Lsv Global Correlations

Mutual Funds . USA . 
Fund . Lsv Global Managed
LSVFX Fund  USD 11.16  0.03  0.27%   
The current 90-days correlation between Lsv Global Managed and Lsv Global Value is -0.11 (i.e., Good diversification). The correlation of Lsv Global 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.

Lsv Global Correlation With Market

Poor diversification

The correlation between Lsv Global Managed and DJI is 0.73 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Global Managed 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 Lsv Global Managed. 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 census.

Moving together with Lsv Mutual Fund

  0.63LSVGX Lsv Global ValuePairCorr
  0.97LSVEX Lsv Value EquityPairCorr
  0.98LSVMX Lsv Managed VolatilityPairCorr
  0.94LSVQX Lsv Small CapPairCorr
  0.96LSVVX Lsv Servative ValuePairCorr
  0.97LSVZX Lsv Emerging MarketsPairCorr
  0.97LVAEX Lsv Value EquityPairCorr
  1.0LVAFX Lsv Global ManagedPairCorr
  0.99LVAGX Lsv Global ValuePairCorr
  0.98LVAMX Lsv Managed VolatilityPairCorr
  0.94LVAQX Lsv Small CapPairCorr
  0.96LVAVX Lsv Servative ValuePairCorr
  0.97LVAZX Lsv Emerging MarketsPairCorr
  0.99TEDRX Franklin Mutual GlobalPairCorr
  0.99FMDRX Franklin Mutual GlobalPairCorr
  0.99DOXWX Dodge Cox GlobalPairCorr
  0.99DODWX Dodge Global StockPairCorr
  0.95TRZRX T Rowe PricePairCorr
  0.99TEDIX Franklin Mutual GlobalPairCorr
  0.99MDISX Franklin Mutual GlobalPairCorr
  0.99TEDSX Franklin Mutual GlobalPairCorr
  0.95PRAFX T Rowe PricePairCorr
  0.99BEGRX Franklin Mutual BeaconPairCorr
  0.62RYMEX Commodities StrategyPairCorr
  0.62RYMJX Commodities StrategyPairCorr
  0.63RYMBX Commodities StrategyPairCorr
  0.9BRUFX Bruce Fund BrucePairCorr
  0.97SPGSX State Street PremierPairCorr
  0.88KF Korea ClosedPairCorr
  0.98PHTMX Principal Lifetime HybridPairCorr
  0.91MTFFX Mainstay Mackay StrategicPairCorr
  0.99CGARX Calvert Responsible IndexPairCorr
  0.97CFOAX Calvert Floating RatePairCorr
  0.97MLMIX Global E PortfolioPairCorr
  0.94MMUFX Mfs UtilitiesPairCorr
  0.97CVLEX Cullen ValuePairCorr
  0.97ICAFX Investment Of AmericaPairCorr
  0.78CAAFX Short Term BondPairCorr
  0.97SMIDX Smi Dynamic AllocationPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Lsv Mutual Fund performing well and Lsv Global 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 Lsv Global'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
LSVFX  0.42  0.06 (0.03) 0.27  0.32 
(0.47)
 0.88 
(0.82)
 2.63 
LSVGX  0.50  0.21  0.11 (50.64) 0.33 
(0.59)
 1.33 
(1.12)
 3.97 
LSVEX  0.70  0.07  0.06  0.20  0.66 
(0.79)
 1.72 
(1.15)
 5.29 
LSVMX  0.53  0.02 (0.04) 0.16  0.53 
(0.58)
 1.22 
(1.00)
 3.29 
LSVQX  0.88  0.09  0.08  0.22  0.83 
(1.00)
 2.32 
(1.62)
 6.02 
LSVVX  0.62  0.03  0.00  0.17  0.60 
(0.69)
 1.56 
(1.09)
 4.34 
LSVZX  0.46  0.23  0.18  0.78  0.00 
(0.58)
 1.51 
(0.99)
 3.65 
LVAEX  0.70  0.06  0.06  0.20  0.66 
(0.79)
 1.73 
(1.16)
 5.32 
LVAFX  0.42  0.06 (0.03) 0.27  0.34 
(0.48)
 0.91 
(0.86)
 2.61 
LVAGX  0.54  0.12  0.11  0.31  0.41 
(0.62)
 1.54 
(1.14)
 3.95 

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