Us Government Correlations

UGSDX Fund

USD 1.95 0.00 0.00%

The current 90-days correlation between Us Government Securities and Qs Large Cap is -0.19 (i.e., Good diversification). The correlation of Us Government 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.

Us Government Correlation With Market

Good diversification

The correlation between Us Government Securities and DJI is -0.18 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Us Government Securities 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 Us Government Securities. 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 banks.

Moving together with UGSDX Mutual Fund

0.77	UNWPX	World Precious Minerals	Pair Corr
0.79	USERX	Gold And Precious	Pair Corr
0.8	PSPFX	Global Resources	Pair Corr
0.87	PTSPX	Pimco Short Term	Pair Corr
0.88	PTSHX	Short Term Fund	Pair Corr
0.85	PSFAX	Short Term Fund	Pair Corr
0.84	PTSRX	Short Term Fund	Pair Corr
0.87	PSDNX	Putnam Ultra Short	Pair Corr
0.91	LUSNX	Lord Abbett Ultra	Pair Corr
0.83	VUBFX	Vanguard Ultra-short-term	Pair Corr
0.86	PSDRX	Putnam Short Duration	Pair Corr
0.9	PSDYX	Putnam Short Duration	Pair Corr
0.77	FTYPX	Fidelity Freedom Index	Pair Corr
0.76	FFBTX	Fidelity Freedom Blend	Pair Corr
0.73	GABFX	Gmo Asset Allocation	Pair Corr
0.81	GQLOX	Gmo Quality Fund	Pair Corr
0.67	GHVIX	Gmo High Yield	Pair Corr
0.75	GMCQX	Gmo Equity Allocation	Pair Corr
0.76	FAKTX	American Funds 2015	Pair Corr
0.68	CICEX	Investment Of America	Pair Corr
0.62	AFGPX	Alger International	Pair Corr
0.85	FHCCX	Fidelity Advisor Health	Pair Corr
0.81	CBACX	Ab Global Risk	Pair Corr
0.72	SMTYX	Jpmorgan Smartretirement	Pair Corr
0.73	GESOX	Lazard Global Equity	Pair Corr
0.75	NEFRX	Loomis Sayles E	Pair Corr
0.69	DODWX	Dodge Global Stock	Pair Corr
0.63	ZVGNX	Zevenbergen Genea	Pair Corr
0.75	BALCX	American Balanced	Pair Corr
0.77	ABWIX	Ab All Market	Pair Corr
0.74	IBALX	Transamerica Multi-managed	Pair Corr
0.74	AUNTX	Ab Municipal Bond	Pair Corr
0.76	VBINX	Vanguard Balanced Index	Pair Corr

Related Correlations Analysis

	LMUSX	CMIFX	AALIX	RETSX	JDVNX	DLCIX	TAGRX	NEAMX
LMUSX		0.88	0.95	0.98	0.97	0.96	0.93	0.95	LMUSX
CMIFX	0.88		0.9	0.87	0.89	0.87	0.84	0.88	CMIFX
AALIX	0.95	0.9		0.94	0.94	0.92	0.98	0.97	AALIX
RETSX	0.98	0.87	0.94		0.96	0.98	0.92	0.94	RETSX
JDVNX	0.97	0.89	0.94	0.96		0.95	0.93	0.95	JDVNX
DLCIX	0.96	0.87	0.92	0.98	0.95		0.92	0.96	DLCIX
TAGRX	0.93	0.84	0.98	0.92	0.93	0.92		0.97	TAGRX
NEAMX	0.95	0.88	0.97	0.94	0.95	0.96	0.97		NEAMX
	LMUSX	CMIFX	AALIX	RETSX	JDVNX	DLCIX	TAGRX	NEAMX

Risk-Adjusted Indicators

There is a big difference between UGSDX Mutual Fund performing well and Us Government 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 Us Government'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
LMUSX	0.51	0.05	0.06	0.14	0.48	(0.56)	1.25	(0.58)	4.38
CMIFX	0.07	0.01	(0.68)	2.57	0.00	(0.12)	0.10	(0.10)	0.52
AALIX	0.39	0.11	0.02	(0.88)	0.32	(0.48)	0.99	(0.54)	3.49
RETSX	0.50	0.01	0.01	0.09	0.61	(0.53)	1.28	(0.67)	4.26
JDVNX	0.48	0.00	(0.02)	0.08	0.54	(0.53)	1.39	(0.77)	3.80
DLCIX	0.55	0.02	0.02	0.10	0.63	(0.60)	1.41	(0.85)	4.04
TAGRX	0.52	0.10	0.00	(0.45)	0.67	(0.56)	1.44	(0.93)	4.49
NEAMX	0.40	0.12	0.04	(1.18)	0.41	(0.44)	1.10	(0.62)	3.64

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Us Government Correlations

Us Government Correlation With Market

Good diversification

Moving together with UGSDX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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