Lsv Managed Correlations

Mutual Funds . USA . 
Fund . Lsv Managed Volatility
LVAMX Fund  USD 11.21  0.06  0.54%   
The current 90-days correlation between Lsv Managed Volatility and Vanguard Value Index is 0.97 (i.e., Almost no diversification). The correlation of Lsv Managed 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 Managed Correlation With Market

Almost no diversification

The correlation between Lsv Managed Volatility and DJI is 0.93 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Managed Volatility 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 Managed Volatility. 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 population.

Moving together with Lsv Mutual Fund

  0.98LSVFX Lsv Global ManagedPairCorr
  0.97LSVGX Lsv Global ValuePairCorr
  0.98LSVEX Lsv Value EquityPairCorr
  1.0LSVMX Lsv Managed VolatilityPairCorr
  0.97LSVQX Lsv Small CapPairCorr
  0.98LSVVX Lsv Servative ValuePairCorr
  0.93LSVZX Lsv Emerging MarketsPairCorr
  0.98LVAEX Lsv Value EquityPairCorr
  0.98LVAFX Lsv Global ManagedPairCorr
  0.97LVAGX Lsv Global ValuePairCorr
  0.97LVAQX Lsv Small CapPairCorr
  0.98LVAVX Lsv Servative ValuePairCorr
  0.93LVAZX Lsv Emerging MarketsPairCorr
  0.97VVIAX Vanguard Value IndexPairCorr
  0.98DOXGX Dodge Cox StockPairCorr
  0.96AFMFX American MutualPairCorr
  0.96FFMMX American Funds AmericanPairCorr
  0.96FFFMX American Funds AmericanPairCorr
  0.97AMRMX American MutualPairCorr
  0.97AMFFX American MutualPairCorr
  0.97AMFCX American MutualPairCorr
  0.98DODGX Dodge Stock FundPairCorr
  0.97VIVAX Vanguard Value IndexPairCorr
  0.96VSTSX Vanguard Total StockPairCorr
  0.96VSMPX Vanguard Total StockPairCorr
  0.96VITSX Vanguard Total StockPairCorr
  0.96VFFSX Vanguard 500 IndexPairCorr
  0.96VFIAX Vanguard 500 IndexPairCorr
  0.94VTISX Vanguard Total InterPairCorr
  0.94VTSNX Vanguard Total InterPairCorr
  0.94VTPSX Vanguard Total InterPairCorr
  0.96VINIX Vanguard InstitutionalPairCorr
  0.96VTSAX Vanguard Total StockPairCorr
  0.94QRVLX Queens Road ValuePairCorr
  0.94PSGAX Virtus Kar SmallPairCorr
  0.93MPITX Bny Mellon InternationalPairCorr
  0.97TNBRX 1290 Smartbeta EquityPairCorr
  0.91JACTX Janus Forty FundPairCorr
  0.95AFJAX Allianzgi Nfj InternPairCorr

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 Managed 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 Managed'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
VVIAX  0.89 (0.03)(0.02) 0.07  1.52 
(0.86)
 1.56 
(1.87)
 9.18 
DOXGX  0.90 (0.02)(0.01) 0.08  1.61 
(0.86)
 1.64 
(1.65)
 10.68 
AFMFX  0.80  0.02  0.00  0.13  1.44 
(0.81)
 1.54 
(1.78)
 9.18 
FFMMX  0.80  0.02  0.00  0.13  1.44 
(0.81)
 1.52 
(1.76)
 9.19 
FFFMX  0.80  0.02  0.00  0.13  1.44 
(0.81)
 1.56 
(1.79)
 9.15 
AMRMX  0.80  0.01  0.00  0.12  1.42 
(0.83)
 1.55 
(1.79)
 9.17 
AMFFX  0.80  0.02  0.00  0.13  1.44 
(0.81)
 1.53 
(1.77)
 9.12 
AMFCX  0.80  0.02  0.00  0.12  1.44 
(0.81)
 1.53 
(1.79)
 9.15 
DODGX  0.90 (0.02)(0.01) 0.08  1.61 
(0.86)
 1.64 
(1.65)
 10.68 
VIVAX  0.89 (0.03)(0.02) 0.07  1.55 
(0.84)
 1.56 
(1.87)
 9.19 

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