Cohen Steers Correlations

LPXRX Fund

USD 9.62 0.01 0.10%

The current 90-days correlation between Cohen Steers Low and Multisector Bond Sma is 0.4 (i.e., Very weak 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

Very weak diversification

The correlation between Cohen Steers Low and DJI is 0.45 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Low and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Cohen Steers Low. 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 metropolitan statistical area.

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

0.96	MLOAX	Cohen Steers Mlp	Pair Corr
0.86	MLOCX	Cohen Steers Mlp	Pair Corr
0.86	MLOIX	Cohen Steers Mlp	Pair Corr
0.86	MLORX	Cohen Steers Mlp	Pair Corr
0.96	MLOZX	Cohen Steers Mlp	Pair Corr
0.94	RAPRX	Cohen Steers Real	Pair Corr
0.9	IRFAX	Cohen Steers Interna	Pair Corr
0.9	CPRRX	Cohen Steers Preferred	Pair Corr
1.0	CPXIX	Cohen Steers Prfrd	Pair Corr
0.9	CPXFX	Cohen Steers Preferred	Pair Corr
0.65	CPXCX	Cohen Steers Prefrd	Pair Corr
1.0	CPXAX	Cohen Steers Preferd	Pair Corr
0.9	CPXZX	Cohen Steers Preferred	Pair Corr
0.63	CREFX	Cohen Steers Real	Pair Corr
0.63	CSDIX	Cohen Steers Real	Pair Corr
0.78	CSEIX	Cohen Steers Real	Pair Corr
0.74	CSFZX	Cohen Steers Global	Pair Corr
0.63	CSJZX	Cohen Steers Realty	Pair Corr
0.62	CSRSX	Cohen Steers Realty	Pair Corr
0.63	CSRIX	Cohen And Steers	Pair Corr
0.9	PRFCX	Preferred Securities	Pair Corr
0.9	PPSIX	Preferred Securities	Pair Corr
1.0	PPSAX	Preferred Securities	Pair Corr
0.85	SMGAX	Saat Servative Strategy	Pair Corr
0.66	FLMFX	Muirfield Fund Retail	Pair Corr

Related Correlations Analysis

	MBSAX	PBNAX	TPYYX	DODLX	ABNTX	TTRBX	TSDUX
MBSAX		0.91	0.89	0.95	0.84	0.98	0.96	MBSAX
PBNAX	0.91		0.71	0.96	0.86	0.94	0.85	PBNAX
TPYYX	0.89	0.71		0.74	0.63	0.82	0.89	TPYYX
DODLX	0.95	0.96	0.74		0.88	0.98	0.88	DODLX
ABNTX	0.84	0.86	0.63	0.88		0.87	0.81	ABNTX
TTRBX	0.98	0.94	0.82	0.98	0.87		0.95	TTRBX
TSDUX	0.96	0.85	0.89	0.88	0.81	0.95		TSDUX
	MBSAX	PBNAX	TPYYX	DODLX	ABNTX	TTRBX	TSDUX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MBSAX	0.25	0.04	(0.16)	0.32	0.08	(0.29)	0.52	(0.50)	1.62
PBNAX	0.22	0.04	(0.33)	(2.38)	0.12	(0.25)	0.52	(0.42)	1.31
TPYYX	0.68	0.15	0.11	0.38	0.41	(0.85)	1.93	(1.10)	3.81
DODLX	0.22	0.03	(0.30)	0.90	0.10	(0.26)	0.46	(0.37)	1.21
ABNTX	0.14	0.03	(0.41)	(2.05)	0.00	(0.17)	0.29	(0.29)	1.08
TTRBX	0.16	0.03	(0.50)	0.74	0.00	(0.21)	0.40	(0.20)	0.82
TSDUX	0.04	0.01	0.00	10.00	0.00	0.00	0.10	0.00	0.10

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Cohen Steers Correlations

Cohen Steers Correlation With Market

Very weak diversification

Moving together with Cohen Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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