Lsv Global Correlations

Mutual Funds . USA . 
Fund . Lsv Global Value
LSVGX Fund  USD 16.92  0.20  1.17%   
The current 90-days correlation between Lsv Global Value and Lsv Global Managed is -0.13 (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

Good diversification

The correlation between Lsv Global Value and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Global Value 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 Value. 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 rate.

Moving together with Lsv Mutual Fund

  0.91LSVEX Lsv Value EquityPairCorr
  0.87LSVZX Lsv Emerging MarketsPairCorr
  0.85LVAEX Lsv Value EquityPairCorr
  0.89LVAGX Lsv Global ValuePairCorr
  0.94LVAVX Lsv Servative ValuePairCorr
  0.87LVAZX Lsv Emerging MarketsPairCorr
  0.79TEDRX Franklin Mutual GlobalPairCorr
  0.65FMDRX Franklin Mutual GlobalPairCorr
  0.66DOXWX Dodge Cox GlobalPairCorr
  0.87DODWX Dodge Global StockPairCorr
  0.61TRZRX T Rowe PricePairCorr
  0.84TEDIX Franklin Mutual GlobalPairCorr
  0.65MDISX Franklin Mutual GlobalPairCorr
  0.84TEDSX Franklin Mutual GlobalPairCorr
  0.82PRAFX T Rowe PricePairCorr
  0.79BEGRX Franklin Mutual BeaconPairCorr
  0.67PFN Pimco Income StrategyPairCorr
  0.63XDSMX Dreyfus StrategicPairCorr
  0.81NXJ Nuveen New JerseyPairCorr
  0.81XNBHX Neuberger Berman IntPairCorr
  0.87HRLAX Hartford GlobalPairCorr
  0.67EVT Eaton Vance TaxPairCorr
  0.91JQLAX Multimanager LifestylePairCorr
  0.81ETG Eaton Vance TaxPairCorr
  0.82AMEFX Income FundPairCorr
  0.73VIPSX Vanguard Inflation-protecPairCorr
  0.9MKCPX Blackrock BalancedPairCorr
  0.85EMF Templeton EmergingPairCorr

Related Correlations Analysis


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  0.35 (0.01)(0.09) 0.06  0.36 
(0.44)
 0.88 
(0.77)
 2.49 
LSVGX  0.46  0.10  0.02 (1.31) 0.50 
(0.54)
 1.25 
(0.77)
 4.44 
LSVEX  0.51  0.11  0.02 (0.61) 0.50 
(0.67)
 1.34 
(0.75)
 4.66 
LSVMX  0.43 (0.03)(0.09) 0.04  0.50 
(0.48)
 1.16 
(0.78)
 2.92 
LSVQX  0.70  0.06 (0.03)(0.43) 0.76 
(0.89)
 1.82 
(1.23)
 6.53 
LSVVX  0.46  0.03  0.03  0.11  0.39 
(0.59)
 1.15 
(0.66)
 4.17 
LSVZX  0.54  0.17  0.11 (3.84) 0.50 
(0.62)
 1.20 
(0.73)
 3.53 
LVAEX  0.52  0.00  0.00  0.08  0.51 
(0.66)
 1.32 
(0.79)
 4.62 
LVAFX  0.34 (0.01)(0.10) 0.06  0.37 
(0.42)
 0.87 
(0.84)
 2.48 
LVAGX  0.47  0.02  0.02  0.11  0.50 
(0.55)
 1.23 
(0.81)
 4.53 

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