Aristotle Value Correlations

ARRQX Fund

22.60 0.01 0.04%

The current 90-days correlation between Aristotle Value Equity and Jhancock Real Estate is 0.67 (i.e., 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

Good diversification

The correlation between Aristotle Value Equity and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Aristotle Value Equity 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 Equity. 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

0.64	ARALX	Aristotle Funds Series	Pair Corr
0.97	ARAGX	Aristotle Funds Series	Pair Corr
0.74	ARAFX	Aristotle International	Pair Corr
0.71	ARAHX	Aristotle Funds Series	Pair Corr
0.67	ARABX	Aristotle Funds Series	Pair Corr
0.84	ARAOX	Aristotlesaul Global	Pair Corr
0.97	ARAQX	Aristotle Value Eq	Pair Corr
0.84	ARIOX	Aristotle/saul Global	Pair Corr
0.73	ARIQX	Aristotle Value Eq	Pair Corr
0.73	ARILX	Aristotle Funds Series	Pair Corr
0.94	ARIFX	Wilmington Intermediate	Pair Corr
0.76	ARIHX	Aristotle Funds Series	Pair Corr
0.67	ARIBX	Aristotle Funds Series	Pair Corr
0.99	ARRBX	Aristotle Funds Series	Pair Corr
0.7	PLEBX	Pacific Funds Esg	Pair Corr
0.61	PLEDX	Pacific Funds Esg	Pair Corr
0.93	PLUAX	Aristotle Funds Series	Pair Corr
0.67	AIBBX	Aristotle Funds Series	Pair Corr
0.95	AIFFX	Aristotle International	Pair Corr
0.64	AIGGX	Aristotle Growth Equity	Pair Corr
0.99	AIHHX	Aristotle Funds Series	Pair Corr
0.98	AILLX	Aristotle Funds Series	Pair Corr
0.97	AIOOX	Aristotle/saul Global	Pair Corr
1.0	AIQQX	Aristotle Funds Series	Pair Corr
0.99	AISHX	Aristotle Funds Series	Pair Corr
0.99	AISBX	Ing Series Fund	Pair Corr
0.99	VTSAX	Vanguard Total Stock	Pair Corr
0.97	VFIAX	Vanguard 500 Index	Pair Corr
0.99	VTSMX	Vanguard Total Stock	Pair Corr
0.97	VITSX	Vanguard Total Stock	Pair Corr
0.99	VSMPX	Vanguard Total Stock	Pair Corr
0.99	VSTSX	Vanguard Total Stock	Pair Corr
0.97	VFINX	Vanguard 500 Index	Pair Corr
0.99	VFFSX	Vanguard 500 Index	Pair Corr
0.97	VINIX	Vanguard Institutional	Pair Corr
0.97	VIIIX	Vanguard Institutional	Pair Corr

Moving against Aristotle Mutual Fund

0.96	USPSX	Profunds Ultrashort	Pair Corr
0.96	USPIX	Profunds Ultrashort	Pair Corr
0.96	UIPIX	Ultrashort Mid Cap	Pair Corr
0.81	TCTGX	Transamerica Cleartrack	Pair Corr
0.8	TDKTX	Cleartrack 2015 Class	Pair Corr
0.8	TCTJX	Transamerica Cleartrack	Pair Corr
0.76	TCSUX	Cleartrack 2020 Class	Pair Corr

Related Correlations Analysis

	JYEBX	NRCFX	PNDIX	CREMX	RREYX	STMMX	IREIX	CNREX
JYEBX		0.95	0.63	0.67	0.94	0.98	0.89	0.81	JYEBX
NRCFX	0.95		0.76	0.79	0.99	0.95	0.89	0.83	NRCFX
PNDIX	0.63	0.76		1.0	0.81	0.7	0.67	0.71	PNDIX
CREMX	0.67	0.79	1.0		0.83	0.72	0.7	0.74	CREMX
RREYX	0.94	0.99	0.81	0.83		0.95	0.88	0.83	RREYX
STMMX	0.98	0.95	0.7	0.72	0.95		0.85	0.8	STMMX
IREIX	0.89	0.89	0.67	0.7	0.88	0.85		0.87	IREIX
CNREX	0.81	0.83	0.71	0.74	0.83	0.8	0.87		CNREX
	JYEBX	NRCFX	PNDIX	CREMX	RREYX	STMMX	IREIX	CNREX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
JYEBX	0.64	0.12	(0.03)	(0.81)	0.81	(0.71)	1.77	(1.39)	4.76
NRCFX	0.56	0.13	(0.02)	(1.04)	0.66	(0.61)	1.46	(1.18)	3.75
PNDIX	0.04	0.02	0.00	10.47	0.00	0.00	0.10	0.00	0.20
CREMX	0.02	0.02	0.00	(6.20)	0.00	0.00	0.08	0.00	0.16
RREYX	0.54	0.14	(0.01)	(1.38)	0.56	(0.56)	1.42	(1.17)	3.69
STMMX	0.60	0.12	(0.03)	(0.75)	0.74	(0.67)	1.68	(1.36)	4.36
IREIX	0.63	0.03	(0.03)	0.19	0.83	(0.66)	1.53	(1.11)	4.76
CNREX	0.69	0.02	(0.01)	0.16	0.81	(0.69)	1.61	(1.57)	4.14

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