Alpha Architect Correlations

IVAL Etf

USD 27.31 0.09 0.33%

The current 90-days correlation between Alpha Architect Inte and Strategy Shares is 0.23 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alpha Architect moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alpha Architect International moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Alpha Architect Correlation With Market

Very weak diversification

The correlation between Alpha Architect International and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Alpha Architect International and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Alpha Etf

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

Moving together with Alpha Etf

0.99	EFV	iShares MSCI EAFE Sell-off Trend	Pair Corr
0.98	FNDF	Schwab Fundamental	Pair Corr
0.98	VYMI	Vanguard International	Pair Corr
0.94	IDV	iShares International	Pair Corr
0.98	DFIV	Dimensional International	Pair Corr
0.99	IVLU	iShares Edge MSCI	Pair Corr
0.98	RODM	Hartford Multifactor	Pair Corr
0.98	PXF	Invesco FTSE RAFI	Pair Corr
0.96	HDEF	Xtrackers MSCI EAFE	Pair Corr
0.96	PID	Invesco International	Pair Corr
0.94	VTI	Vanguard Total Stock Sell-off Trend	Pair Corr
0.93	SPY	SPDR SP 500 Sell-off Trend	Pair Corr
0.93	IVV	iShares Core SP Sell-off Trend	Pair Corr
0.92	VTV	Vanguard Value Index	Pair Corr
0.94	VUG	Vanguard Growth Index	Pair Corr
0.94	VO	Vanguard Mid Cap	Pair Corr
0.98	VEA	Vanguard FTSE Developed	Pair Corr
0.93	VB	Vanguard Small Cap	Pair Corr
0.94	VWO	Vanguard FTSE Emerging Sell-off Trend	Pair Corr
0.74	KGRN	KraneShares MSCI China	Pair Corr
0.84	PFE	Pfizer Inc	Pair Corr
0.93	BAC	Bank of America	Pair Corr
0.93	MSFT	Microsoft	Pair Corr
0.91	CSCO	Cisco Systems	Pair Corr
0.93	DIS	Walt Disney	Pair Corr
0.85	AA	Alcoa Corp	Pair Corr
0.83	DD	Dupont De Nemours	Pair Corr
0.9	JPM	JPMorgan Chase	Pair Corr
0.92	AXP	American Express	Pair Corr
0.86	IBM	International Business Earnings Call This Week	Pair Corr

Moving against Alpha Etf

0.55	MCD	McDonalds	Pair Corr
0.36	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	DHSB	MBOX	DINT	MCHI	DIVS	DIVY	DIVZ	PY	VT
DHSB		0.96	0.96	0.9	0.95	0.95	0.95	0.96	0.97	DHSB
MBOX	0.96		0.95	0.89	0.95	0.98	0.96	0.99	0.97	MBOX
DINT	0.96	0.95		0.95	0.97	0.94	0.94	0.96	0.99	DINT
MCHI	0.9	0.89	0.95		0.9	0.88	0.87	0.9	0.93	MCHI
DIVS	0.95	0.95	0.97	0.9		0.94	0.97	0.95	0.98	DIVS
DIVY	0.95	0.98	0.94	0.88	0.94		0.97	0.98	0.97	DIVY
DIVZ	0.95	0.96	0.94	0.87	0.97	0.97		0.96	0.97	DIVZ
PY	0.96	0.99	0.96	0.9	0.95	0.98	0.96		0.98	PY
VT	0.97	0.97	0.99	0.93	0.98	0.97	0.97	0.98		VT
	DHSB	MBOX	DINT	MCHI	DIVS	DIVY	DIVZ	PY	VT

Click cells to compare fundamentals

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Alpha Architect Constituents Risk-Adjusted Indicators

There is a big difference between Alpha Etf performing well and Alpha Architect ETF 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 Alpha Architect'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
DHSB	0.34	0.03	(0.07)	0.20	0.58	(0.37)	0.96	(0.44)	5.27
MBOX	0.55	0.00	(0.04)	0.14	0.67	(0.57)	1.66	(1.16)	3.86
DINT	0.72	0.20	0.19	0.47	0.22	(0.82)	2.15	(0.97)	4.80
MCHI	0.92	0.14	0.08	0.42	0.78	(1.16)	2.66	(1.85)	5.88
DIVS	0.55	0.05	(0.02)	0.21	0.42	(0.64)	1.26	(1.12)	3.27
DIVY	0.84	0.06	0.04	0.19	0.83	(0.92)	1.88	(1.63)	5.00
DIVZ	0.55	0.05	(0.01)	0.21	0.51	(0.61)	1.06	(0.89)	3.72
PY	0.64	0.03	0.01	0.17	0.64	(0.74)	1.59	(1.26)	5.03
VT	0.55	0.13	0.12	0.30	0.36	(0.63)	1.74	(1.25)	3.72

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