Litman Gregory Correlations

MSILX Fund

USD 20.99 0.09 0.43%

The current 90-days correlation between Litman Gregory Masters and Lord Abbett Intermediate is 0.21 (i.e., Modest 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

Poor diversification

The correlation between Litman Gregory Masters and DJI is 0.68 (i.e., Poor 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 bureau of economic analysis.

Moving together with Litman Mutual Fund

0.96	PFSVX	Imgp Sbh Focused	Pair Corr
0.96	MAHIX	Litman Gregory Masters	Pair Corr
0.95	MSEFX	Litman Gregory Masters	Pair Corr
0.93	IDMIX	Im Dolan Mceniry	Pair Corr
0.99	VGTSX	Vanguard Total Inter	Pair Corr
0.99	VTIAX	Vanguard Total Inter	Pair Corr
0.99	VTSNX	Vanguard Total Inter	Pair Corr
0.99	VTPSX	Vanguard Total Inter	Pair Corr
0.99	VTISX	Vanguard Total Inter	Pair Corr
0.99	VTMGX	Vanguard Developed	Pair Corr
0.99	VDVIX	Vanguard Developed	Pair Corr
0.99	VTMNX	Vanguard Developed	Pair Corr
0.99	VDIPX	Vanguard Developed	Pair Corr
0.97	FSPSX	Fidelity International	Pair Corr
0.91	FSMMX	Fs Multi Strategy	Pair Corr
0.97	BTMPX	Ishares Msci Eafe	Pair Corr
0.97	BTMKX	Blackrock International	Pair Corr
0.97	MDIIX	Blackrock Intern Index	Pair Corr
0.68	SPMPX	Invesco Steelpath Mlp	Pair Corr
0.69	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.66	MLPMX	Oppenheimer Steelpath Mlp	Pair Corr
0.67	SPMJX	Invesco Steelpath Mlp	Pair Corr
0.93	KAMIX	Kensington Managed Income	Pair Corr
0.71	PFRSX	Real Estate Securities	Pair Corr
0.98	ROFCX	Royce Opportunity	Pair Corr
0.95	PYEMX	Payden Emerging Markets	Pair Corr
0.98	FFFCX	Fidelity Freedom 2010	Pair Corr
0.99	VFIAX	Vanguard 500 Index	Pair Corr
0.98	GCMUX	Goldman Sachs Mid	Pair Corr
0.98	BERBX	Carillon Chartwell Mid	Pair Corr
0.96	PRIKX	T Rowe Price	Pair Corr
0.98	VFINX	Vanguard 500 Index	Pair Corr
0.99	FSTBX	Federated Global All	Pair Corr
0.99	CYYYX	Columbia Thermostat	Pair Corr
0.63	PNJRX	Putnam New Jersey	Pair Corr
0.98	DILCX	Davis International	Pair Corr

Moving against Litman Mutual Fund

0.84

MASFX

Litman Gregory Masters

Pair Corr

Related Correlations Analysis

	LOISX	FCSCX	SNCAX	BIDPX	SMAAX	AUNTX	SSAGX
LOISX		0.87	0.96	0.95	0.96	0.89	0.88	LOISX
FCSCX	0.87		0.89	0.77	0.89	0.81	0.93	FCSCX
SNCAX	0.96	0.89		0.87	0.97	0.93	0.91	SNCAX
BIDPX	0.95	0.77	0.87		0.83	0.82	0.71	BIDPX
SMAAX	0.96	0.89	0.97	0.83		0.92	0.95	SMAAX
AUNTX	0.89	0.81	0.93	0.82	0.92		0.8	AUNTX
SSAGX	0.88	0.93	0.91	0.71	0.95	0.8		SSAGX
	LOISX	FCSCX	SNCAX	BIDPX	SMAAX	AUNTX	SSAGX

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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
LOISX	0.11	0.00	(0.55)	0.20	0.00	(0.17)	0.30	(0.20)	0.90
FCSCX	0.06	0.00	(0.91)	0.99	0.00	(0.20)	0.13	(0.13)	0.53
SNCAX	0.09	0.01	(0.68)	0.58	0.00	(0.13)	0.22	(0.15)	0.89
BIDPX	0.14	0.00	(0.53)	0.04	0.15	(0.17)	0.29	(0.28)	0.95
SMAAX	0.11	0.03	(0.55)	1.06	0.00	(0.16)	0.21	(0.10)	0.72
AUNTX	0.13	0.03	(0.54)	3.13	0.00	(0.16)	0.29	(0.19)	1.06
SSAGX	0.06	0.01	(1.17)	0.49	0.00	(0.18)	0.10	(0.10)	0.61

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