Lsv Global Correlations

Mutual Funds . USA . 
Fund . Lsv Global Value
LSVGX Fund  USD 15.87  0.01  0.06%   
The current 90-days correlation between Lsv Global Value and Lsv Global Managed is 0.85 (i.e., Very 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

Very poor diversification

The correlation between Lsv Global Value and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Global Value 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 Value. 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

  0.99LSVFX Lsv Global ManagedPairCorr
  0.99LSVEX Lsv Value EquityPairCorr
  0.98LSVMX Lsv Managed VolatilityPairCorr
  0.97LSVQX Lsv Small CapPairCorr
  0.99LSVVX Lsv Servative ValuePairCorr
  0.98LSVZX Lsv Emerging MarketsPairCorr
  0.99LVAEX Lsv Value EquityPairCorr
  0.99LVAFX Lsv Global ManagedPairCorr
  1.0LVAGX Lsv Global ValuePairCorr
  0.98LVAMX Lsv Managed VolatilityPairCorr
  0.97LVAQX Lsv Small CapPairCorr
  0.99LVAVX Lsv Servative ValuePairCorr
  0.98LVAZX Lsv Emerging MarketsPairCorr
  0.99TEDRX Franklin Mutual GlobalPairCorr
  0.99FMDRX Franklin Mutual GlobalPairCorr
  0.99DOXWX Dodge Cox GlobalPairCorr
  0.99DODWX Dodge Global StockPairCorr
  0.95TRZRX T Rowe PricePairCorr
  0.99TEDIX Franklin Mutual GlobalPairCorr
  0.99MDISX Franklin Mutual GlobalPairCorr
  0.99TEDSX Franklin Mutual GlobalPairCorr
  0.95PRAFX T Rowe PricePairCorr
  0.99BEGRX Franklin Mutual BeaconPairCorr
  0.66RYMEX Commodities StrategyPairCorr
  0.65RYMJX Commodities StrategyPairCorr
  0.66RYMBX Commodities StrategyPairCorr
  0.89BRUFX Bruce Fund BrucePairCorr
  0.99SPGSX State Street PremierPairCorr
  0.9KF Korea ClosedPairCorr
  0.99PHTMX Principal Lifetime HybridPairCorr
  0.92MTFFX Mainstay Mackay StrategicPairCorr
  1.0CGARX Calvert Responsible IndexPairCorr
  0.98CFOAX Calvert Floating RatePairCorr
  0.98MLMIX Global E PortfolioPairCorr
  0.92MMUFX Mfs UtilitiesPairCorr
  0.99CVLEX Cullen ValuePairCorr
  0.99ICAFX Investment Of AmericaPairCorr
  0.78CAAFX Short Term BondPairCorr
  0.97SMIDX Smi Dynamic AllocationPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
LSVFX  0.42  0.06 (0.03) 0.27  0.32 
(0.47)
 0.88 
(0.82)
 2.63 
LSVGX  0.54  0.13  0.11  0.32  0.37 
(0.62)
 1.57 
(1.12)
 3.97 
LSVEX  0.70  0.07  0.06  0.20  0.66 
(0.79)
 1.72 
(1.15)
 5.29 
LSVMX  0.53  0.02 (0.04) 0.16  0.53 
(0.58)
 1.22 
(1.00)
 3.29 
LSVQX  0.88  0.09  0.08  0.22  0.83 
(1.00)
 2.32 
(1.62)
 6.02 
LSVVX  0.62  0.03  0.00  0.17  0.60 
(0.69)
 1.56 
(1.09)
 4.34 
LSVZX  0.46  0.23  0.18  0.78  0.00 
(0.58)
 1.51 
(0.99)
 3.65 
LVAEX  0.70  0.06  0.06  0.20  0.66 
(0.79)
 1.73 
(1.16)
 5.32 
LVAFX  0.42  0.06 (0.03) 0.27  0.34 
(0.48)
 0.91 
(0.86)
 2.61 
LVAGX  0.54  0.12  0.11  0.31  0.41 
(0.62)
 1.54 
(1.14)
 3.95 

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