Listed Funds Correlations

SPCZ Etf

USD 27.05 0.03 0.11%

The current 90-days correlation between Listed Funds Trust and SEI Exchange Traded is 0.17 (i.e., Average diversification). The correlation of Listed 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.

Listed Funds Correlation With Market

Average diversification

The correlation between Listed Funds Trust and DJI is 0.18 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Listed Funds Trust and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Listed Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Listed Funds Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Listed Etf

0.89	SPAQ	Horizon Kinetics SPAC	Pair Corr
0.94	PULS	PGIM Ultra Short	Pair Corr
0.79	JSCP	JPMorgan Short Duration	Pair Corr
0.86	UTWO	Rbb Fund	Pair Corr

Moving against Listed Etf

0.62	IAT	iShares Regional Banks	Pair Corr
0.58	KRE	SPDR SP Regional Aggressive Push	Pair Corr
0.57	KBE	SPDR SP Bank	Pair Corr
0.53	FXO	First Trust Financials	Pair Corr
0.47	VFH	Vanguard Financials Index	Pair Corr
0.47	FNCL	Fidelity MSCI Financials	Pair Corr
0.46	MPAY	Akros Monthly Payout	Pair Corr
0.43	IYF	iShares Financials ETF	Pair Corr
0.42	XLF	Financial Select Sector Aggressive Push	Pair Corr
0.42	IYG	iShares Financial	Pair Corr
0.33	BITI	ProShares Trust	Pair Corr

Related Correlations Analysis

	SELV	SEIQ	SEIV	SEIM	USNZ
SELV		0.84	0.75	0.62	0.69	SELV
SEIQ	0.84		0.97	0.93	0.96	SEIQ
SEIV	0.75	0.97		0.97	0.99	SEIV
SEIM	0.62	0.93	0.97		0.98	SEIM
USNZ	0.69	0.96	0.99	0.98		USNZ
	SELV	SEIQ	SEIV	SEIM	USNZ

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Listed Funds Constituents Risk-Adjusted Indicators

There is a big difference between Listed Etf performing well and Listed Funds ETF 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 Listed 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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SELV	0.84	0.12	0.12	0.04	1.24	(0.89)	1.30	(1.49)	7.12
SEIQ	1.00	0.10	0.00	(0.02)	0.00	0.00	1.66	(2.08)	9.51
SEIV	1.17	0.07	0.00	(0.07)	0.00	0.00	1.94	(2.13)	12.31
SEIM	1.50	0.05	0.00	(0.09)	0.00	0.00	2.55	(3.28)	13.16
USNZ	1.24	0.05	0.00	(0.08)	0.00	0.00	2.23	(2.78)	13.00

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