Royce Dividend Correlations

The correlation of Royce Dividend 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.

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Moving together with Royce Mutual Fund

0.99	RPFFX	Royce Premier	Pair Corr
0.74	RSEFX	Royce Special Equity	Pair Corr
0.72	RDVIX	Royce Dividend Value	Pair Corr
0.69	RVPHX	Royce Smaller Companies	Pair Corr
0.72	RVVHX	Royce Small Cap	Pair Corr
0.72	RYIPX	Royce International	Pair Corr
0.99	RYOFX	Royce Opportunity	Pair Corr
0.84	RYOTX	Royce Micro Cap	Pair Corr
0.99	RYPRX	Royce Premier	Pair Corr
0.99	RYPNX	Royce Opportunity	Pair Corr
0.82	RYSEX	Royce Special Equity	Pair Corr
0.7	RYTRX	Royce Total Return	Pair Corr
0.83	RYVFX	Royce Small Cap	Pair Corr
0.82	RYVPX	Royce Smaller Companies	Pair Corr
0.69	RIPNX	Royce International	Pair Corr
0.74	RMCFX	Royce Micro Cap	Pair Corr
0.82	VIMAX	Vanguard Mid Cap	Pair Corr
0.83	VIMSX	Vanguard Mid Cap	Pair Corr
0.99	VMCPX	Vanguard Mid Cap	Pair Corr
0.82	VMCIX	Vanguard Mid Cap	Pair Corr
0.83	VEXAX	Vanguard Extended Market	Pair Corr
0.83	VEMPX	Vanguard Extended Market	Pair Corr
0.83	VIEIX	Vanguard Extended Market	Pair Corr
0.74	VSEMX	Vanguard Extended Market	Pair Corr
0.83	VEXMX	Vanguard Extended Market	Pair Corr
0.83	FSMAX	Fidelity Extended Market	Pair Corr
0.62	FSMMX	Fs Multi Strategy	Pair Corr
0.8	BTMPX	Ishares Msci Eafe	Pair Corr
0.8	MDIIX	Blackrock Intern Index	Pair Corr
0.7	PSGCX	Virtus Kar Small	Pair Corr
0.7	AABHX	American Century One	Pair Corr
0.64	WVCCX	Aberdeen Gbl Small	Pair Corr
0.74	PLIEX	Plumb Equity	Pair Corr

Related Correlations Analysis

	RYBHX	RYSEX	RYVFX
RYBHX		0.57	0.59	RYBHX
RYSEX	0.57		0.99	RYSEX
RYVFX	0.59	0.99		RYVFX
	RYBHX	RYSEX	RYVFX

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Risk-Adjusted Indicators

There is a big difference between Royce Mutual Fund performing well and Royce Dividend 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 Royce Dividend'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
RYBHX	0.82	0.11	0.10	0.23	0.72	(0.94)	2.08	(1.55)	5.80
RYSEX	0.83	0.14	0.12	0.31	0.62	(1.02)	2.39	(1.27)	5.05
RYVFX	0.96	0.15	0.15	0.28	0.79	(1.16)	2.47	(1.51)	6.40

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Royce Dividend Correlations

Moving together with Royce Mutual Fund

Related Correlations Analysis

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