Carillon Chartwell Correlations

Mutual Funds . USA . 
Fund . Carillon Chartwell Mid
BERBX Fund   17.60  0.19  1.09%   
The current 90-days correlation between Carillon Chartwell Mid and Chartwell Short Duration is 0.05 (i.e., Significant diversification). The correlation of Carillon Chartwell 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.

Carillon Chartwell Correlation With Market

Good diversification

The correlation between Carillon Chartwell Mid 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 Carillon Chartwell Mid 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 Carillon Chartwell Mid. 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 Carillon Mutual Fund

  0.96CWFIX Chartwell Short DurationPairCorr
  0.96CWFCX Carillon Chartwell ShortPairCorr
  0.97CWFAX Chartwell Short DurationPairCorr
  0.97CWFRX Carillon Chartwell ShortPairCorr
  0.99HIGCX Eagle Growth IncomePairCorr
  0.97HIGJX Eagle Growth IncomePairCorr
  0.97HIGUX Eagle Growth IncomePairCorr
  0.94CWSIX Chartwell Small CapPairCorr
  0.63CWSGX Chartwell Small CapPairCorr
  0.97CWSHX Carillon Chartwell SmallPairCorr
  0.97CWSCX Carillon Chartwell SmallPairCorr
  0.99CWSAX Carillon Chartwell SmallPairCorr
  0.94CWSWX Carillon Chartwell SmallPairCorr
  0.62SCCIX Scout E BondPairCorr
  0.71SCPEX Carillon Reams CorePairCorr
  0.75SCPDX Carillon Reams CorePairCorr
  0.75SCPWX Carillon Reams CorePairCorr
  0.75SCPZX Scout E PlusPairCorr
  0.97UMBMX Scout Mid CapPairCorr
  0.98UMBHX Scout Small CapPairCorr
  0.71BERSX Carillon Chartwell RealPairCorr
  0.93BERIX Berwyn IncomePairCorr
  0.93BERGX Carillon Chartwell RealPairCorr
  0.93BERHX Carillon Chartwell RealPairCorr
  0.67BERDX Carillon Chartwell MidPairCorr
  1.0BERCX Berwyn CornerstonePairCorr
  1.0BERAX Carillon Chartwell MidPairCorr
  0.97HRCCX Eagle Capital ApprecPairCorr
  0.98HRCIX Eagle Capital ApprecPairCorr
  0.69HRAUX Eagle Mid CapPairCorr
  0.98HRCPX Eagle Capital ApprecPairCorr
  0.98HRCUX Eagle Capital ApprecPairCorr
  0.96HRCVX Eagle Growth IncomePairCorr
  0.99HRSCX Eagle Small CapPairCorr
  0.69HAGIX Eagle Mid CapPairCorr
  0.96HAGCX Eagle Mid CapPairCorr
  0.97HSCCX Eagle Small CapPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Carillon Mutual Fund performing well and Carillon Chartwell 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 Carillon Chartwell'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
CWFIX  0.08  0.03 (0.74) 0.57  0.00 
(0.14)
 0.21 
(0.11)
 0.43 
CWFCX  0.08  0.04 (0.71)(1.89) 0.00 
(0.15)
 0.21 
(0.10)
 0.64 
CWFAX  0.10  0.04 (0.62)(1.20) 0.00 
(0.16)
 0.32 
(0.11)
 0.75 
CWFRX  0.09  0.05 (0.59)(0.95) 0.00 
(0.15)
 0.32 
(0.11)
 0.75 
HIGCX  0.57  0.19  0.07 (2.49) 0.50 
(0.65)
 1.49 
(1.13)
 3.96 
HIGJX  0.56  0.07  0.05  0.23  0.49 
(0.64)
 1.61 
(1.12)
 4.00 
HIGUX  0.56  0.07  0.06  0.23  0.48 
(0.64)
 1.56 
(1.12)
 3.86 
CWSIX  1.06  0.07  0.08  0.19  1.01 
(1.26)
 2.54 
(1.81)
 7.73 
CWSGX  0.89  0.19  0.18  0.33  0.60 
(1.08)
 2.13 
(1.57)
 6.05 
CWSHX  1.06  0.27  0.09 (1.51) 0.99 
(1.24)
 2.55 
(1.81)
 7.74 

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