Lsv Conservative Correlations
LVAVX Fund | USD 14.16 0.02 0.14% |
The current 90-days correlation between Lsv Servative Value and Transamerica High Yield is 0.47 (i.e., Very weak diversification). The correlation of Lsv Conservative 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 Conservative Correlation With Market
Good diversification
The correlation between Lsv Servative Value and DJI is -0.04 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lsv Servative Value and DJI in the same portfolio, assuming nothing else is changed.
Lsv |
Moving together with Lsv Mutual Fund
0.61 | LSVFX | Lsv Global Managed | PairCorr |
0.61 | LSVMX | Lsv Managed Volatility | PairCorr |
0.61 | LSVZX | Lsv Emerging Markets | PairCorr |
0.91 | LVAQX | Lsv Small Cap | PairCorr |
0.92 | LVAZX | Lsv Emerging Markets | PairCorr |
0.92 | DOXGX | Dodge Cox Stock | PairCorr |
0.61 | AFMFX | American Mutual | PairCorr |
0.98 | AMFFX | American Mutual | PairCorr |
0.98 | AMFCX | American Mutual | PairCorr |
0.61 | CSJZX | Cohen Steers Realty | PairCorr |
0.91 | AGEPX | American Beacon Global | PairCorr |
0.61 | POGCX | Putnam Growth Opport | PairCorr |
0.98 | MITDX | Massachusetts Investors | PairCorr |
0.61 | JAAPX | Alternative Asset | PairCorr |
0.61 | FEORX | First Eagle Overseas | PairCorr |
0.63 | TEOIX | Transamerica Emerging | PairCorr |
0.61 | BGPKX | Eafe Pure | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Lsv Mutual Fund performing well and Lsv Conservative 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 Conservative'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TAHFX | 0.21 | 0.02 | (0.19) | 0.54 | 0.29 | 0.50 | 1.39 | |||
SABIX | 0.73 | 0.12 | (0.02) | (2.58) | 1.16 | 1.61 | 8.58 | |||
NEAIX | 1.32 | 0.32 | 0.18 | 0.42 | 1.33 | 3.38 | 15.04 | |||
MFHVX | 0.24 | 0.03 | (0.20) | 0.83 | 0.35 | 0.62 | 1.50 | |||
SGYAX | 0.19 | 0.03 | (0.24) | 0.42 | 0.06 | 0.58 | 1.03 | |||
0P0000A2WI | 0.22 | 0.03 | (0.18) | (1.06) | 0.29 | 0.59 | 1.36 | |||
ABRUX | 0.72 | 0.11 | (0.02) | 2.02 | 1.33 | 1.29 | 7.61 |