Aristotle Funds Correlations

Mutual Funds . USA . 
Fund . Aristotle Funds Series
ARABX Fund   14.19  0.12  0.84%   
The current 90-days correlation between Aristotle Funds Series and Aristotle Funds Series is 0.83 (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

Good diversification

The correlation between Aristotle Funds Series and DJI is -0.15 (i.e., Good 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 bureau of labor statistics.

Moving together with Aristotle Mutual Fund

  0.97ARALX Aristotle Funds SeriesPairCorr
  0.97ARAGX Aristotle Funds SeriesPairCorr
  0.94ARAFX Aristotle InternationalPairCorr
  1.0ARAHX Aristotle Funds SeriesPairCorr
  0.78ARAOX Aristotlesaul GlobalPairCorr
  0.99ARAQX Aristotle Value EqPairCorr
  0.78ARIOX Aristotle/saul GlobalPairCorr
  0.99ARIQX Aristotle Value EqPairCorr
  0.97ARILX Aristotle Funds SeriesPairCorr
  0.94ARIFX Wilmington IntermediatePairCorr
  1.0ARIHX Aristotle Funds SeriesPairCorr
  1.0ARIBX Aristotle Funds SeriesPairCorr
  1.0ARRBX Aristotle Funds SeriesPairCorr
  0.65PLEBX Pacific Funds EsgPairCorr
  0.89PLUAX Aristotle Funds SeriesPairCorr
  1.0AIBBX Aristotle Funds SeriesPairCorr
  0.94AIFFX Aristotle InternationalPairCorr
  0.97AIGGX Aristotle Growth EquityPairCorr
  1.0AIHHX Aristotle Funds SeriesPairCorr
  0.97AIOOX Aristotle/saul GlobalPairCorr
  0.99AIQQX Aristotle Funds SeriesPairCorr
  1.0AISHX Aristotle Funds SeriesPairCorr
  1.0AISBX Ing Series FundPairCorr
  0.69VSMAX Vanguard Small CapPairCorr
  0.69VSCIX Vanguard Small CapPairCorr
  0.69VSCPX Vanguard Small CapPairCorr
  0.69NAESX Vanguard Small CapPairCorr
  0.67FSSNX Fidelity Small CapPairCorr
  0.62DFSTX Us Small CapPairCorr
  0.96PASVX T Rowe PricePairCorr
  0.62PRVIX T Rowe PricePairCorr
  0.69TRZVX T Rowe PricePairCorr
  0.69PRSVX T Rowe PricePairCorr
  0.97VTSAX Vanguard Total StockPairCorr
  0.96VFIAX Vanguard 500 IndexPairCorr
  0.97VTSMX Vanguard Total StockPairCorr
  0.97VSMPX Vanguard Total StockPairCorr
  0.97VSTSX Vanguard Total StockPairCorr
  0.96VITSX 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  0.28  0.14 (3.38) 0.51 
(0.82)
 2.19 
(0.93)
 5.16 
ARAGX  0.83  0.32  0.16 (6.25) 0.65 
(1.07)
 2.44 
(1.20)
 6.06 
ARAFX  0.50  0.19  0.08 (2.38) 0.18 
(0.63)
 1.06 
(0.85)
 2.76 
ARAHX  0.76  0.20  0.04 (1.03) 0.75 
(0.89)
 2.00 
(1.49)
 5.19 
ARABX  0.78  0.18  0.02 (0.94) 0.78 
(0.93)
 1.93 
(1.71)
 5.03 
ARAQX  0.65  0.18  0.04 (1.68) 0.67 
(0.78)
 1.81 
(1.38)
 4.27 
ARIQX  0.66  0.19  0.04 (1.55) 0.67 
(0.78)
 1.84 
(1.41)
 4.36 
ARILX  0.71  0.28  0.14 (3.34) 0.49 
(0.88)
 2.13 
(0.95)
 5.10 
ARIFX  0.50  0.19  0.08 (2.64) 0.21 
(0.63)
 1.07 
(0.83)
 2.73 
ARIHX  0.73  0.20  0.04 (0.96) 0.78 
(0.85)
 2.01 
(1.64)
 5.16 

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