Carillon Reams Correlations

Mutual Funds USA . 
Fund . Carillon Reams Core
SCPWX Fund  USD 29.74  0.05  0.17%   
The current 90-days correlation between Carillon Reams Core and Chartwell Short Duration is 0.44 (i.e., Very weak diversification). The correlation of Carillon Reams 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.

Carillon Reams Correlation With Market

Weak diversification

The correlation between Carillon Reams Core and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Reams Core and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Carillon Reams Core. 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 housing.

Moving together with Carillon Mutual Fund

  0.82CWFIX Chartwell Short DurationPairCorr
  0.82CWFCX Carillon Chartwell ShortPairCorr
  0.82CWFAX Chartwell Short DurationPairCorr
  0.81CWFRX Carillon Chartwell ShortPairCorr
  0.77HIGCX Eagle Growth IncomePairCorr
  0.77HIGJX Eagle Growth IncomePairCorr
  0.77HIGUX Eagle Growth IncomePairCorr
  0.66CWSIX Chartwell Small CapPairCorr
  0.8CWSGX Chartwell Small CapPairCorr
  0.65CWSHX Carillon Chartwell SmallPairCorr
  0.66CWSCX Carillon Chartwell SmallPairCorr
  0.8CWSAX Carillon Chartwell SmallPairCorr
  0.79CWSBX Carillon Chartwell SmallPairCorr
  0.66CWSWX Carillon Chartwell SmallPairCorr
  0.79CWSRX Columbia Large CapPairCorr
  0.99SCCIX Scout E BondPairCorr
  0.99SUBTX Carillon Reams UnconPairCorr
  0.99SUBDX Carillon Reams UnconPairCorr
  0.99SUBFX Scout Unconstrained BondPairCorr
  0.99SUBEX Carillon Reams UnconPairCorr
  1.0SCPEX Carillon Reams CorePairCorr
  1.0SCPDX Carillon Reams CorePairCorr
  1.0SCPZX Scout E PlusPairCorr
  0.69UMBMX Scout Mid CapPairCorr
  0.8UMBHX Scout Small CapPairCorr
  0.86BERSX Carillon Chartwell RealPairCorr
  0.86BERIX Berwyn IncomePairCorr
  0.86BERGX Carillon Chartwell RealPairCorr
  0.86BERHX Carillon Chartwell RealPairCorr
  0.74BERDX Carillon Chartwell MidPairCorr
  0.74BERBX Carillon Chartwell MidPairCorr
  0.74BERCX Berwyn CornerstonePairCorr
  0.74BERAX Carillon Chartwell MidPairCorr
  0.72HRCCX Eagle Capital ApprecPairCorr
  0.72HRCIX Eagle Capital ApprecPairCorr
  0.68HRAUX Eagle Mid CapPairCorr
  0.72HRCPX Eagle Capital ApprecPairCorr
  0.72HRCUX Eagle Capital ApprecPairCorr
  0.77HRCVX Eagle Growth IncomePairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Carillon Mutual Fund performing well and Carillon Reams 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 Carillon Reams' 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
CWFIX  0.08  0.03 (0.74) 0.57  0.00 
(0.14)
 0.21 
(0.11)
 0.43 
CWFCX  0.08  0.02 (0.76) 0.54  0.00 
(0.14)
 0.21 
(0.10)
 0.43 
CWFAX  0.09  0.03 (0.66) 0.49  0.00 
(0.15)
 0.31 
(0.11)
 0.53 
CWFRX  0.08  0.03 (0.62) 0.48  0.00 
(0.14)
 0.21 
(0.11)
 0.53 
HIGCX  0.56  0.07  0.05  0.22  0.50 
(0.64)
 1.49 
(1.13)
 3.96 
HIGJX  0.56  0.07  0.05  0.23  0.49 
(0.64)
 1.61 
(1.12)
 4.00 
HIGUX  0.56  0.07  0.06  0.23  0.48 
(0.64)
 1.56 
(1.12)
 3.86 
CWSIX  1.06  0.07  0.08  0.19  1.01 
(1.26)
 2.54 
(1.81)
 7.73 
CWSGX  0.90  0.10  0.10  0.23  0.83 
(1.04)
 2.13 
(1.65)
 6.05 
CWSHX  1.07  0.07  0.07  0.19  0.99 
(1.25)
 2.55 
(1.81)
 7.74 

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