Aristotle Value Correlations

Mutual Funds . USA . 
Fund . Aristotle Value Eq
ARAQX Fund   10.87  0.14  1.30%   
The current 90-days correlation between Aristotle Value Eq and Aristotle Funds Series is 0.85 (i.e., Very poor diversification). The correlation of Aristotle Value 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 Value Correlation With Market

Almost no diversification

The correlation between Aristotle Value Eq and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aristotle Value Eq 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 Value Eq. 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 producer price index.

Moving together with Aristotle Mutual Fund

  0.98ARALX Aristotle Funds SeriesPairCorr
  0.63ARAGX Aristotle Funds SeriesPairCorr
  0.95ARAFX Aristotle InternationalPairCorr
  0.99ARAHX Aristotle Funds SeriesPairCorr
  0.99ARABX Aristotle Funds SeriesPairCorr
  0.82ARAOX Aristotlesaul GlobalPairCorr
  0.82ARIOX Aristotle/saul GlobalPairCorr
  1.0ARIQX Aristotle Value EqPairCorr
  0.64ARILX Aristotle Funds SeriesPairCorr
  0.95ARIFX Wilmington IntermediatePairCorr
  0.99ARIHX Aristotle Funds SeriesPairCorr
  0.99ARIBX Aristotle Funds SeriesPairCorr
  0.99ARRBX Aristotle Funds SeriesPairCorr
  1.0ARRQX Aristotle Value EquityPairCorr
  0.66PLEBX Pacific Funds EsgPairCorr
  0.93PLUAX Aristotle Funds SeriesPairCorr
  0.99AIBBX Aristotle Funds SeriesPairCorr
  0.95AIFFX Aristotle InternationalPairCorr
  0.98AIGGX Aristotle Growth EquityPairCorr
  0.99AIHHX Aristotle Funds SeriesPairCorr
  0.64AILLX Aristotle Funds SeriesPairCorr
  0.98AIOOX Aristotle/saul GlobalPairCorr
  1.0AIQQX Aristotle Funds SeriesPairCorr
  0.98AISHX Aristotle Funds SeriesPairCorr
  0.99AISBX Ing Series FundPairCorr
  0.99VTSAX Vanguard Total StockPairCorr
  0.99VFIAX Vanguard 500 IndexPairCorr
  0.99VTSMX Vanguard Total StockPairCorr
  0.99VITSX Vanguard Total StockPairCorr
  0.99VSMPX Vanguard Total StockPairCorr
  0.99VSTSX Vanguard Total StockPairCorr
  0.99VFINX Vanguard 500 IndexPairCorr
  0.99VFFSX Vanguard 500 IndexPairCorr
  0.99VINIX Vanguard InstitutionalPairCorr
  0.99VIIIX Vanguard InstitutionalPairCorr

Moving against Aristotle Mutual Fund

  0.98UIPIX Ultrashort Mid CapPairCorr
  0.97USPSX Profunds UltrashortPairCorr
  0.97USPIX Profunds UltrashortPairCorr
  0.78TCTGX Transamerica CleartrackPairCorr
  0.78TDKTX Cleartrack 2015 ClassPairCorr
  0.78TCTJX Transamerica CleartrackPairCorr
  0.74TCSUX Cleartrack 2020 ClassPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Aristotle Mutual Fund performing well and Aristotle Value 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 Value'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
ARALX  0.70  0.15  0.15  0.29  0.51 
(0.80)
 2.19 
(0.93)
 5.16 
ARAGX  0.73  0.37  0.36  2.39  0.00 
(1.02)
 2.42 
(0.95)
 6.06 
ARAFX  0.49  0.16  0.09  1.06  0.20 
(0.62)
 1.03 
(0.85)
 2.76 
ARAHX  0.75  0.05  0.04  0.19  0.77 
(0.87)
 2.00 
(1.49)
 5.19 
ARABX  0.78  0.04  0.03  0.18  0.79 
(0.90)
 1.93 
(1.71)
 5.03 
ARAQX  0.65  0.06  0.04  0.20  0.69 
(0.76)
 1.81 
(1.38)
 4.27 
ARIQX  0.65  0.06  0.04  0.20  0.69 
(0.76)
 1.84 
(1.41)
 4.36 
ARILX  0.63  0.31  0.29  3.13  0.00 
(0.85)
 1.90 
(0.81)
 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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