Litman Gregory Correlations

Mutual Funds . USA . 
Fund . Litman Gregory Masters
MASFX Fund  USD 5.48  0.00  0.00%   
The current 90-days correlation between Litman Gregory Masters and Pimco Short Asset is 0.03 (i.e., Significant diversification). The correlation of Litman Gregory 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.

Litman Gregory Correlation With Market

Good diversification

The correlation between Litman Gregory Masters and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Litman Gregory Masters 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 Litman Gregory Masters. 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 against Litman Mutual Fund

  0.83MSILX Litman Gregory MastersPairCorr
  0.81MSEFX Litman Gregory MastersPairCorr
  0.78BXMYX Blackstone AlternativePairCorr
  0.78BXMDX Blackstone AlternativePairCorr
  0.78GARTX Goldman Sachs AbsolutePairCorr
  0.77MAHIX Litman Gregory MastersPairCorr
  0.6QSPRX Aqr Style PremiaPairCorr
  0.58GCRTX Goldman Sachs AbsolutePairCorr
  0.57PFSVX Imgp Sbh FocusedPairCorr
  0.57BXMIX Blackstone AlternativePairCorr
  0.5MGGYX Mirova Global GreenPairCorr
  0.35BIMBX Blackrock AlternativePairCorr
  0.66AMFCX American MutualPairCorr
  0.65JLGRX Jpmorgan Large CapPairCorr
  0.64LLDYX Lord Abbett ShortPairCorr
  0.63AMECX Income FundPairCorr
  0.63JAVAX James Aggressive AllPairCorr
  0.61HLDRX Hartford EmergingPairCorr
  0.6HLDIX Hartford EmergingPairCorr
  0.6HLDTX Hartford EmergingPairCorr
  0.59HLDCX Hartford EmergingPairCorr
  0.59JILMX Multimanager LifestylePairCorr
  0.59LAGIX Ladenburg AggressivePairCorr
  0.58MCKNX Mainstay ConservativePairCorr
  0.57HLDAX Hartford EmergingPairCorr
  0.43LITAX Columbia Amt FreePairCorr
  0.39IVMXX Voya Government MoneyPairCorr
  0.8TRFHX T Rowe PricePairCorr
  0.79INDZX Columbia DiversifiedPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Litman Mutual Fund performing well and Litman Gregory 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 Litman Gregory'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.

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