Russell Investments Competition

0P0000YW39

16.68 0.01 0.06%

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Russell Investments Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Russell Investments and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Russell and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Russell Investments does not affect the price movement of the other competitor.

	FTHI	BLB-UN	HIG	0P000070HA	CIG18006	0P00007174	0P000071W8	MMF4606	SSF-UN
FTHI		0.63	-0.85	0.97	0.97	-0.53	0.97	0.65	0.9	FTHI
BLB-UN	0.63		-0.75	0.66	0.66	-0.66	0.73	0.37	0.68	BLB-UN
HIG	-0.85	-0.75		-0.86	-0.86	0.68	-0.85	-0.39	-0.87	HIG
0P000070HA	0.97	0.66	-0.86		1.0	-0.56	0.97	0.69	0.88	0P000070HA
CIG18006	0.97	0.66	-0.86	1.0		-0.56	0.97	0.69	0.88	CIG18006
0P00007174	-0.53	-0.66	0.68	-0.56	-0.56		-0.57	-0.11	-0.55	0P00007174
0P000071W8	0.97	0.73	-0.85	0.97	0.97	-0.57		0.7	0.88	0P000071W8
MMF4606	0.65	0.37	-0.39	0.69	0.69	-0.11	0.7		0.55	MMF4606
SSF-UN	0.9	0.68	-0.87	0.88	0.88	-0.55	0.88	0.55		SSF-UN
	FTHI	BLB-UN	HIG	0P000070HA	CIG18006	0P00007174	0P000071W8	MMF4606	SSF-UN

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High positive correlations

CIG18006	+ 1.0	0P000070HA
0P000070HA	+ 0.97	FTHI
CIG18006	+ 0.97	FTHI
0P000071W8	+ 0.97	FTHI
0P000071W8	+ 0.97	0P000070HA
0P000071W8	+ 0.97	CIG18006

High negative correlations

SSF-UN	- 0.87	HIG
CIG18006	- 0.86	HIG
0P000070HA	- 0.86	HIG
0P000071W8	- 0.85	HIG
HIG	- 0.85	FTHI
HIG	- 0.75	BLB-UN

Risk-Adjusted Indicators

There is a big difference between Russell Fund performing well and Russell Investments 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 Russell Investments' 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
FTHI	0.42	0.11	0.04	0.51	0.00	(0.54)	1.11	(0.60)	3.05
BLB-UN	0.48	0.02	(0.03)	0.45	1.14	(1.37)	2.08	(0.96)	11.33
HIG	0.67	(0.16)	0.00	(0.53)	0.00	0.00	1.22	(1.92)	4.30
0P000070HA	1.01	0.21	0.11	0.54	1.10	(1.17)	2.77	(2.23)	5.87
CIG18006	1.01	0.21	0.11	0.54	1.10	(1.17)	2.77	(2.23)	5.87
0P00007174	0.27	(0.01)	(0.33)	0.03	0.30	(0.29)	0.60	(0.59)	1.37
0P000071W8	0.53	0.12	0.06	0.40	0.44	(0.58)	1.20	(1.15)	4.46
MMF4606	0.44	(0.01)	(0.17)	0.10	0.52	(0.45)	0.87	(0.97)	2.55
SSF-UN	0.36	0.04	(0.16)	1.62	0.29	(0.51)	0.86	(0.71)	1.87

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All Fundamental Data

Russell Investments Competitive Analysis

The better you understand Russell Investments competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Russell Investments' competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Russell Investments' competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	0P0000YW39	FTHI	BLB-UN	HIG	0P000070HA	CIG18006	0P00007174	0P000071W8	MMF4606	SSF-UN
	0.06 16.68 Russell	0.18 11.09 Fidelity	0.00 7.97 Bloom	0.37 8.21 Global	0.18 103.80 0P000070HA	0.18 103.80 CIG18006	0.85 11.86 Mawer	0.48 149.66 0P000071W8	0.09 53.16 Manulife	1.15 7.05 Symphony
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Not too volatile	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Solid	Solid	Weak	Very Weak	Solid	Solid	Insignificant	Solid	Modest	OK
Odds of Financial Distress (Probability Of Bankruptcy)	Unknown	Unknown	About Average	Low	Low	Unknown	Low	Low	Unknown	About Average
Current Valuation (Equity Enterprise Value)	Under Valued	Over Valued	Over Valued	Fairly Valued	Under Valued	Under Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Buy	Strong Sell	Not Rated	Hold	Strong Buy	Strong Buy	Hold	Strong Buy	Hold	Cautious Hold
Equity Positions Weight			N/A	49.27	97.05		N/A	99.57		N/A
Cash Position Weight			N/A	N/A	2.95		2.23	0.17		N/A
Holdings Turnover			N/A	110.7	N/A		N/A	N/A		N/A
Three Year Return			N/A	N/A	17.61		3.73	9.37		N/A
Net Asset			N/A	52.52 M	356.32 M		2.72 B	1.68 B		N/A
Minimum Initial Investment			N/A	N/A	500		5 K	100		N/A
Five Year Return			N/A	N/A	17.62		3.08	11.74		N/A
Last Dividend Paid			N/A	0.05	N/A		N/A	N/A		N/A
One Year Return			N/A	N/A	30.87		8.08	5.08		N/A
Bond Positions Weight			N/A	N/A	N/A		95.45	N/A		N/A
Ten Year Return			N/A	N/A	19.58		4.07	14.61		N/A
Day Typical Price	16.68	11.09	7.97	8.21	103.8	103.8	11.86	149.66	53.16	7.04
Accumulation Distribution	N/A	9.0E-4	N/A	0.0012	N/A	N/A	N/A	N/A	N/A	0.0099
Market Facilitation Index	N/A	0.01	N/A	0.01	N/A	N/A	N/A	N/A	N/A	0.07
Daily Balance Of Power	(9,223,372,036,855)	2.0	0.0	3.0	(9,223,372,036,855)	(9,223,372,036,855)	9.2 T	9.2 T	9.2 T	1.142857
Period Momentum Indicator	(0.01)	0.02	N/A	0.03	(0.19)	(0.19)	0.1	0.71	0.05	0.08
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.01	1.0	1.0	1.01
Day Median Price	16.68	11.09	7.97	8.22	103.8	103.8	11.86	149.66	53.16	7.04
Price Action Indicator	(0.01)	0.015	N/A	0.01	(0.1)	(0.1)	0.05	0.36	0.025	0.055
Coefficient Of Variation	441.63	357.34	3091.38	(767.59)	490.19	490.19	2593.82	404.26	1365.79	839.51
Mean Deviation	0.411	0.4157	0.4826	0.6724	1.01	1.01	0.2665	0.5279	0.4362	0.3555
Jensen Alpha	0.1025	0.1103	0.0221	(0.16)	0.2059	0.2059	(0.01)	0.1227	(0.01)	0.0422
Total Risk Alpha	0.0206	0.0533	(0.18)	(0.28)	0.0409	0.0409	(0.05)	0.0518	(0.06)	(0.03)
Sortino Ratio	(0.04)	0.0397	(0.03)	N/A	0.1085	0.1085	(0.33)	0.0649	(0.17)	(0.16)
Downside Variance	0.297	0.2367	8.87	N/A	1.72	1.72	0.139	0.655	0.3409	0.2652
Standard Deviation	0.5143	0.5607	1.26	0.8945	1.37	1.37	0.3483	0.7685	0.5573	0.4684
Kurtosis	(0.46)	1.75	28.15	1.06	1.35	1.35	0.2668	3.95	0.1811	(0.26)
Potential Upside	0.8161	1.11	2.08	1.22	2.77	2.77	0.5998	1.2	0.8654	0.8621
Treynor Ratio	3.48	0.5128	0.4514	(0.53)	0.5379	0.5379	0.0346	0.4007	0.0957	1.62
Maximum Drawdown	2.0	3.05	11.33	4.3	5.87	5.87	1.37	4.46	2.55	1.87
Variance	0.2645	0.3144	1.59	0.8001	1.88	1.88	0.1213	0.5906	0.3106	0.2194
Market Risk Adjusted Performance	3.49	0.5228	0.4614	(0.52)	0.5479	0.5479	0.0446	0.4107	0.1057	1.63
Risk Adjusted Performance	0.1682	0.2103	0.0287	(0.1)	0.1604	0.1604	0.0175	0.1891	0.0523	0.0847
Skewness	(0.38)	0.7366	(3.80)	(0.80)	(0.05)	(0.05)	0.3294	0.5793	(0.19)	0.1197
Semi Deviation	0.34	0.0	1.14	N/A	1.1	1.1	0.3025	0.4441	0.5156	0.2925
Information Ratio	(0.04)	0.0344	(0.08)	(0.28)	0.1037	0.1037	(0.36)	0.0683	(0.17)	(0.17)
Value At Risk	(0.86)	(0.60)	(0.96)	(1.92)	(2.23)	(2.23)	(0.59)	(1.15)	(0.97)	(0.71)
Expected Short fall	(0.45)	(0.54)	(1.37)	N/A	(1.17)	(1.17)	(0.29)	(0.58)	(0.45)	(0.51)
Downside Deviation	0.5449	0.4865	2.98	N/A	1.31	1.31	0.3729	0.8093	0.5839	0.515
Semi Variance	0.1156	(0.01)	1.3	N/A	1.21	1.21	0.0915	0.1973	0.2658	0.0856

Russell Investments Competition Performance Charts

Five steps to successful analysis of Russell Investments Competition

Russell Investments' competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Russell Investments in relation to its competition. Russell Investments' competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Russell Investments in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Russell Investments' competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Russell Investments, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

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