Lsv Global Correlations

LSVFX Fund

USD 11.64 0.10 0.87%

The current 90-days correlation between Lsv Global Managed and Chautauqua Global Growth is 0.6 (i.e., Poor diversification). The correlation of Lsv Global 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 Global Correlation With Market

Poor diversification

The correlation between Lsv Global Managed and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Global Managed 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 Global Managed. 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 price.

Moving together with Lsv Mutual Fund

0.96	LSVGX	Lsv Global Value	Pair Corr
0.95	LSVEX	Lsv Value Equity	Pair Corr
0.98	LSVMX	Lsv Managed Volatility	Pair Corr
0.92	LSVQX	Lsv Small Cap	Pair Corr
0.94	LSVVX	Lsv Servative Value	Pair Corr
0.86	LSVZX	Lsv Emerging Markets	Pair Corr
0.95	LVAEX	Lsv Value Equity	Pair Corr
1.0	LVAFX	Lsv Global Managed	Pair Corr
0.96	LVAGX	Lsv Global Value	Pair Corr
0.98	LVAMX	Lsv Managed Volatility	Pair Corr
0.79	LVAQX	Lsv Small Cap	Pair Corr
0.94	LVAVX	Lsv Servative Value	Pair Corr
0.86	LVAZX	Lsv Emerging Markets	Pair Corr
0.78	TEDRX	Franklin Mutual Global	Pair Corr
0.92	FMDRX	Franklin Mutual Global	Pair Corr
0.91	DOXWX	Dodge Cox Global	Pair Corr
0.79	DODWX	Dodge Global Stock	Pair Corr
0.87	TRZRX	T Rowe Price	Pair Corr
0.78	TEDIX	Franklin Mutual Global	Pair Corr
0.92	MDISX	Franklin Mutual Global	Pair Corr
0.77	TEDSX	Franklin Mutual Global	Pair Corr
0.87	PRAFX	T Rowe Price	Pair Corr
0.93	BEGRX	Franklin Mutual Beacon	Pair Corr
0.75	PDI	Pimco Dynamic Income	Pair Corr
0.88	FTCAX	Templeton Strained Bond	Pair Corr
0.78	THCHX	Thornburg Core Plus	Pair Corr
0.92	LIKKX	Blackrock Lifepath Idx	Pair Corr
0.87	REITX	American Funds 2050	Pair Corr
0.88	BRMAX	Blackrock Midcap Index	Pair Corr
0.89	IPLSX	Voya Index Plus	Pair Corr
0.92	GKIRX	Goldman Sachs Income	Pair Corr
0.82	MFBFX	Mfs Porate Bond	Pair Corr
0.75	THCRX	Thornburg E Growth	Pair Corr

Moving against Lsv Mutual Fund

0.79	USPSX	Profunds Ultrashort	Pair Corr
0.72	TCTGX	Transamerica Cleartrack	Pair Corr
0.72	UIPIX	Ultrashort Mid Cap	Pair Corr
0.71	TCTJX	Transamerica Cleartrack	Pair Corr
0.7	TDKTX	Cleartrack 2015 Class	Pair Corr

Related Correlations Analysis

	CCGSX	CGVVX	AGLOX	ARTZX
CCGSX		0.96	0.92	0.95	CCGSX
CGVVX	0.96		0.93	0.94	CGVVX
AGLOX	0.92	0.93		0.91	AGLOX
ARTZX	0.95	0.94	0.91		ARTZX
	CCGSX	CGVVX	AGLOX	ARTZX

Risk-Adjusted Indicators

There is a big difference between Lsv Mutual Fund performing well and Lsv Global 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 Global'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
CCGSX	0.47	0.02	(0.02)	0.13	0.42	(0.51)	1.46	(0.99)	3.09
CGVVX	0.55	0.05	0.06	0.16	0.39	(0.59)	1.55	(1.04)	3.43
AGLOX	0.40	0.02	(0.04)	0.13	0.34	(0.47)	0.94	(0.86)	2.12
ARTZX	0.54	0.12	0.09	0.39	0.36	(0.66)	1.48	(0.92)	3.10

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