Aristotle Funds Correlations

Mutual Funds USA . 
Fund . Aristotle Funds Series
AIHHX Fund   7.00  0.05  0.71%   
The current 90-days correlation between Aristotle Funds Series and Aristotle Funds Series is 0.84 (i.e., Very poor diversification). The correlation of Aristotle Funds 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.

Aristotle Funds Correlation With Market

Very poor diversification

The correlation between Aristotle Funds Series and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aristotle Funds Series 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 Aristotle Funds Series. 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 rate.

Moving together with Aristotle Mutual Fund

  0.97ARALX Aristotle Funds SeriesPairCorr
  0.97ARAGX Aristotle Funds SeriesPairCorr
  0.95ARAFX Aristotle InternationalPairCorr
  1.0ARAHX Aristotle Funds SeriesPairCorr
  1.0ARABX Aristotle Funds SeriesPairCorr
  0.79ARAOX Aristotlesaul GlobalPairCorr
  0.99ARAQX Aristotle Value EqPairCorr
  0.79ARIOX Aristotle/saul GlobalPairCorr
  0.99ARIQX Aristotle Value EqPairCorr
  0.97ARILX Aristotle Funds SeriesPairCorr
  0.95ARIFX Wilmington IntermediatePairCorr
  1.0ARIHX Aristotle Funds SeriesPairCorr
  1.0ARIBX Aristotle Funds SeriesPairCorr
  1.0ARRBX Aristotle Funds SeriesPairCorr
  0.62PLEBX Pacific Funds EsgPairCorr
  0.88PLUAX Aristotle Funds SeriesPairCorr
  1.0AIBBX Aristotle Funds SeriesPairCorr
  0.95AIFFX Aristotle InternationalPairCorr
  0.97AIGGX Aristotle Growth EquityPairCorr
  0.97AIOOX Aristotle/saul GlobalPairCorr
  0.99AIQQX Aristotle Funds SeriesPairCorr
  1.0AISHX Aristotle Funds SeriesPairCorr
  1.0AISBX Ing Series FundPairCorr
  0.99VSMAX Vanguard Small CapPairCorr
  0.99VSCIX Vanguard Small CapPairCorr
  0.99VSCPX Vanguard Small CapPairCorr
  0.99NAESX Vanguard Small CapPairCorr
  0.98FSSNX Fidelity Small CapPairCorr
  0.99DFSTX Us Small CapPairCorr
  0.99PASVX T Rowe PricePairCorr
  0.99PRVIX T Rowe PricePairCorr
  0.99TRZVX T Rowe PricePairCorr
  0.99PRSVX T Rowe PricePairCorr
  0.98VTSAX Vanguard Total StockPairCorr
  0.97VFIAX Vanguard 500 IndexPairCorr
  0.98VTSMX Vanguard Total StockPairCorr
  0.98VSMPX Vanguard Total StockPairCorr
  0.98VSTSX Vanguard Total StockPairCorr
  0.98VITSX Vanguard Total StockPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Aristotle Mutual Fund performing well and Aristotle Funds 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 Aristotle Funds' 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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
ARALX  0.70  0.15  0.15  0.29  0.51 
(0.82)
 2.19 
(0.93)
 5.16 
ARAGX  0.83  0.17  0.17  0.30  0.65 
(1.07)
 2.44 
(1.20)
 6.06 
ARAFX  0.50  0.16  0.09  1.06  0.18 
(0.63)
 1.06 
(0.85)
 2.76 
ARAHX  0.76  0.05  0.04  0.19  0.75 
(0.89)
 2.00 
(1.49)
 5.19 
ARABX  0.78  0.04  0.03  0.18  0.78 
(0.93)
 1.93 
(1.71)
 5.03 
ARAQX  0.65  0.06  0.04  0.20  0.67 
(0.78)
 1.81 
(1.38)
 4.27 
ARIQX  0.66  0.06  0.04  0.20  0.67 
(0.78)
 1.84 
(1.41)
 4.36 
ARILX  0.71  0.15  0.14  0.29  0.49 
(0.88)
 2.13 
(0.95)
 5.10 
ARIFX  0.50  0.16  0.09  1.06  0.21 
(0.63)
 1.07 
(0.83)
 2.73 
ARIHX  0.73  0.06  0.04  0.19  0.78 
(0.85)
 2.01 
(1.64)
 5.16 

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