National Security Correlations

NSI Etf

35.44 0.45 1.29%

The current 90-days correlation between National Security and Virtus ETF Trust is 0.05 (i.e., Significant diversification). The correlation of National Security 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.

National Security Correlation With Market

Poor diversification

The correlation between National Security Emerging and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding National Security Emerging and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with National Etf

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in National Security Emerging. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in real.

Moving together with National Etf

0.92	VWO	Vanguard FTSE Emerging	Pair Corr
0.93	IEMG	iShares Core MSCI	Pair Corr
0.83	EMC	Global X Funds	Pair Corr
0.98	EEM	iShares MSCI Emerging	Pair Corr
0.94	SPEM	SPDR Portfolio Emerging	Pair Corr
0.96	FNDE	Schwab Fundamental Sell-off Trend	Pair Corr
0.98	ESGE	iShares ESG Aware	Pair Corr
0.9	SFGRX	Seafarer Overseas	Pair Corr
0.96	DGS	WisdomTree Emerging	Pair Corr
0.96	XSOE	WisdomTree Emerging	Pair Corr
0.81	TOT	Advisor Managed Port	Pair Corr
0.79	SHLD	Global X Defense	Pair Corr
0.8	FB	ProShares Trust ProShares	Pair Corr
0.86	SWP	SWP Growth Income	Pair Corr
0.87	DUKH	Ocean Park High	Pair Corr
0.82	FIVA	Fidelity International	Pair Corr
0.63	NVMZ	TrueShares Structured	Pair Corr
0.83	DXUV	Dimensional ETF Trust	Pair Corr
0.8	FUSI	American Century ETF	Pair Corr
0.81	RYLG	Global X Russell	Pair Corr
0.9	VT	Vanguard Total World	Pair Corr
0.9	SOXL	Direxion Daily Semic Aggressive Push	Pair Corr
0.76	VYM	Vanguard High Dividend	Pair Corr
0.81	USHY	iShares Broad USD Sell-off Trend	Pair Corr
0.91	MEM	MAYBANK EMERGING ETF	Pair Corr
0.63	VGSH	Vanguard Short Term	Pair Corr
0.8	PQJL	PGIM Nasdaq 100	Pair Corr
0.89	DDX	Defined Duration Symbol Change	Pair Corr
0.93	XLI	Industrial Select Sector	Pair Corr
0.76	QTUM	Defiance Quantum ETF	Pair Corr
0.73	PAPI	Morgan Stanley ETF	Pair Corr
0.83	CEFZ	RiverNorth Active Income	Pair Corr
0.8	GAPR	First Trust Exchange	Pair Corr
0.69	SKOR	FlexShares Credit	Pair Corr
0.67	XLF	Financial Select Sector	Pair Corr
0.71	IWO	iShares Russell 2000	Pair Corr

Related Correlations Analysis

	ASMF	JADE	GSIB	MEMS	GYLD	NVDD	JLQD	NEWZ	CCSB	PJFM
ASMF		0.87	0.82	0.24	0.82	0.02	0.68	0.08	0.55	0.88	ASMF
JADE	0.87		0.74	0.44	0.72	-0.24	0.44	0.01	0.5	0.76	JADE
GSIB	0.82	0.74		-0.12	0.92	0.09	0.47	-0.3	0.6	0.93	GSIB
MEMS	0.24	0.44	-0.12		-0.01	-0.66	0.18	0.67	-0.09	-0.02	MEMS
GYLD	0.82	0.72	0.92	-0.01		0.07	0.55	-0.16	0.54	0.87	GYLD
NVDD	0.02	-0.24	0.09	-0.66	0.07		0.13	-0.43	0.21	0.14	NVDD
JLQD	0.68	0.44	0.47	0.18	0.55	0.13		0.36	0.46	0.65	JLQD
NEWZ	0.08	0.01	-0.3	0.67	-0.16	-0.43	0.36		-0.18	-0.08	NEWZ
CCSB	0.55	0.5	0.6	-0.09	0.54	0.21	0.46	-0.18		0.64	CCSB
PJFM	0.88	0.76	0.93	-0.02	0.87	0.14	0.65	-0.08	0.64		PJFM
	ASMF	JADE	GSIB	MEMS	GYLD	NVDD	JLQD	NEWZ	CCSB	PJFM

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

PJFM	+ 0.93	GSIB
GYLD	+ 0.92	GSIB
PJFM	+ 0.88	ASMF
JADE	+ 0.87	ASMF
PJFM	+ 0.87	GYLD
GSIB	+ 0.82	ASMF

High negative correlations

NVDD	- 0.66	MEMS
NEWZ	- 0.43	NVDD
NEWZ	- 0.3	GSIB
NVDD	- 0.24	JADE
CCSB	- 0.18	NEWZ
NEWZ	- 0.16	GYLD

National Security Constituents Risk-Adjusted Indicators

There is a big difference between National Etf performing well and National Security ETF 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 National Security'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
ASMF	0.47	0.06	0.02	0.43	0.46	(0.48)	1.04	(0.90)	2.51
JADE	0.65	0.17	0.15	0.73	0.53	(0.71)	1.38	(1.22)	3.76
GSIB	0.68	0.14	0.15	0.21	0.71	(0.76)	1.61	(1.76)	3.96
MEMS	0.71	(0.03)	(0.06)	0.02	0.88	(0.69)	1.41	(1.36)	3.43
GYLD	0.52	0.04	(0.01)	0.21	0.82	(0.54)	1.14	(1.12)	5.26
NVDD	1.70	0.06	(0.02)	(0.02)	2.21	(1.67)	3.74	(3.06)	9.75
JLQD	0.14	(0.01)	(0.34)	(0.04)	0.16	(0.15)	0.26	(0.33)	0.76
NEWZ	0.78	(0.14)	0.00	(0.07)	0.00	0.00	1.55	(1.80)	4.47
CCSB	0.21	0.01	(0.09)	(3.60)	0.53	(0.26)	0.25	(0.20)	3.83
PJFM	0.65	0.06	0.06	0.13	0.65	(0.69)	1.42	(1.32)	3.21

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