Vaughan Nelson Correlations

VNVCX Fund

USD 21.43 0.24 1.13%

The current 90-days correlation between Vaughan Nelson Value and Ivy Energy Fund is -0.08 (i.e., Good diversification). The correlation of Vaughan Nelson 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.

Vaughan Nelson Correlation With Market

Very good diversification

The correlation between Vaughan Nelson Value and DJI is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vaughan Nelson Value 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 Vaughan Nelson Value. 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 Vaughan Mutual Fund

0.96	VNSYX	Vaughan Nelson Select	Pair Corr
0.98	VNSCX	Vaughan Nelson Select	Pair Corr
0.98	VNSNX	Vaughan Nelson Select	Pair Corr
1.0	VNVAX	Vaughan Nelson Value	Pair Corr
1.0	VNVNX	Vaughan Nelson Value	Pair Corr
0.98	VNVYX	Vaughan Nelson Value	Pair Corr
0.77	NRCFX	Aew Real Estate	Pair Corr
0.96	VSCNX	Vaughan Nelson Small	Pair Corr
0.66	NERYX	Loomis Sayles E	Pair Corr
0.89	MGGNX	Mirova Global Green	Pair Corr
0.92	PFN	Pimco Income Strategy	Pair Corr
0.91	PCF	Putnam High Income	Pair Corr
0.62	ITYAX	Invesco Technology	Pair Corr
0.91	CRF	Cornerstone Strategic	Pair Corr

Moving against Vaughan Mutual Fund

0.4	AMFAX	Asg Managed Futures	Pair Corr
0.36	XPPRX	Voya Prime Rate	Pair Corr

Related Correlations Analysis

	IENRX	PEO	IENIX	ICBAX	AIWEX	SEPIX	IGNAX
IENRX		0.9	0.91	0.97	0.92	0.95	0.94	IENRX
PEO	0.9		0.98	0.88	0.91	0.97	0.93	PEO
IENIX	0.91	0.98		0.88	0.93	0.98	0.95	IENIX
ICBAX	0.97	0.88	0.88		0.9	0.92	0.93	ICBAX
AIWEX	0.92	0.91	0.93	0.9		0.9	0.99	AIWEX
SEPIX	0.95	0.97	0.98	0.92	0.9		0.93	SEPIX
IGNAX	0.94	0.93	0.95	0.93	0.99	0.93		IGNAX
	IENRX	PEO	IENIX	ICBAX	AIWEX	SEPIX	IGNAX

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Risk-Adjusted Indicators

There is a big difference between Vaughan Mutual Fund performing well and Vaughan Nelson 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 Vaughan Nelson'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
IENRX	0.62	0.12	0.04	0.42	0.44	(0.72)	1.70	(1.06)	3.83
PEO	0.87	0.05	(0.04)	0.31	0.96	(0.94)	2.01	(1.68)	4.76
IENIX	0.92	0.09	(0.04)	0.48	0.88	(1.03)	1.88	(1.52)	4.32
ICBAX	0.94	0.31	0.08	(2.94)	0.79	(1.06)	2.15	(1.75)	5.13
AIWEX	0.90	0.36	0.08	(1.46)	0.89	(1.04)	2.09	(1.65)	4.93
SEPIX	0.77	0.06	(0.06)	0.33	0.64	(0.91)	1.91	(1.38)	3.71
IGNAX	0.74	0.26	0.06	(3.33)	0.31	(0.93)	1.88	(1.09)	3.09

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