Cohen Steers Correlations

Mutual Funds USA . 
Fund . Cohen Steers International
IRFCX Fund  USD 8.98  0.02  0.22%   
The current 90-days correlation between Cohen Steers Interna and Cohen Steers Mlp is -0.33 (i.e., Very 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

Average diversification

The correlation between Cohen Steers International and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers International and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Cohen Steers 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 main economic indicators.
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

  0.86MLOAX Cohen Steers MlpPairCorr
  0.86MLOCX Cohen Steers MlpPairCorr
  0.87MLOIX Cohen Steers MlpPairCorr
  0.86MLORX Cohen Steers MlpPairCorr
  0.87MLOZX Cohen Steers MlpPairCorr
  0.92PISHX Cohen Steers PreferredPairCorr
  0.94RAPAX Cohen Steers RealPairCorr
  0.95RAPIX Cohen Steers RealPairCorr
  0.94RAPCX Cohen Steers RealPairCorr
  0.95RAPZX Cohen Steers RealPairCorr
  0.94RAPRX Cohen Steers RealPairCorr
  0.86CIRRX Cohen Steers RealPairCorr
  1.0IRFZX Cohen Steers IntlPairCorr
  0.98IRFAX Cohen Steers InternaPairCorr
  1.0IRFIX Cohen Steers InternaPairCorr
  1.0IRFRX Cohen Steers IntlPairCorr
  0.92LPXRX Cohen Steers LowPairCorr
  0.93LPXZX Cohen Steers LowPairCorr
  0.93LPXCX Cohen Steers LowPairCorr
  0.93LPXAX Cohen Steers LowPairCorr
  0.93LPXFX Cohen Steers LowPairCorr
  0.93LPXIX Cohen Steers LowPairCorr
  0.92CPRRX Cohen Steers PreferredPairCorr
  0.92CPXIX Cohen Steers PrfrdPairCorr
  0.92CPXFX Cohen Steers PreferredPairCorr
  0.92CPXCX Cohen Steers PrefrdPairCorr
  0.91CPXAX Cohen Steers PreferdPairCorr
  0.92CPXZX Cohen Steers PreferredPairCorr
  0.86CREFX Cohen Steers RealPairCorr
  0.85CSCIX Cohen Steers RealPairCorr
  0.87CSDIX Cohen Steers RealPairCorr
  0.85CSEIX Cohen Steers RealPairCorr
  0.96CSFZX Cohen Steers GlobalPairCorr
  0.95CSFCX Cohen Steers GlobalPairCorr
  0.94CSFAX Cohen Steers GlobalPairCorr
  0.85CSJCX Cohen Steers RealtyPairCorr
  0.87CSJAX Cohen Steers RealtyPairCorr
  0.87CSJZX Cohen Steers RealtyPairCorr
  0.86CSJRX Cohen Steers RealtyPairCorr

Related Correlations Analysis

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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  0.76  0.29  0.14 (1.65) 0.64 
(0.92)
 1.70 
(1.61)
 4.63 
MLOCX  0.75  0.20  0.13  0.61  0.67 
(0.90)
 1.71 
(1.61)
 4.40 
MLOIX  0.76  0.21  0.13  0.62  0.63 
(0.90)
 1.70 
(1.49)
 4.63 
MLORX  0.76  0.21  0.13  0.61  0.62 
(0.92)
 1.70 
(1.49)
 4.62 
MLOZX  0.75  0.21  0.14  0.62  0.62 
(0.90)
 1.72 
(1.49)
 4.63 
PISHX  0.11  0.09 (0.32)(3.09) 0.00 
(0.19)
 0.31 
(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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