Vy T Correlations

ITRIX Fund

USD 26.06 0.02 0.08%

The current 90-days correlation between Vy T Rowe and Calvert Developed Market is 0.37 (i.e., Weak diversification). The correlation of Vy T 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.

Vy T Correlation With Market

Very weak diversification

The correlation between Vy T Rowe and DJI is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vy T Rowe 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 Vy T Rowe. 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.

Moving together with ITRIX Mutual Fund

0.74	INGIX	Voya Stock Index	Pair Corr
0.83	VPRDX	Voya Morgan Stanley	Pair Corr
0.86	VPRAX	Voya T Rowe	Pair Corr
0.79	VPRSX	Voya Jpmorgan Small	Pair Corr
0.68	IPARX	Voya Global Perspectives	Pair Corr
0.99	IPEAX	Voya Large Cap	Pair Corr
0.86	IPEIX	Voya Large Cap	Pair Corr
0.86	IPESX	Voya Large Cap	Pair Corr
0.86	IPETX	Voya Large Cap	Pair Corr
0.69	IPIRX	Voya Global Perspectives	Pair Corr

Related Correlations Analysis

	CDHIX	BOGSX	EPASX	EMSLX	AUERX	URNQX	ASCLX
CDHIX		0.58	0.54	0.53	0.96	0.98	0.51	CDHIX
BOGSX	0.58		0.97	0.98	0.66	0.68	0.97	BOGSX
EPASX	0.54	0.97		0.98	0.63	0.62	0.97	EPASX
EMSLX	0.53	0.98	0.98		0.61	0.62	0.95	EMSLX
AUERX	0.96	0.66	0.63	0.61		0.97	0.6	AUERX
URNQX	0.98	0.68	0.62	0.62	0.97		0.61	URNQX
ASCLX	0.51	0.97	0.97	0.95	0.6	0.61		ASCLX
	CDHIX	BOGSX	EPASX	EMSLX	AUERX	URNQX	ASCLX

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Risk-Adjusted Indicators

There is a big difference between ITRIX Mutual Fund performing well and Vy T 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 Vy T'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
CDHIX	0.53	0.14	0.10	0.44	0.35	(0.59)	1.30	(1.00)	3.42
BOGSX	0.80	0.30	0.33	0.50	0.00	(1.08)	2.32	(1.08)	5.78
EPASX	0.40	0.17	0.11	0.91	0.00	(0.51)	1.02	(0.77)	2.82
EMSLX	0.67	0.23	0.20	0.87	0.27	(0.84)	1.78	(0.90)	4.39
AUERX	0.60	0.19	0.14	0.61	0.34	(0.71)	1.48	(1.13)	3.03
URNQX	0.79	0.18	0.16	0.31	0.61	(0.89)	2.39	(1.28)	5.37
ASCLX	0.23	0.08	(0.05)	0.47	0.00	(0.31)	0.62	(0.39)	1.71

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Vy T Correlations

Vy T Correlation With Market

Very weak diversification

Moving together with ITRIX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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