Vy T Correlations
ITRIX Fund | USD 26.45 0.10 0.38% |
The current 90-days correlation between Vy T Rowe and Balanced Strategy Fund is 0.08 (i.e., Significant diversification). The correlation of Vy T 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.
Vy T Correlation With Market
Very poor diversification
The correlation between Vy T Rowe and DJI is 0.86 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vy T Rowe and DJI in the same portfolio, assuming nothing else is changed.
ITRIX |
Moving together with ITRIX Mutual Fund
0.83 | ILBPX | Voya Limited Maturity | PairCorr |
0.83 | ILMBX | Voya Limited Maturity | PairCorr |
0.8 | IMBAX | Voya Limited Maturity | PairCorr |
0.95 | IMCVX | Voya Multi Manager | PairCorr |
0.96 | IMOPX | Voya Midcap Opportunities | PairCorr |
0.96 | IMORX | Voya Midcap Opportunities | PairCorr |
0.96 | IMOWX | Voya Midcap Opportunities | PairCorr |
0.96 | IMOZX | Voya Midcap Opportunities | PairCorr |
0.92 | IMYCX | Voya High Yield | PairCorr |
0.99 | INGIX | Voya Stock Index | PairCorr |
0.98 | VPISX | Voya Index Solution | PairCorr |
0.92 | INTIX | Voya International Index | PairCorr |
0.77 | VPRDX | Voya Morgan Stanley | PairCorr |
0.98 | VPRAX | Voya T Rowe | PairCorr |
0.98 | VPSSX | Voya Index Solution | PairCorr |
0.96 | VPRSX | Voya Jpmorgan Small | PairCorr |
0.99 | VPSAX | Voya Index Solution | PairCorr |
0.97 | IOGPX | Vy Oppenheimer Global | PairCorr |
0.65 | IOSAX | Voya Global Bond | PairCorr |
0.67 | IOSIX | Voya Global Bond | PairCorr |
0.67 | IOSSX | Voya Global Bond | PairCorr |
0.98 | NAPIX | Voya Multi Manager | PairCorr |
0.97 | NARCX | Voya Multi Manager | PairCorr |
0.94 | NAWCX | Voya Global Equity | PairCorr |
0.93 | NAWGX | Voya Global Equity | PairCorr |
0.95 | NAWIX | Voya Global Equity | PairCorr |
0.99 | IPARX | Voya Global Perspectives | PairCorr |
0.97 | IPEAX | Voya Large Cap | PairCorr |
0.98 | IPEIX | Voya Large Cap | PairCorr |
0.96 | IPESX | Voya Large Cap | PairCorr |
0.97 | IPETX | Voya Large Cap | PairCorr |
0.65 | IPIIX | Ing Intermediate Bond | PairCorr |
0.93 | IPIMX | Voya High Yield | PairCorr |
0.67 | IPISX | Voya Intermediate Bond | PairCorr |
0.99 | IPIRX | Voya Global Perspectives | PairCorr |
0.99 | IPLIX | Voya Index Plus | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between ITRIX Mutual Fund performing well and Vy T 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 Vy T'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
RBLCX | 0.35 | 0.18 | (0.05) | (8.20) | 0.00 | 1.08 | 2.63 | |||
EPASX | 0.40 | 0.20 | (0.03) | (2.43) | 0.00 | 1.02 | 2.82 | |||
OBEGX | 0.68 | 0.15 | 0.16 | 0.39 | 0.18 | 1.87 | 4.04 | |||
SAEMX | 0.50 | 0.19 | 0.08 | 0.83 | 0.00 | 1.31 | 3.41 | |||
FHKFX | 0.55 | 0.28 | 0.13 | 38.21 | 0.00 | 1.72 | 4.12 | |||
WFEMX | 0.59 | 0.38 | 0.33 | (56.18) | 0.00 | 1.99 | 3.65 | |||
JOEAX | 0.47 | 0.18 | 0.07 | 0.76 | 0.00 | 1.57 | 3.07 | |||
DEDCX | 0.10 | 0.05 | (0.67) | 43.40 | 0.00 | 0.26 | 0.92 |