Carillon Chartwell Correlations
BERHX Fund | 13.64 0.01 0.07% |
The current 90-days correlation between Carillon Chartwell Real and Chartwell Short Duration is 0.3 (i.e., Weak 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
Modest diversification
The correlation between Carillon Chartwell Real and DJI is 0.2 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Chartwell Real and DJI in the same portfolio, assuming nothing else is changed.
Carillon |
Moving together with Carillon Mutual Fund
0.98 | CWFIX | Chartwell Short Duration | PairCorr |
0.97 | CWFCX | Carillon Chartwell Short | PairCorr |
0.97 | CWFAX | Chartwell Short Duration | PairCorr |
0.97 | CWFRX | Carillon Chartwell Short | PairCorr |
0.94 | HIGCX | Eagle Growth Income | PairCorr |
0.95 | HIGJX | Eagle Growth Income | PairCorr |
0.95 | HIGUX | Eagle Growth Income | PairCorr |
0.85 | CWSHX | Carillon Chartwell Small | PairCorr |
0.85 | CWSCX | Carillon Chartwell Small | PairCorr |
0.94 | CWSAX | Carillon Chartwell Small | PairCorr |
0.94 | CWSBX | Carillon Chartwell Small | PairCorr |
0.85 | CWSWX | Carillon Chartwell Small | PairCorr |
0.94 | CWSRX | Columbia Large Cap | PairCorr |
0.78 | SCCIX | Scout E Bond | PairCorr |
0.9 | SUBTX | Carillon Reams Uncon | PairCorr |
0.88 | SUBDX | Carillon Reams Uncon | PairCorr |
0.9 | SUBFX | Scout Unconstrained Bond | PairCorr |
0.87 | SUBEX | Carillon Reams Uncon | PairCorr |
0.85 | SCPDX | Carillon Reams Core | PairCorr |
0.86 | SCPWX | Carillon Reams Core | PairCorr |
0.91 | UMBMX | Scout Mid Cap | PairCorr |
0.94 | UMBHX | Scout Small Cap | PairCorr |
1.0 | BERSX | Carillon Chartwell Real | PairCorr |
1.0 | BERIX | Berwyn Income | PairCorr |
0.93 | BERCX | Berwyn Cornerstone | PairCorr |
0.93 | HRCCX | Eagle Capital Apprec | PairCorr |
0.93 | HRCIX | Eagle Capital Apprec | PairCorr |
0.91 | HRAUX | Eagle Mid Cap | PairCorr |
0.93 | HRCUX | Eagle Capital Apprec | PairCorr |
0.93 | HRSCX | Eagle Small Cap | PairCorr |
0.91 | HAGCX | Eagle Mid Cap | PairCorr |
0.93 | HSCCX | Eagle Small Cap | PairCorr |
0.93 | HSIIX | Eagle Small Cap | PairCorr |
0.94 | EISVX | Eagle International Stock | PairCorr |
0.94 | EISIX | Eagle International Stock | PairCorr |
0.94 | EISDX | Eagle International Stock | PairCorr |
0.94 | EISAX | Eagle International Stock | PairCorr |
0.91 | CSMUX | Carillon Scout Mid | PairCorr |
0.94 | CSSVX | Carillon Scout Small | PairCorr |
Moving against Carillon Mutual Fund
0.92 | USPSX | Profunds Ultrashort | PairCorr |
0.82 | TCTGX | Transamerica Cleartrack | PairCorr |
0.82 | TCTJX | Transamerica Cleartrack | PairCorr |
0.82 | TCSUX | Cleartrack 2020 Class | PairCorr |
0.81 | TDKTX | Cleartrack 2015 Class | PairCorr |
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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
CWFIX | 0.08 | 0.03 | (0.74) | 0.57 | 0.00 | 0.21 | 0.43 | |||
CWFCX | 0.08 | 0.04 | (0.71) | (1.89) | 0.00 | 0.21 | 0.64 | |||
CWFAX | 0.10 | 0.04 | (0.62) | (1.20) | 0.00 | 0.32 | 0.75 | |||
CWFRX | 0.09 | 0.05 | (0.59) | (0.95) | 0.00 | 0.32 | 0.75 | |||
HIGCX | 0.57 | 0.19 | 0.07 | (2.49) | 0.50 | 1.49 | 3.96 | |||
HIGJX | 0.56 | 0.07 | 0.05 | 0.23 | 0.49 | 1.61 | 4.00 | |||
HIGUX | 0.56 | 0.07 | 0.06 | 0.23 | 0.48 | 1.56 | 3.86 | |||
CWSIX | 1.06 | 0.07 | 0.08 | 0.19 | 1.01 | 2.54 | 7.73 | |||
CWSGX | 0.90 | 0.10 | 0.10 | 0.23 | 0.83 | 2.13 | 6.05 | |||
CWSHX | 1.06 | 0.27 | 0.09 | (1.51) | 0.99 | 2.55 | 7.74 |