Cohen Steers Correlations

Mutual Funds . USA . 
Fund . Cohen Steers Infrastructure
XUTFX Fund  USD 25.50  0.15  0.59%   
The current 90-days correlation between Cohen Steers Infrast and Vanguard Total Stock is 0.32 (i.e., Weak 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

Good diversification

The correlation between Cohen Steers Infrastructure and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Infrastructure and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Cohen Steers Infrastructure. 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 census.
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

  0.9VTSAX Vanguard Total StockPairCorr
  0.89VFIAX Vanguard 500 IndexPairCorr
  0.91VTSMX Vanguard Total StockPairCorr
  0.89VITSX Vanguard Total StockPairCorr
  0.91VSTSX Vanguard Total StockPairCorr
  0.91VSMPX Vanguard Total StockPairCorr
  0.89VFINX Vanguard 500 IndexPairCorr
  0.9VFFSX Vanguard 500 IndexPairCorr
  0.95VGTSX Vanguard Total InterPairCorr
  0.95VTIAX Vanguard Total InterPairCorr
  0.9PFN Pimco Income StrategyPairCorr
  0.89CIF Mfs Intermediate HighPairCorr
  0.89PCF Putnam High IncomePairCorr
  0.91DGTSX Global Allocation 2575PairCorr
  0.89UIVMX Mfs Intrinsic ValuePairCorr
  0.89MIGFX Massachusetts InvestorsPairCorr
  0.73GPVXX Short Term InvestmentPairCorr
  0.9EAERX Eaton Vance StockPairCorr
  0.9WHGQX Westwood Quality ValuePairCorr
  0.78NEA Nuveen Amt FreePairCorr
  0.9RAPIX Cohen Steers RealPairCorr
  0.92CSOCX Credit Suisse StrategicPairCorr
  0.94JLDEX Retirement Living ThroughPairCorr
  0.85RSEIX Royce Special EquityPairCorr
  0.92PNSCX Putnam Small CapPairCorr
  0.91GERIX Goldman Sachs EmergingPairCorr
  0.91FAFRX Franklin Floating RatePairCorr
  0.93GGSCX Goldman Sachs GrowthPairCorr
  0.92MEICX Mfs Value FundPairCorr
  0.84SAVCX Virtus Bond FundPairCorr
  0.88AULGX Ultra Fund R5PairCorr
  0.94MRMLX Massmutual RetiresmartPairCorr
  0.62DCFFX Destinations Core FixedPairCorr
  0.89SCRSX Small Cap CorePairCorr
  0.87PPQPX Midcap GrowthPairCorr

Moving against Cohen Mutual Fund

  0.4XDSMX Dreyfus StrategicPairCorr
  0.35XNBHX Neuberger Berman IntPairCorr

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
VTSAX  0.67  0.26  0.12 (3.44) 0.54 
(0.76)
 2.07 
(1.17)
 5.05 
VFIAX  0.65  0.11  0.11  0.25  0.56 
(0.75)
 2.02 
(1.11)
 4.88 
VTSMX  0.67  0.26  0.13 (2.75) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VITSX  0.66  0.12  0.11  0.26  0.55 
(0.75)
 2.07 
(1.17)
 5.05 
VSTSX  0.67  0.26  0.13 (2.76) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VSMPX  0.67  0.26  0.13 (2.76) 0.56 
(0.75)
 2.08 
(1.17)
 5.04 
VFINX  0.66  0.12  0.11  0.26  0.54 
(0.77)
 2.02 
(1.11)
 4.88 
VFFSX  0.66  0.25  0.12 (3.24) 0.56 
(0.72)
 2.02 
(1.11)
 4.88 
VGTSX  0.47  0.23  0.14 (4.35) 0.08 
(0.54)
 1.31 
(0.84)
 3.09 
VTIAX  0.47  0.23  0.13 (4.21) 0.00 
(0.54)
 1.35 
(0.86)
 3.10 

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