90	(1.67)	7.23
VGM	0.62	(0.02)	0.00	(0.21)	0.00	0.00	1.00	(1.47)	4.49
IQI	0.66	(0.01)	0.00	(0.17)	0.00	0.00	1.30	(2.15)	5.01
VMO	0.56	(0.02)	0.00	(0.20)	0.00	0.00	1.06	(1.40)	4.52
CXE	0.58	(0.07)	0.00	0.45	0.00	0.00	0.86	(1.37)	4.49
KTF	0.45	(0.05)	0.00	(2.13)	0.00	0.00	0.78	(1.69)	3.04
HLNE	2.55	0.24	0.04	0.01	3.45	(2.54)	4.03	(5.57)	22.26
DHIL	1.17	0.01	0.00	(0.11)	0.00	0.00	2.26	(2.86)	8.03

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