Litman Gregory Correlations

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.

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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    ARTGX + 0.99 BPRRX ARBFX + 0.92 BPRRX ARBFX + 0.92 ARTGX BPRRX + 0.27 AQMNX ARBFX + 0.27 AQMNX ARTGX + 0.26 AQMNX

High negative correlations    BPRRX - 0.86 MASFX ARTGX - 0.84 MASFX ARBFX - 0.73 MASFX AQMNX - 0.42 MASFX

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.