Carillon Chartwell Correlations

CWSBX Fund

19.58 0.29 1.50%

The current 90-days correlation between Carillon Chartwell Small and Victory Rs Large is 0.67 (i.e., Poor 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

Poor diversification

The correlation between Carillon Chartwell Small and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Chartwell Small 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 Small. 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 bureau of labor statistics.

Moving together with Carillon Mutual Fund

0.74	CWFCX	Carillon Chartwell Short	Pair Corr
0.62	CWFAX	Chartwell Short Duration	Pair Corr
0.65	CWFRX	Carillon Chartwell Short	Pair Corr
0.62	HIGUX	Eagle Growth Income	Pair Corr
1.0	CWSGX	Chartwell Small Cap	Pair Corr
0.78	CWSAX	Carillon Chartwell Small	Pair Corr
0.69	SUBTX	Carillon Reams Uncon	Pair Corr
0.71	SUBDX	Carillon Reams Uncon	Pair Corr
0.73	SUBFX	Scout Unconstrained Bond	Pair Corr
0.72	SUBEX	Carillon Reams Uncon	Pair Corr
0.65	SCPEX	Carillon Reams Core	Pair Corr
0.69	SCPWX	Carillon Reams Core	Pair Corr
0.67	UMBMX	Scout Mid Cap	Pair Corr
0.8	UMBHX	Scout Small Cap	Pair Corr
0.61	BERIX	Berwyn Income	Pair Corr
0.88	HRCCX	Eagle Capital Apprec	Pair Corr
0.67	HRCIX	Eagle Capital Apprec	Pair Corr
0.88	HRCPX	Eagle Capital Apprec	Pair Corr
0.89	HRCUX	Eagle Capital Apprec	Pair Corr

Related Correlations Analysis

	RCOCX	HRAFX	LMUSX	BBISX	FSBKX	GMCQX
RCOCX		0.78	0.76	0.95	0.79	0.78	RCOCX
HRAFX	0.78		0.96	0.88	0.98	0.84	HRAFX
LMUSX	0.76	0.96		0.89	0.98	0.9	LMUSX
BBISX	0.95	0.88	0.89		0.92	0.89	BBISX
FSBKX	0.79	0.98	0.98	0.92		0.9	FSBKX
GMCQX	0.78	0.84	0.9	0.89	0.9		GMCQX
	RCOCX	HRAFX	LMUSX	BBISX	FSBKX	GMCQX

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
RCOCX	0.51	0.04	0.03	0.12	0.48	(0.59)	1.28	(1.01)	3.05
HRAFX	0.43	0.01	(0.01)	0.08	0.58	(0.42)	0.98	(0.89)	2.82
LMUSX	0.54	0.03	0.02	0.10	0.76	(0.50)	1.25	(1.38)	3.58
BBISX	0.54	0.03	0.04	0.11	0.55	(0.57)	1.25	(1.27)	3.29
FSBKX	0.35	0.01	(0.02)	0.09	0.47	(0.35)	0.81	(0.88)	2.25
GMCQX	0.64	0.14	0.07	2.03	0.81	(0.65)	1.43	(1.46)	4.18

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Carillon Chartwell Correlations

Carillon Chartwell Correlation With Market

Poor diversification

Moving together with Carillon Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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