Cohen Steers Correlations

CSDIX Fund

USD 17.73 0.02 0.11%

The current 90-days correlation between Cohen Steers Real and American Funds Conservative is 0.58 (i.e., Very weak diversification). The correlation of Cohen Steers 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.

Cohen Steers Correlation With Market

Very weak diversification

The correlation between Cohen Steers Real and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers 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 Cohen Steers 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 gross domestic product.

For more information on how to buy Cohen Mutual Fund please use our How to Invest in Cohen Steers guide.

Moving together with Cohen Mutual Fund

0.92	CSJCX	Cohen Steers Realty	Pair Corr
0.69	CSJZX	Cohen Steers Realty	Pair Corr
0.94	CSRSX	Cohen Steers Realty	Pair Corr
0.86	VGSIX	Vanguard Reit Index	Pair Corr
0.87	VGSLX	Vanguard Reit Index	Pair Corr
0.87	VGSNX	Vanguard Reit Index	Pair Corr
0.92	DFREX	Dfa Real Estate	Pair Corr
0.75	CSCIX	Cohen Steers Real	Pair Corr
0.75	CSEIX	Cohen Steers Real	Pair Corr
0.87	VRTPX	Vanguard Reit Ii	Pair Corr
0.95	CSRIX	Cohen And Steers	Pair Corr
0.93	PIREX	Real Estate Securities	Pair Corr

Related Correlations Analysis

	FPTPX	EKBCX	LIGFX	GPICX	TLSHX	TFCAX
FPTPX		0.78	0.96	0.73	0.91	0.55	FPTPX
EKBCX	0.78		0.86	0.87	0.91	0.75	EKBCX
LIGFX	0.96	0.86		0.74	0.98	0.55	LIGFX
GPICX	0.73	0.87	0.74		0.78	0.88	GPICX
TLSHX	0.91	0.91	0.98	0.78		0.57	TLSHX
TFCAX	0.55	0.75	0.55	0.88	0.57		TFCAX
	FPTPX	EKBCX	LIGFX	GPICX	TLSHX	TFCAX

Risk-Adjusted Indicators

There is a big difference between Cohen Mutual Fund performing well and Cohen Steers 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 Cohen Steers' 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
FPTPX	0.26	0.01	(0.10)	0.11	0.19	(0.32)	0.56	(0.48)	1.47
EKBCX	0.77	0.10	0.09	0.17	0.91	(0.86)	1.72	(1.95)	5.18
LIGFX	0.23	0.01	(0.12)	0.12	0.17	(0.27)	0.53	(0.41)	1.46
GPICX	0.02	0.00	0.00	0.13	0.00	0.00	0.10	0.00	0.21
TLSHX	0.25	0.01	(0.09)	0.11	0.23	(0.27)	0.51	(0.50)	1.46
TFCAX	0.01	0.00	0.00	0.24	0.00	0.00	0.00	0.00	0.20

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Cohen Steers Correlations

Cohen Steers Correlation With Market

Very weak diversification

Moving together with Cohen Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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