Lsv Value Correlations

LSVEX Fund

USD 28.00 0.29 1.03%

The current 90-days correlation between Lsv Value Equity and Dreyfus Short Intermediate is 0.4 (i.e., Very weak diversification). The correlation of Lsv Value 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.

Lsv Value Correlation With Market

Very good diversification

The correlation between Lsv Value Equity and DJI is -0.24 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Value Equity and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lsv Value Equity. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with Lsv Mutual Fund

0.96	ASG	Liberty All Star	Pair Corr
0.86	IIF	Morgan Stanley India	Pair Corr
0.95	ETV	Eaton Vance Tax	Pair Corr
0.95	USA	Liberty All Star	Pair Corr
0.95	NFJ	Virtus Dividend Interest	Pair Corr
0.64	INTC	Intel	Pair Corr
0.66	CVX	Chevron Corp Earnings Call This Week	Pair Corr
0.64	CAT	Caterpillar	Pair Corr

Moving against Lsv Mutual Fund

0.56

MCD

McDonalds

Pair Corr

Related Correlations Analysis

	DMBAX	BPIRX	PRMDX	LSYIX	BDMKX	ASCLX	CRLSX	FUEMX
DMBAX		0.93	0.99	0.98	0.98	0.97	0.93	0.98	DMBAX
BPIRX	0.93		0.92	0.96	0.94	0.93	0.98	0.93	BPIRX
PRMDX	0.99	0.92		0.97	0.98	0.97	0.93	0.98	PRMDX
LSYIX	0.98	0.96	0.97		0.98	0.97	0.96	0.97	LSYIX
BDMKX	0.98	0.94	0.98	0.98		0.97	0.95	0.96	BDMKX
ASCLX	0.97	0.93	0.97	0.97	0.97		0.94	0.95	ASCLX
CRLSX	0.93	0.98	0.93	0.96	0.95	0.94		0.93	CRLSX
FUEMX	0.98	0.93	0.98	0.97	0.96	0.95	0.93		FUEMX
	DMBAX	BPIRX	PRMDX	LSYIX	BDMKX	ASCLX	CRLSX	FUEMX

Click cells to compare fundamentals

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Risk-Adjusted Indicators

There is a big difference between Lsv Mutual Fund performing well and Lsv Value 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 Lsv Value'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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DMBAX	0.05	0.02	(2.12)	(11.55)	(0.10)	0.16	(0.08)	0.32
BPIRX	0.35	0.03	(0.21)	0.30	(0.42)	0.82	(0.49)	2.37
PRMDX	0.06	0.01	0.00	1.12	0.00	0.20	0.00	0.39
LSYIX	0.14	0.05	(0.78)	0.54	(0.23)	0.74	(0.20)	1.38
BDMKX	0.09	0.05	(1.58)	(3.74)	(0.16)	0.22	(0.11)	0.44
ASCLX	0.24	0.12	(0.36)	(1.18)	(0.31)	0.62	(0.45)	1.71
CRLSX	0.56	0.10	0.01	0.39	(0.71)	1.89	(0.91)	3.99
FUEMX	0.04	0.00	0.00	0.00	0.00	0.10	0.00	0.50

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