Limited Duration Correlations

Mutual Funds . USA . 
Fund . Limited Duration Fund
AASTX Fund  USD 9.33  0.01  0.11%   
The current 90-days correlation between Limited Duration and Ab Value Fund is 0.12 (i.e., Average diversification). The correlation of Limited Duration 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.

Limited Duration Correlation With Market

Average diversification

The correlation between Limited Duration Fund and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Limited Duration Fund and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Limited Duration Fund. 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 estimate.

Moving together with Limited Mutual Fund

  0.83APBDX Bond Fund InvestorPairCorr
  0.94APENX Strategic Enhanced YieldPairCorr
  0.86APLIX Cavanal Hill HedgedPairCorr
  1.0APSTX Limited DurationPairCorr
  0.86APUSX Cavanal Hill UltraPairCorr
  0.84APWEX World EnergyPairCorr
  0.84AABOX Bond Fund ClassPairCorr
  0.94AAENX Strategic Enhanced YieldPairCorr
  0.87AAUSX Cavanal Hill UltraPairCorr
  0.84AAWEX World EnergyPairCorr
  0.84ACWEX World EnergyPairCorr
  0.85AIBNX Bond Fund InstitutionalPairCorr
  0.94AIENX Strategic Enhanced YieldPairCorr
  0.86AILIX Cavanal Hill HedgedPairCorr
  1.0AISTX Limited DurationPairCorr
  0.91AIUSX Cavanal Hillultra ShortPairCorr
  0.84AIWEX World EnergyPairCorr
  0.91VBIRX Vanguard Short TermPairCorr
  0.88VFSUX Vanguard Short TermPairCorr
  0.97VFSIX Vanguard Short TermPairCorr
  0.97VFSTX Vanguard Short TermPairCorr
  0.95VBITX Vanguard Short TermPairCorr
  0.96VBISX Vanguard Short TermPairCorr
  0.94LALDX Lord Abbett ShortPairCorr
  0.95VSCSX Vanguard Short TermPairCorr
  0.96LDLAX Lord Abbett ShortPairCorr
  0.94LDLRX Lord Abbett ShortPairCorr
  0.82BRUFX Bruce Fund BrucePairCorr
  0.83SPGSX State Street PremierPairCorr
  0.9KF Korea ClosedPairCorr
  0.85FLMFX Muirfield Fund RetailPairCorr
  0.84IRDAX Ishares Russell 3000PairCorr
  0.91LTTKX Mfs Lifetime 2025PairCorr
  0.81LSIRX Clearbridge Mid CapPairCorr
  0.84SHXYX American Beacon ShapiroPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Limited Mutual Fund performing well and Limited Duration 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 Limited Duration'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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