Lyxor 10Y Correlations

Etfs . UK . 
Etf . Lyxor 10Y Inflation
INFU Etf   135.91  0.22  0.16%   
The correlation of Lyxor 10Y 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.

Lyxor 10Y Correlation With Market

Significant diversification

The correlation between Lyxor 10Y Inflation and DJI is 0.01 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lyxor 10Y Inflation and DJI in the same portfolio, assuming nothing else is changed.
  
The ability to find closely correlated positions to Lyxor 10Y could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lyxor 10Y when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lyxor 10Y - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lyxor 10Y Inflation to buy it.

Moving together with Lyxor Etf

  0.91NVD2 Leverage Shares 2xPairCorr
  0.913NVD Leverage Shares 3xPairCorr
  0.91NVD3 Leverage Shares 3xPairCorr
  0.913LNV GraniteShares 3x LongPairCorr
  0.913LVP GraniteShares 3x LongPairCorr
  0.863BAL WisdomTree EURO STOXXPairCorr
  0.85GS2 Leverage Shares 2xPairCorr
  0.932JPM Leverage Shares 2xPairCorr
  0.89UC67 UBS MSCI USAPairCorr
  0.76EUCO SPDR Barclays EuroPairCorr
  0.9GCED Invesco Markets IIPairCorr
  0.9SMGB VanEck SemiconductorPairCorr
  0.88ESEU Invesco Markets IIPairCorr
  0.89CIRC Rize Circular EconomyPairCorr
  0.62GLRE SPDR Dow JonesPairCorr
  0.9FRXT Franklin FTSE TaiwanPairCorr
  0.91EMAS SSgA SPDR ETFsPairCorr
  0.91XRSG Xtrackers Russell 2000PairCorr
  0.88U03A iShares Treasury BondPairCorr
  0.88AMZI IncomeShares AmazonPairCorr
  0.84WATC Amundi MSCI WaterPairCorr
  0.83TAHY Tabula Haitong AsiaPairCorr
  0.81SNGB ISHARES V PLCPairCorr
  0.77D28G ISHARES V PLCPairCorr
  0.93FGRD First Trust NasdaqPairCorr
  0.63ARKC LS ARK GenomicPairCorr
  0.77KOR3 Leverage Shares 3xPairCorr
  0.9QQQ5 Leverage Shares 5xPairCorr
  0.83PAL3 GraniteShares 3x LongPairCorr
  0.69HEAT WisdomTree Heating OilPairCorr
  0.79EMSA iShares JP MorganPairCorr
  0.89S5EE UBS ETF plcPairCorr
  0.87VPN Global X DataPairCorr
  0.69SXLE SPDR SP EnergyPairCorr

Related Correlations Analysis

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.
High positive correlations   
MSFT
+ 0.98
META
JPM
+ 0.95
MSFT
JPM
+ 0.93
META
A
+ 0.92
META
JPM
+ 0.91
F
F
+ 0.9
UBER
  
High negative correlations   
MRK
- 0.27
CRM
XOM
- 0.14
CRM

Lyxor 10Y Competition Risk-Adjusted Indicators

There is a big difference between Lyxor Etf performing well and Lyxor 10Y ETF 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 Lyxor 10Y'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
META  1.50  0.30  0.24  0.36  1.02 
(1.80)
 3.99 
(2.35)
 10.48 
MSFT  0.89  0.31  0.27  0.48  0.52 
(1.06)
 2.33 
(1.08)
 8.85 
UBER  1.63  0.19  0.12  0.32  1.40 
(2.06)
 4.19 
(2.54)
 10.87 
F  1.29  0.20  0.10  0.41  1.39 
(1.42)
 2.69 
(2.33)
 7.46 
T  1.03 (0.05)(0.09) 0.02  1.34 
(1.08)
 2.35 
(2.35)
 5.71 
A  1.46  0.18  0.00 (0.42) 1.81 
(1.51)
 2.54 
(2.89)
 14.01 
CRM  1.33 (0.14)(0.05) 0.04  1.71 
(1.31)
 2.95 
(3.19)
 9.31 
JPM  0.90  0.35  0.18 (2.74) 0.67 
(1.02)
 2.25 
(1.36)
 6.03 
MRK  1.38 (0.09)(0.05) 0.04  1.96 
(1.32)
 2.88 
(3.31)
 10.58 
XOM  1.13  0.06 (0.03) 0.46  1.38 
(1.13)
 2.40 
(2.58)
 6.28 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Lyxor 10Y without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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