Cohen Steers Correlations

Mutual Funds . USA . 
Fund . Cohen Steers Global
CSUAX Fund  USD 23.85  0.16  0.67%   
The current 90-days correlation between Cohen Steers Global and Cohen Steers Mlp is -0.04 (i.e., Good 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

Good diversification

The correlation between Cohen Steers Global and DJI is -0.1 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Global 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 Global. 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 nation.
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

  0.88RAPAX Cohen Steers RealPairCorr
  0.85RAPIX Cohen Steers RealPairCorr
  0.88RAPCX Cohen Steers RealPairCorr
  0.85RAPZX Cohen Steers RealPairCorr
  0.88RAPRX Cohen Steers RealPairCorr
  0.81CIRRX Cohen Steers RealPairCorr
  0.86IRFZX Cohen Steers IntlPairCorr
  0.86IRFCX Cohen Steers InternaPairCorr
  0.86IRFIX Cohen Steers InternaPairCorr
  0.86IRFRX Cohen Steers IntlPairCorr
  0.87LPXRX Cohen Steers LowPairCorr
  0.86LPXZX Cohen Steers LowPairCorr
  0.86LPXCX Cohen Steers LowPairCorr
  0.86LPXAX Cohen Steers LowPairCorr
  0.86LPXIX Cohen Steers LowPairCorr
  0.86CPXCX Cohen Steers PrefrdPairCorr
  0.87CPXAX Cohen Steers PreferdPairCorr
  0.86CPXZX Cohen Steers PreferredPairCorr
  0.87CSFZX Cohen Steers GlobalPairCorr
  0.86CSFCX Cohen Steers GlobalPairCorr
  0.92CSFAX Cohen Steers GlobalPairCorr
  0.89CSJCX Cohen Steers RealtyPairCorr
  0.81CSJAX Cohen Steers RealtyPairCorr
  0.81CSJRX Cohen Steers RealtyPairCorr
  0.82CSJIX Cohen Steers RealtyPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
MLOAX  0.74  0.28  0.17 (14.03) 0.50 
(0.92)
 1.70 
(1.19)
 4.63 
MLOCX  0.73  0.29  0.17 (3.40) 0.51 
(0.91)
 1.71 
(1.20)
 4.40 
MLOIX  0.73  0.29  0.18 (4.38) 0.46 
(0.92)
 1.70 
(1.31)
 4.63 
MLORX  0.74  0.29  0.17 (4.20) 0.47 
(0.95)
 1.70 
(1.19)
 4.62 
MLOZX  0.73  0.29  0.18 (5.19) 0.47 
(0.91)
 1.72 
(1.19)
 4.63 
PISHX  0.10  0.07 (0.40) 1.37  0.00 
(0.17)
 0.30 
(0.10)
 0.82 
RAPAX  0.36  0.11 (0.07)(1.44) 0.21 
(0.42)
 0.79 
(0.67)
 2.43 
RAPIX  0.34  0.09 (0.08) 1.53  0.11 
(0.40)
 0.78 
(0.57)
 1.87 
RAPCX  0.35  0.11 (0.07)(1.31) 0.20 
(0.42)
 0.87 
(0.67)
 2.34 
RAPZX  0.35  0.09 (0.08) 1.44  0.15 
(0.40)
 0.79 
(0.65)
 1.88 

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