Litman Gregory Correlations

MASNX Fund

USD 10.93 0.00 0.00%

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 -0.01 (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 board of governors.

Moving together with Litman Mutual Fund

0.7	STABX	Pioneer Short Term	Pair Corr
0.66	ANGLX	Angel Oak Multi	Pair Corr
0.7	USSBX	Short Term Bond	Pair Corr

Moving against Litman Mutual Fund

0.6	PFSVX	Imgp Sbh Focused	Pair Corr
0.56	VSMPX	Vanguard Total Stock	Pair Corr
0.55	VSTSX	Vanguard Total Stock	Pair Corr
0.49	GARTX	Goldman Sachs Absolute	Pair Corr
0.49	GCRTX	Goldman Sachs Absolute	Pair Corr
0.47	MSEFX	Litman Gregory Masters	Pair Corr
0.39	BXMDX	Blackstone Alternative	Pair Corr
0.38	BXMYX	Blackstone Alternative	Pair Corr
0.38	BXMIX	Blackstone Alternative	Pair Corr
0.56	VITSX	Vanguard Total Stock	Pair Corr
0.55	VFFSX	Vanguard 500 Index	Pair Corr
0.55	VINIX	Vanguard Institutional	Pair Corr
0.55	VTSAX	Vanguard Total Stock	Pair Corr
0.54	VFIAX	Vanguard 500 Index	Pair Corr

Related Correlations Analysis

	BPRRX	ARTGX	ARBFX	AQUI	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3
BPRRX		0.76	0.63	0.48	0.82	0.82	0.02	0.83	0.0	0.37	BPRRX
ARTGX	0.76		0.81	0.01	0.78	0.8	0.47	0.72	0.0	0.08	ARTGX
ARBFX	0.63	0.81		-0.06	0.65	0.65	0.64	0.63	0.0	0.04	ARBFX
AQUI	0.48	0.01	-0.06		0.23	0.21	-0.44	0.3	0.0	0.29	AQUI
MSTSX	0.82	0.78	0.65	0.23		0.89	0.24	0.98	0.0	0.35	MSTSX
LBHIX	0.82	0.8	0.65	0.21	0.89		0.19	0.9	0.0	0.43	LBHIX
VIASP	0.02	0.47	0.64	-0.44	0.24	0.19		0.18	0.0	-0.41	VIASP
RRTLX	0.83	0.72	0.63	0.3	0.98	0.9	0.18		0.0	0.43	RRTLX
OSHDF	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	OSHDF
70082LAB3	0.37	0.08	0.04	0.29	0.35	0.43	-0.41	0.43	0.0		70082LAB3
	BPRRX	ARTGX	ARBFX	AQUI	MSTSX	LBHIX	VIASP	RRTLX	OSHDF	70082LAB3

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

RRTLX	+ 0.98	MSTSX
RRTLX	+ 0.9	LBHIX
LBHIX	+ 0.89	MSTSX
RRTLX	+ 0.83	BPRRX
MSTSX	+ 0.82	BPRRX
LBHIX	+ 0.82	BPRRX

High negative correlations

VIASP	- 0.44	AQUI
70082LAB3	- 0.41	VIASP
AQUI	- 0.06	ARBFX
70082LAB3	- 0.0	OSHDF
OSHDF	- 0.0	RRTLX
OSHDF	- 0.0	VIASP

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.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BPRRX	0.66	0.03	0.00	(0.02)	0.00	0.00	1.31	(1.64)	5.97
ARTGX	0.81	0.12	0.10	0.10	1.24	(0.86)	1.86	(1.48)	7.72
ARBFX	0.16	0.02	0.26	0.06	0.19	(0.18)	0.30	(0.45)	1.46
AQUI	1.49	(0.77)	0.00	12.86	0.00	0.00	0.00	0.00	50.00
MSTSX	0.91	0.03	0.07	(0.32)	1.36	(0.99)	1.87	(1.54)	10.06
LBHIX	0.22	0.00	0.11	(0.05)	0.33	(0.33)	0.49	(0.48)	1.68
VIASP	0.63	0.15	0.27	1.56	0.62	(0.76)	1.81	(1.03)	4.84
RRTLX	0.44	(0.01)	0.08	0.18	0.65	(0.47)	0.90	(0.94)	4.11
OSHDF	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
70082LAB3	1.38	(0.03)	0.00	(0.14)	0.00	0.00	2.71	(4.54)	20.47

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