Sharespost 100 Correlations

PRIVX Fund

USD 43.35 0.05 0.12%

The current 90-days correlation between Sharespost 100 and Vanguard Total Stock is -0.21 (i.e., Very good diversification). The correlation of Sharespost 100 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.

Sharespost 100 Correlation With Market

Very weak diversification

The correlation between Sharespost 100 and DJI is 0.57 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sharespost 100 and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Sharespost 100. 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 unemployment.

Moving together with Sharespost Mutual Fund

0.66	VTSAX	Vanguard Total Stock	Pair Corr
0.75	VFIAX	Vanguard 500 Index	Pair Corr
0.74	VTSMX	Vanguard Total Stock	Pair Corr
0.66	VITSX	Vanguard Total Stock	Pair Corr
0.74	VSMPX	Vanguard Total Stock	Pair Corr
0.66	VSTSX	Vanguard Total Stock	Pair Corr
0.77	VTIAX	Vanguard Total Inter	Pair Corr
0.75	VFINX	Vanguard 500 Index	Pair Corr
0.67	VFFSX	Vanguard 500 Index	Pair Corr
0.72	VBTLX	Vanguard Total Bond	Pair Corr
0.68	FCTKX	Fidelity Freedom 2055	Pair Corr
0.69	CRF	Cornerstone Total Return	Pair Corr
0.67	ZTR	Virtus Global Dividend Potential Growth	Pair Corr
0.69	AA	Alcoa Corp	Pair Corr
0.73	IBM	International Business	Pair Corr
0.7	CAT	Caterpillar	Pair Corr

Moving against Sharespost Mutual Fund

0.84	VZ	Verizon Communications	Pair Corr
0.82	T	ATT Inc	Pair Corr
0.54	PG	Procter Gamble	Pair Corr
0.45	HD	Home Depot	Pair Corr
0.41	CVX	Chevron Corp	Pair Corr

Related Correlations Analysis

	VTSAX	VFIAX	VTSMX	VITSX	VSMPX	VSTSX	VTIAX	VFINX	VFFSX	VBTLX
VTSAX		0.88	0.87	1.0	0.87	1.0	0.83	0.88	0.99	0.51	VTSAX
VFIAX	0.88		0.99	0.88	0.99	0.88	0.92	1.0	0.89	0.61	VFIAX
VTSMX	0.87	0.99		0.87	1.0	0.87	0.92	0.99	0.86	0.59	VTSMX
VITSX	1.0	0.88	0.87		0.87	1.0	0.83	0.88	0.99	0.51	VITSX
VSMPX	0.87	0.99	1.0	0.87		0.87	0.92	0.99	0.86	0.6	VSMPX
VSTSX	1.0	0.88	0.87	1.0	0.87		0.83	0.88	0.99	0.51	VSTSX
VTIAX	0.83	0.92	0.92	0.83	0.92	0.83		0.92	0.83	0.63	VTIAX
VFINX	0.88	1.0	0.99	0.88	0.99	0.88	0.92		0.89	0.6	VFINX
VFFSX	0.99	0.89	0.86	0.99	0.86	0.99	0.83	0.89		0.52	VFFSX
VBTLX	0.51	0.61	0.59	0.51	0.6	0.51	0.63	0.6	0.52		VBTLX
	VTSAX	VFIAX	VTSMX	VITSX	VSMPX	VSTSX	VTIAX	VFINX	VFFSX	VBTLX

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Risk-Adjusted Indicators

There is a big difference between Sharespost Mutual Fund performing well and Sharespost 100 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 Sharespost 100'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
VTSAX	0.56	0.06	0.00	0.83	0.83	(0.53)	1.15	(1.22)	3.67
VFIAX	0.54	0.02	0.01	0.09	0.75	(0.53)	1.23	(1.17)	3.55
VTSMX	0.56	0.02	0.01	0.09	0.80	(0.55)	1.15	(1.22)	3.65
VITSX	0.55	0.07	0.00	0.91	0.81	(0.53)	1.14	(1.22)	3.65
VSMPX	0.56	0.02	0.01	0.09	0.80	(0.55)	1.15	(1.22)	3.66
VSTSX	0.56	0.06	0.00	0.83	0.83	(0.53)	1.15	(1.22)	3.66
VTIAX	0.54	0.02	0.01	0.10	0.69	(0.58)	1.09	(1.10)	3.37
VFINX	0.54	0.02	0.01	0.09	0.76	(0.53)	1.23	(1.17)	3.55
VFFSX	0.54	0.07	0.01	0.96	0.78	(0.51)	1.23	(1.17)	3.55
VBTLX	0.16	(0.01)	(0.31)	(0.11)	0.19	(0.18)	0.31	(0.31)	0.92

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