Real Estate Correlations

The correlation of Real Estate 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.

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0.97	VGSIX	Vanguard Reit Index	Pair Corr
0.97	VGSLX	Vanguard Reit Index	Pair Corr
0.97	VGSNX	Vanguard Reit Index	Pair Corr
0.98	DFREX	Dfa Real Estate	Pair Corr
0.99	CSCIX	Cohen Steers Real	Pair Corr
0.99	CSEIX	Cohen Steers Real	Pair Corr
0.99	CSDIX	Cohen Steers Real	Pair Corr
0.97	VRTPX	Vanguard Reit Ii	Pair Corr
0.99	CSRIX	Cohen And Steers	Pair Corr
1.0	PIREX	Real Estate Securities	Pair Corr
0.73	MLPNX	Oppenheimer Steelpath Mlp	Pair Corr
0.73	MLPLX	Oppenheimer Steelpath Mlp	Pair Corr
0.73	MLPMX	Oppenheimer Steelpath Mlp	Pair Corr
0.8	LSHUX	Horizon Spin Off	Pair Corr
0.8	LSHEX	Kinetics Spin Off	Pair Corr
0.8	LSHAX	Horizon Spin Off	Pair Corr
0.65	RSNYX	Victory Global Natural	Pair Corr
0.77	EMO	Clearbridge Energy Mlp	Pair Corr
0.67	XEDDX	Morgan Stanley Emerging	Pair Corr
0.69	CEE	Central Europe Russia	Pair Corr
0.63	IBM	International Business	Pair Corr
0.67	BAC	Bank of America	Pair Corr
0.62	MRK	Merck Company	Pair Corr
0.76	MMM	3M Company	Pair Corr
0.76	DD	Dupont De Nemours	Pair Corr
0.63	CAT	Caterpillar	Pair Corr

Related Correlations Analysis

	HHCZX	LOGSX	HCPIX	SCHLX	FIKCX	LHCCX	DLRHX	BHSRX
HHCZX		0.62	0.56	0.67	0.82	0.88	0.69	0.72	HHCZX
LOGSX	0.62		0.94	0.93	0.82	0.78	0.94	0.92	LOGSX
HCPIX	0.56	0.94		0.99	0.87	0.82	0.93	0.97	HCPIX
SCHLX	0.67	0.93	0.99		0.93	0.9	0.95	0.99	SCHLX
FIKCX	0.82	0.82	0.87	0.93		0.97	0.89	0.94	FIKCX
LHCCX	0.88	0.78	0.82	0.9	0.97		0.89	0.93	LHCCX
DLRHX	0.69	0.94	0.93	0.95	0.89	0.89		0.97	DLRHX
BHSRX	0.72	0.92	0.97	0.99	0.94	0.93	0.97		BHSRX
	HHCZX	LOGSX	HCPIX	SCHLX	FIKCX	LHCCX	DLRHX	BHSRX

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Risk-Adjusted Indicators

There is a big difference between Real Mutual Fund performing well and Real Estate 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 Real Estate'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	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
HHCZX	0.25	(0.02)	5.60	0.43	(0.43)	1.99
LOGSX	0.88	(0.05)	6.24	1.30	(1.92)	6.79
HCPIX	1.36	(0.15)	9.91	2.11	(3.22)	10.64
SCHLX	0.93	(0.11)	4.27	1.73	(1.93)	7.72
FIKCX	1.11	(0.12)	3.45	1.75	(2.33)	8.52
LHCCX	1.26	(0.14)	1.55	1.84	(2.52)	8.23
DLRHX	0.97	(0.06)	2.14	1.81	(1.78)	7.54
BHSRX	0.90	(0.11)	3.74	1.53	(1.73)	7.42

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Real Estate Correlations

Moving together with Real Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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