Swan Defined Correlations

Mutual Funds . USA . 
Fund . Swan Defined Risk
SDRCX Fund  USD 14.33  0.04  0.28%   
The current 90-days correlation between Swan Defined Risk and Fidelity Advisor Energy is 0.12 (i.e., Average diversification). The correlation of Swan Defined 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.

Swan Defined Correlation With Market

Almost no diversification

The correlation between Swan Defined Risk and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Swan Defined Risk and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Swan Defined Risk. 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 main economic indicators.

Moving together with Swan Mutual Fund

  1.0SDACX Swan Defined RiskPairCorr
  0.98SDAAX Swan Defined RiskPairCorr
  0.98SDAIX Swan Defined RiskPairCorr
  0.99SDRAX Swan Defined RiskPairCorr
  1.0SDRIX Swan Defined RiskPairCorr
  0.97JHQCX Jpmorgan Hedged EquityPairCorr
  0.97JHEQX Jpmorgan Hedged EquityPairCorr
  0.96JHQAX Jpmorgan Hedged EquityPairCorr
  0.99GTENX Gateway Fund ClassPairCorr
  0.97GTECX Gateway Fund ClassPairCorr
  0.99GTEYX Gateway Fund ClassPairCorr
  0.97GATEX Gateway Fund ClassPairCorr
  0.96JHDCX Jpmorgan Hedged EquityPairCorr
  0.96JHDRX Jpmorgan Hedged EquityPairCorr
  0.97JHDAX Jpmorgan Hedged EquityPairCorr
  0.98VSTSX Vanguard Total StockPairCorr
  0.98VSMPX Vanguard Total StockPairCorr
  0.99VITSX Vanguard Total StockPairCorr
  0.98VFFSX Vanguard 500 IndexPairCorr
  0.99VFIAX Vanguard 500 IndexPairCorr
  0.96VTISX Vanguard Total InterPairCorr
  0.96VTSNX Vanguard Total InterPairCorr
  0.98VTPSX Vanguard Total InterPairCorr
  0.99VINIX Vanguard InstitutionalPairCorr
  0.97VTSAX Vanguard Total StockPairCorr
  0.93MXJVX Great West MfsPairCorr
  0.98CMEUX Six Circles ManagedPairCorr
  0.95FTXSX Fuller Thaler BehavioralPairCorr
  0.99VCGAX Growth IncomePairCorr
  0.96STILX Federated StrategicPairCorr
  0.74ITBFX Hartford TotalPairCorr
  0.93BTMFX Boston Trust MidcapPairCorr
  0.99CSXRX Calvert Large CapPairCorr
  0.94ASISX Invesco Asia PacificPairCorr
  0.96AAGOX Alger Large CapPairCorr
  0.77TWARX Short Term GovernmentPairCorr
  0.94FGULX Federated GovernmentPairCorr
  0.93HWGAX Hotchkis Wiley GlobalPairCorr
  0.67POMCX Pacific Funds PortfolioPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Swan Mutual Fund performing well and Swan Defined 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 Swan Defined'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.

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