Lsv Global Correlations
| LSVFX Fund | USD 11.81 0.16 1.37% |
The current 90-days correlation between Lsv Global Managed and Touchstone Small Cap is -0.06 (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 |
Moving together with Lsv Mutual Fund
Moving against Lsv Mutual Fund
Related Correlations Analysis
| 0.53 | 0.03 | 0.12 | 0.25 | 0.29 | TVOYX | ||
| 0.53 | 0.66 | 0.73 | 0.72 | 0.76 | FCSGX | ||
| 0.03 | 0.66 | 0.78 | 0.93 | 0.89 | NESGX | ||
| 0.12 | 0.73 | 0.78 | 0.74 | 0.76 | PHTYX | ||
| 0.25 | 0.72 | 0.93 | 0.74 | 0.96 | QLSGX | ||
| 0.29 | 0.76 | 0.89 | 0.76 | 0.96 | QSERX | ||
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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TVOYX | 0.78 | (0.01) | 0.00 | 0.01 | 0.92 | 1.75 | 4.51 | |||
| FCSGX | 0.86 | 0.04 | 0.03 | 0.05 | 1.14 | 1.90 | 5.67 | |||
| NESGX | 1.55 | (0.05) | 0.00 | (0.01) | 0.00 | 3.08 | 10.97 | |||
| PHTYX | 0.46 | 0.01 | 0.01 | 0.03 | 0.68 | 0.98 | 3.22 | |||
| QLSGX | 1.01 | (0.03) | (0.02) | 0.00 | 1.39 | 1.97 | 6.39 | |||
| QSERX | 0.95 | 0.01 | 0.01 | 0.02 | 1.24 | 2.28 | 5.80 |