Baillie Gifford Correlations

BGIUX Fund

USD 15.60 0.06 0.38%

The current 90-days correlation between Baillie Gifford Inte and The Eafe Pure is -0.13 (i.e., Good diversification). The correlation of Baillie Gifford 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.

Baillie Gifford Correlation With Market

Good diversification

The correlation between Baillie Gifford International 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 Baillie Gifford International 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 Baillie Gifford International. 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 employment.

Moving together with Baillie Mutual Fund

0.98	BSGLX	Long Term Steady Growth	Pair Corr
0.61	BTLSX	Baillie Gifford Inte	Pair Corr
0.61	BTLKX	Baillie Gifford Inte	Pair Corr
0.64	BGCWX	Baillie Gifford Eafe	Pair Corr
0.99	BGCJX	Baillie Gifford Eafe	Pair Corr
0.91	BGCDX	Baillie Gifford China Steady Growth	Pair Corr
0.91	BGCBX	Baillie Gifford China Steady Growth	Pair Corr
0.99	BGETX	Baillie Gifford Eafe	Pair Corr
0.61	BGELX	Emerging Markets	Pair Corr
0.95	BGEGX	Baillie Gifford Emerging	Pair Corr
0.99	BGEFX	Baillie Gifford Eafe	Pair Corr
0.61	BGEDX	Baillie Gifford Emerging	Pair Corr
0.67	BGIVX	Baillie Gifford Inte	Pair Corr
0.74	BGITX	Baillie Gifford Inte	Pair Corr
0.99	BGIKX	The International Equity	Pair Corr
1.0	BGIFX	Baillie Gifford Inte	Pair Corr
0.96	BGKEX	Emerging Markets	Pair Corr
0.98	BGLTX	Baillie Gifford Steady Growth	Pair Corr
0.99	BGPKX	Eafe Pure	Pair Corr
0.99	BGPFX	Baillie Gifford Eafe	Pair Corr
0.64	BICKX	The International Smaller	Pair Corr
0.95	BICIX	The International Smaller	Pair Corr
0.74	BINSX	The International Equity	Pair Corr
0.97	RERFX	Europacific Growth	Pair Corr
0.97	AEPFX	Europacific Growth	Pair Corr
0.99	CEUAX	Europacific Growth	Pair Corr
0.98	CEUCX	Europacific Growth	Pair Corr
0.98	RERCX	Europacific Growth	Pair Corr
0.98	REREX	Europacific Growth	Pair Corr
0.98	RERGX	Europacific Growth	Pair Corr

Moving against Baillie Mutual Fund

0.4

BGEUX

Baillie Gifford Eafe Steady Growth

Pair Corr

Related Correlations Analysis

	BSGPX	BSGLX	BTLSX	BTLKX	BGAKX	BGALX	BGASX	BGATX	BGCWX	BGCSX
BSGPX		0.73	0.96	0.96	0.76	0.57	0.95	0.95	1.0	0.65	BSGPX
BSGLX	0.73		0.68	0.69	0.99	0.44	0.67	0.65	0.7	0.97	BSGLX
BTLSX	0.96	0.68		1.0	0.7	0.59	0.97	0.97	0.98	0.57	BTLSX
BTLKX	0.96	0.69	1.0		0.7	0.59	0.97	0.97	0.97	0.57	BTLKX
BGAKX	0.76	0.99	0.7	0.7		0.42	0.72	0.7	0.73	0.96	BGAKX
BGALX	0.57	0.44	0.59	0.59	0.42		0.53	0.53	0.57	0.41	BGALX
BGASX	0.95	0.67	0.97	0.97	0.72	0.53		1.0	0.97	0.55	BGASX
BGATX	0.95	0.65	0.97	0.97	0.7	0.53	1.0		0.97	0.53	BGATX
BGCWX	1.0	0.7	0.98	0.97	0.73	0.57	0.97	0.97		0.61	BGCWX
BGCSX	0.65	0.97	0.57	0.57	0.96	0.41	0.55	0.53	0.61		BGCSX
	BSGPX	BSGLX	BTLSX	BTLKX	BGAKX	BGALX	BGASX	BGATX	BGCWX	BGCSX

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Risk-Adjusted Indicators

There is a big difference between Baillie Mutual Fund performing well and Baillie Gifford 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 Baillie Gifford'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
BSGPX	0.59	0.06	0.00	0.25	0.54	(0.68)	1.45	(1.11)	4.16
BSGLX	0.91	0.39	0.25	(5.96)	0.52	(1.10)	2.80	(1.47)	5.23
BTLSX	0.77	0.25	0.25	0.56	0.00	(0.94)	2.59	(1.00)	4.52
BTLKX	0.77	0.24	0.24	0.57	0.00	(0.89)	2.55	(0.99)	4.52
BGAKX	0.70	0.30	0.18	(3.92)	0.42	(0.85)	2.18	(1.35)	5.63
BGALX	0.21	0.10	0.00	5.88	0.00	0.00	0.00	0.00	2.44
BGASX	0.68	0.25	0.32	0.43	0.00	(0.85)	2.11	(0.76)	5.62
BGATX	0.67	0.26	0.33	0.49	0.00	(0.87)	2.16	(0.75)	5.66
BGCWX	0.54	0.10	0.03	0.35	0.44	(0.64)	1.54	(1.03)	3.93
BGCSX	0.57	0.19	0.06	(1.86)	0.44	(0.67)	1.49	(1.11)	3.94

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