Carillon Chartwell Correlations

Mutual Funds . USA . 
Fund . Carillon Chartwell Real
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.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Carillon Chartwell Real. 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 rate.

Moving together with Carillon Mutual Fund

  0.98CWFIX Chartwell Short DurationPairCorr
  0.98CWFCX Carillon Chartwell ShortPairCorr
  0.97CWFAX Chartwell Short DurationPairCorr
  0.97CWFRX Carillon Chartwell ShortPairCorr
  0.94HIGCX Eagle Growth IncomePairCorr
  0.95HIGJX Eagle Growth IncomePairCorr
  0.95HIGUX Eagle Growth IncomePairCorr
  0.85CWSHX Carillon Chartwell SmallPairCorr
  0.85CWSCX Carillon Chartwell SmallPairCorr
  0.94CWSAX Carillon Chartwell SmallPairCorr
  0.94CWSBX Carillon Chartwell SmallPairCorr
  0.85CWSWX Carillon Chartwell SmallPairCorr
  0.94CWSRX Columbia Large CapPairCorr
  0.78SCCIX Scout E BondPairCorr
  0.9SUBTX Carillon Reams UnconPairCorr
  0.89SUBDX Carillon Reams UnconPairCorr
  0.9SUBFX Scout Unconstrained BondPairCorr
  0.88SUBEX Carillon Reams UnconPairCorr
  0.85SCPDX Carillon Reams CorePairCorr
  0.86SCPWX Carillon Reams CorePairCorr
  0.91UMBMX Scout Mid CapPairCorr
  0.94UMBHX Scout Small CapPairCorr
  1.0BERSX Carillon Chartwell RealPairCorr
  1.0BERIX Berwyn IncomePairCorr
  0.93BERCX Berwyn CornerstonePairCorr
  0.93HRCCX Eagle Capital ApprecPairCorr
  0.93HRCIX Eagle Capital ApprecPairCorr
  0.91HRAUX Eagle Mid CapPairCorr
  0.93HRCUX Eagle Capital ApprecPairCorr
  0.93HRSCX Eagle Small CapPairCorr
  0.91HAGCX Eagle Mid CapPairCorr
  0.93HSCCX Eagle Small CapPairCorr
  0.93HSIIX Eagle Small CapPairCorr
  0.94EISVX Eagle International StockPairCorr
  0.94EISIX Eagle International StockPairCorr
  0.94EISDX Eagle International StockPairCorr
  0.94EISAX Eagle International StockPairCorr
  0.91CSMUX Carillon Scout MidPairCorr
  0.94CSSVX Carillon Scout SmallPairCorr

Moving against Carillon Mutual Fund

  0.92USPSX Profunds UltrashortPairCorr
  0.82TCTGX Transamerica CleartrackPairCorr
  0.82TCTJX Transamerica CleartrackPairCorr
  0.82TCSUX Cleartrack 2020 ClassPairCorr
  0.81TDKTX Cleartrack 2015 ClassPairCorr

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  0.02 (0.76) 0.54  0.00 
(0.14)
 0.21 
(0.10)
 0.43 
CWFAX  0.09  0.03 (0.66) 0.49  0.00 
(0.15)
 0.31 
(0.11)
 0.53 
CWFRX  0.08  0.03 (0.62) 0.48  0.00 
(0.14)
 0.21 
(0.11)
 0.53 
HIGCX  0.56  0.07  0.05  0.22  0.50 
(0.64)
 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  1.07  0.07  0.07  0.19  0.99 
(1.25)
 2.55 
(1.81)
 7.74 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY