Cohen Steers Correlations

Mutual Funds . USA . 
Fund . Cohen Steers Real
RAPZX Fund  USD 10.83  0.05  0.46%   
The current 90-days correlation between Cohen Steers Real and Cohen Steers Mlp is -0.25 (i.e., Very good diversification). The correlation of Cohen Steers 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.

Cohen Steers Correlation With Market

Average diversification

The correlation between Cohen Steers Real and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Real 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 Cohen Steers Real. 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.
For more information on how to buy Cohen Mutual Fund please use our How to Invest in Cohen Steers guide.

Moving together with Cohen Mutual Fund

  0.93MLOAX Cohen Steers MlpPairCorr
  0.94MLOCX Cohen Steers MlpPairCorr
  0.94MLOIX Cohen Steers MlpPairCorr
  0.94MLORX Cohen Steers MlpPairCorr
  0.94MLOZX Cohen Steers MlpPairCorr
  0.95PISHX Cohen Steers PreferredPairCorr
  0.97RAPAX Cohen Steers RealPairCorr
  1.0RAPIX Cohen Steers RealPairCorr
  0.97RAPCX Cohen Steers RealPairCorr
  0.97RAPRX Cohen Steers RealPairCorr
  0.86CIRRX Cohen Steers RealPairCorr
  0.95IRFZX Cohen Steers IntlPairCorr
  0.94IRFAX Cohen Steers InternaPairCorr
  0.95IRFCX Cohen Steers InternaPairCorr
  0.95IRFIX Cohen Steers InternaPairCorr
  0.95IRFRX Cohen Steers IntlPairCorr
  0.95LPXRX Cohen Steers LowPairCorr
  0.96LPXZX Cohen Steers LowPairCorr
  0.95LPXCX Cohen Steers LowPairCorr
  0.96LPXAX Cohen Steers LowPairCorr
  0.96LPXFX Cohen Steers LowPairCorr
  0.96LPXIX Cohen Steers LowPairCorr
  0.95CPRRX Cohen Steers PreferredPairCorr
  0.95CPXIX Cohen Steers PrfrdPairCorr
  0.95CPXFX Cohen Steers PreferredPairCorr
  0.95CPXCX Cohen Steers PrefrdPairCorr
  0.95CPXAX Cohen Steers PreferdPairCorr
  0.95CPXZX Cohen Steers PreferredPairCorr
  0.87CREFX Cohen Steers RealPairCorr
  0.85CSCIX Cohen Steers RealPairCorr
  0.87CSDIX Cohen Steers RealPairCorr
  0.84CSEIX Cohen Steers RealPairCorr
  0.94CSFZX Cohen Steers GlobalPairCorr
  0.94CSFCX Cohen Steers GlobalPairCorr
  0.92CSFAX Cohen Steers GlobalPairCorr
  0.83CSJCX Cohen Steers RealtyPairCorr
  0.86CSJAX Cohen Steers RealtyPairCorr
  0.87CSJZX Cohen Steers RealtyPairCorr
  0.86CSJRX Cohen Steers RealtyPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Cohen Mutual Fund performing well and Cohen Steers 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 Cohen Steers' 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
MLOAX  0.76  0.29  0.14 (1.65) 0.64 
(0.92)
 1.70 
(1.61)
 4.63 
MLOCX  0.75  0.20  0.13  0.61  0.67 
(0.90)
 1.71 
(1.61)
 4.40 
MLOIX  0.76  0.21  0.13  0.62  0.63 
(0.90)
 1.70 
(1.49)
 4.63 
MLORX  0.76  0.21  0.13  0.61  0.62 
(0.92)
 1.70 
(1.49)
 4.62 
MLOZX  0.75  0.21  0.14  0.62  0.62 
(0.90)
 1.72 
(1.49)
 4.63 
PISHX  0.11  0.09 (0.32)(3.09) 0.00 
(0.19)
 0.31 
(0.10)
 0.82 
RAPAX  0.36  0.11 (0.07)(1.44) 0.21 
(0.42)
 0.79 
(0.67)
 2.43 
RAPIX  0.34  0.09 (0.08) 1.53  0.11 
(0.40)
 0.78 
(0.57)
 1.87 
RAPCX  0.35  0.11 (0.07)(1.31) 0.20 
(0.42)
 0.87 
(0.67)
 2.34 
RAPZX  0.35  0.09 (0.08) 1.44  0.15 
(0.40)
 0.79 
(0.65)
 1.88 

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