Vy T Correlations
ITRIX Fund | USD 26.45 0.10 0.38% |
The current 90-days correlation between Vy T Rowe and Enhanced Fixed Income is 0.72 (i.e., Poor 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 0.87 (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
0.84 | ILBPX | Voya Limited Maturity | PairCorr |
0.83 | ILMBX | Voya Limited Maturity | PairCorr |
0.81 | 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 |
0.97 | IMOWX | Voya Midcap Opportunities | PairCorr |
0.97 | IMOZX | Voya Midcap Opportunities | PairCorr |
0.94 | IMYCX | Voya High Yield | PairCorr |
1.0 | INGIX | Voya Stock Index | PairCorr |
0.99 | VPISX | Voya Index Solution | PairCorr |
0.93 | INTIX | Voya International Index | PairCorr |
0.79 | VPRDX | Voya Morgan Stanley | PairCorr |
0.98 | VPRAX | Voya T Rowe | PairCorr |
0.98 | VPSSX | Voya Index Solution | PairCorr |
0.98 | 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 |
0.66 | IOSIX | Voya Global Bond | PairCorr |
0.67 | IOSSX | Voya Global Bond | PairCorr |
0.97 | NAPIX | Voya Multi Manager | PairCorr |
0.97 | NARCX | Voya Multi Manager | PairCorr |
0.95 | NAWCX | Voya Global Equity | PairCorr |
0.95 | NAWGX | Voya Global Equity | PairCorr |
0.95 | NAWIX | Voya Global Equity | PairCorr |
0.99 | IPARX | Voya Global Perspectives | PairCorr |
0.98 | IPEAX | Voya Large Cap | PairCorr |
0.98 | IPEIX | Voya Large Cap | PairCorr |
0.96 | IPESX | Voya Large Cap | PairCorr |
0.98 | IPETX | Voya Large Cap | PairCorr |
0.67 | IPIIX | Ing Intermediate Bond | PairCorr |
0.95 | 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
AAEZX | 0.22 | 0.02 | (0.43) | 0.33 | 0.00 | 0.61 | 1.83 | |||
ARTFX | 0.14 | 0.07 | (1.01) | (2.67) | 0.00 | 0.56 | 0.90 | |||
TPYYX | 0.65 | 0.06 | (0.01) | 0.32 | 0.37 | 1.93 | 3.81 | |||
FMFXX | 0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.01 | |||
GHVIX | 0.16 | 0.08 | (0.75) | (1.73) | 0.00 | 0.36 | 1.35 | |||
PRVBX | 0.09 | 0.02 | (1.45) | (10.83) | 0.00 | 0.20 | 0.63 | |||
AXBIX | 0.11 | 0.01 | (1.44) | 0.69 | 0.00 | 0.29 | 0.86 | |||
SGYAX | 0.16 | 0.05 | (1.03) | 0.56 | 0.00 | 0.59 | 0.99 |