Aristotle Funds Correlations

Mutual Funds . USA . 
Fund . Aristotle Funds Series
PLUAX Fund   10.14  0.01  0.1%   
The current 90-days correlation between Aristotle Funds Series and Aristotle Funds Series is -0.1 (i.e., Good diversification). The correlation of Aristotle Funds 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.

Aristotle Funds Correlation With Market

Good diversification

The correlation between Aristotle Funds Series 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 Aristotle Funds Series and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Aristotle Funds Series. 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 nation.

Moving together with Aristotle Mutual Fund

  0.95ARALX Aristotle Funds SeriesPairCorr
  0.94ARAGX Aristotle Funds SeriesPairCorr
  0.91ARAFX Aristotle InternationalPairCorr
  0.88ARAHX Aristotle Funds SeriesPairCorr
  0.9ARABX Aristotle Funds SeriesPairCorr
  0.85ARAOX Aristotlesaul GlobalPairCorr
  0.93ARAQX Aristotle Value EqPairCorr
  0.85ARIOX Aristotle/saul GlobalPairCorr
  0.92ARIQX Aristotle Value EqPairCorr
  0.95ARILX Aristotle Funds SeriesPairCorr
  0.91ARIFX Wilmington IntermediatePairCorr
  0.88ARIHX Aristotle Funds SeriesPairCorr
  0.9ARIBX Aristotle Funds SeriesPairCorr
  0.9ARRBX Aristotle Funds SeriesPairCorr
  0.92ARRQX Aristotle Value EquityPairCorr
  0.78PLEBX Pacific Funds EsgPairCorr
  0.9AIBBX Aristotle Funds SeriesPairCorr
  0.91AIFFX Aristotle InternationalPairCorr
  0.94AIGGX Aristotle Growth EquityPairCorr
  0.88AIHHX Aristotle Funds SeriesPairCorr
  0.95AILLX Aristotle Funds SeriesPairCorr
  0.92AIQQX Aristotle Funds SeriesPairCorr
  0.88AISHX Aristotle Funds SeriesPairCorr
  0.89AISBX Ing Series FundPairCorr
  0.98PTSPX Pimco Short TermPairCorr
  0.98PTSHX Short Term FundPairCorr
  0.98PSFAX Short Term FundPairCorr
  0.97PTSRX Short Term FundPairCorr
  0.99PSDNX Putnam Ultra ShortPairCorr
  0.99LUSNX Lord Abbett UltraPairCorr
  0.97VUBFX Vanguard Ultra ShortPairCorr
  0.99PSDRX Putnam Short DurationPairCorr
  0.99PSDYX Putnam Short DurationPairCorr
  0.73NHS Neuberger Berman HighPairCorr
  0.92WBEIX William Blair EmergingPairCorr
  0.69MSTXX Morgan Stanley InstiPairCorr
  0.69APKXX Cavanal Hill FundsPairCorr
  0.96NRICX Nuveen Real AssetPairCorr
  0.94JRAIX Janus ResearchPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Aristotle Mutual Fund performing well and Aristotle Funds 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 Aristotle Funds' 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
ARALX  0.70  0.15  0.15  0.29  0.51 
(0.80)
 2.19 
(0.93)
 5.16 
ARAGX  0.83  0.17  0.17  0.30  0.65 
(1.04)
 2.44 
(1.20)
 6.06 
ARAFX  0.49  0.16  0.09  1.06  0.20 
(0.62)
 1.03 
(0.85)
 2.76 
ARAHX  0.75  0.05  0.04  0.19  0.77 
(0.87)
 2.00 
(1.49)
 5.19 
ARABX  0.78  0.04  0.03  0.18  0.79 
(0.90)
 1.93 
(1.71)
 5.03 
ARAQX  0.65  0.06  0.04  0.20  0.69 
(0.76)
 1.81 
(1.38)
 4.27 
ARIQX  0.65  0.06  0.04  0.20  0.69 
(0.76)
 1.84 
(1.41)
 4.36 
ARILX  0.70  0.15  0.14  0.29  0.49 
(0.86)
 2.13 
(0.95)
 5.10 
ARIFX  0.50  0.16  0.09  1.06  0.21 
(0.63)
 1.07 
(0.83)
 2.73 
ARIHX  0.73  0.06  0.04  0.19  0.78 
(0.85)
 2.01 
(1.64)
 5.16 

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