Litman Gregory Correlations

MASNX Fund

USD 10.93 0.00 0.00%

The current 90-days correlation between Litman Gregory Masters and Litman Gregory Masters is -0.09 (i.e., Good diversification). The correlation of Litman Gregory 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.

Litman Gregory Correlation With Market

Good diversification

The correlation between Litman Gregory Masters and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Litman Gregory Masters 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 Litman Gregory Masters. 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 board of governors.

Moving together with Litman Mutual Fund

0.61	TCILX	Tiaa-cref Inflation-linked	Pair Corr
0.62	USIAX	Ubs Ultra Short	Pair Corr

Moving against Litman Mutual Fund

0.62	PFSVX	Imgp Sbh Focused	Pair Corr
0.58	VSTSX	Vanguard Total Stock	Pair Corr
0.58	VSMPX	Vanguard Total Stock	Pair Corr
0.43	MSEFX	Litman Gregory Masters	Pair Corr
0.41	GARTX	Goldman Sachs Absolute	Pair Corr
0.33	MSILX	Litman Gregory Masters	Pair Corr
0.32	GCRTX	Goldman Sachs Absolute	Pair Corr
0.59	VITSX	Vanguard Total Stock	Pair Corr
0.58	VFFSX	Vanguard 500 Index	Pair Corr
0.58	VFIAX	Vanguard 500 Index	Pair Corr
0.58	VTSAX	Vanguard Total Stock	Pair Corr
0.55	VINIX	Vanguard Institutional	Pair Corr
0.4	FPPSX	Mfs Prudent Investor Steady Growth	Pair Corr

Related Correlations Analysis

	MASFX	AQMNX	BPRRX	ARTGX	ARBFX
MASFX		0.79	0.58	0.53	0.53	MASFX
AQMNX	0.79		0.32	0.47	0.56	AQMNX
BPRRX	0.58	0.32		0.61	0.62	BPRRX
ARTGX	0.53	0.47	0.61		0.75	ARTGX
ARBFX	0.53	0.56	0.62	0.75		ARBFX
	MASFX	AQMNX	BPRRX	ARTGX	ARBFX

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Risk-Adjusted Indicators

There is a big difference between Litman Mutual Fund performing well and Litman Gregory 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 Litman Gregory'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
MASFX	0.13	(0.02)	0.00	(1.37)	0.00	0.00	0.28	(0.37)	0.84
AQMNX	0.62	(0.07)	0.00	4.14	0.00	0.00	0.95	(1.26)	4.03
BPRRX	0.65	(0.04)	0.00	1.35	0.00	0.00	1.31	(1.64)	5.97
ARTGX	0.81	0.12	0.10	0.09	1.25	(0.86)	1.86	(1.48)	7.72
ARBFX	0.15	0.01	0.24	(0.02)	0.21	(0.18)	0.23	(0.45)	1.46

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