Carillon Chartwell Correlations

Mutual Funds . USA . 
Fund . Carillon Chartwell Mid
BERDX Fund   17.70  0.19  1.09%   
The current 90-days correlation between Carillon Chartwell Mid and Chartwell Short Duration is 0.6 (i.e., Poor 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

Very poor diversification

The correlation between Carillon Chartwell Mid and DJI is 0.87 (i.e., Very poor 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 unemployment.

Moving together with Carillon Mutual Fund

  0.97CWFIX Chartwell Short DurationPairCorr
  0.96CWFCX Carillon Chartwell ShortPairCorr
  0.96CWFAX Chartwell Short DurationPairCorr
  0.96CWFRX Carillon Chartwell ShortPairCorr
  0.96HIGCX Eagle Growth IncomePairCorr
  0.99HIGJX Eagle Growth IncomePairCorr
  0.99HIGUX Eagle Growth IncomePairCorr
  0.97CWSIX Chartwell Small CapPairCorr
  0.99CWSGX Chartwell Small CapPairCorr
  0.94CWSHX Carillon Chartwell SmallPairCorr
  0.94CWSCX Carillon Chartwell SmallPairCorr
  0.96CWSAX Carillon Chartwell SmallPairCorr
  0.99CWSBX Carillon Chartwell SmallPairCorr
  0.97CWSWX Carillon Chartwell SmallPairCorr
  0.96CWSRX Columbia Large CapPairCorr
  0.64SCCIX Scout E BondPairCorr
  0.79SUBTX Carillon Reams UnconPairCorr
  0.79SUBDX Carillon Reams UnconPairCorr
  0.79SUBFX Scout Unconstrained BondPairCorr
  0.78SUBEX Carillon Reams UnconPairCorr
  0.72SCPEX Carillon Reams CorePairCorr
  0.73SCPDX Carillon Reams CorePairCorr
  0.74SCPWX Carillon Reams CorePairCorr
  0.74SCPZX Scout E PlusPairCorr
  0.98UMBMX Scout Mid CapPairCorr
  0.96UMBHX Scout Small CapPairCorr
  0.94BERSX Carillon Chartwell RealPairCorr
  0.94BERIX Berwyn IncomePairCorr
  0.94BERGX Carillon Chartwell RealPairCorr
  0.94BERHX Carillon Chartwell RealPairCorr
  0.97BERBX Carillon Chartwell MidPairCorr
  0.97BERCX Berwyn CornerstonePairCorr
  1.0BERAX Carillon Chartwell MidPairCorr
  0.98HRCCX Eagle Capital ApprecPairCorr
  0.96HRCIX Eagle Capital ApprecPairCorr
  0.98HRAUX Eagle Mid CapPairCorr
  0.96HRCPX Eagle Capital ApprecPairCorr
  0.96HRCUX Eagle Capital ApprecPairCorr
  0.99HRCVX Eagle Growth IncomePairCorr

Related Correlations Analysis

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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  0.90  0.10  0.10  0.23  0.83 
(1.04)
 2.13 
(1.65)
 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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