Clarion Partners Correlations

CPRSX Fund

USD 11.64 0.01 0.09%

The current 90-days correlation between Clarion Partners Real and Vanguard Total Stock is -0.06 (i.e., Good diversification). The correlation of Clarion Partners 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.

Clarion Partners Correlation With Market

Good diversification

The correlation between Clarion Partners Real 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 Clarion Partners Real and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Clarion Partners Real. 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 state.

Moving together with Clarion Mutual Fund

0.83	VTSAX	Vanguard Total Stock	Pair Corr
0.82	VFIAX	Vanguard 500 Index	Pair Corr
0.83	VTSMX	Vanguard Total Stock	Pair Corr
0.83	VITSX	Vanguard Total Stock	Pair Corr
0.83	VSTSX	Vanguard Total Stock	Pair Corr
0.83	VSMPX	Vanguard Total Stock	Pair Corr
0.82	VFINX	Vanguard 500 Index	Pair Corr
0.82	VFFSX	Vanguard 500 Index	Pair Corr
0.83	CGSAX	Columbia Growth 529	Pair Corr
0.73	HCMFX	Hcm Dynamic Income	Pair Corr
0.84	BSDAX	Blackrock Smid Cap	Pair Corr
0.9	MEGIX	Msvif Growth Port	Pair Corr
0.78	ELFNX	Elfun Trusts Elfun	Pair Corr
0.71	CSCO	Cisco Systems	Pair Corr
0.75	HD	Home Depot	Pair Corr
0.92	WMT	Walmart	Pair Corr
0.89	DIS	Walt Disney	Pair Corr
0.86	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr

Moving against Clarion Mutual Fund

0.81	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.51	BIGBX	Blackrock Government Bond	Pair Corr
0.48	VGTSX	Vanguard Total Inter	Pair Corr
0.48	VTIAX	Vanguard Total Inter	Pair Corr
0.79	PFE	Pfizer Inc Fiscal Year End 4th of February 2025	Pair Corr
0.64	KO	Coca Cola Fiscal Year End 11th of February 2025	Pair Corr
0.55	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.42	GE	GE Aerospace Fiscal Year End 28th of January 2025	Pair Corr

Related Correlations Analysis

	VTSAX	VFIAX	VTSMX	VITSX	VSTSX	VSMPX	VFINX	VFFSX	VTIAX
VTSAX		1.0	1.0	1.0	1.0	1.0	1.0	1.0	-0.55	VTSAX
VFIAX	1.0		1.0	1.0	1.0	1.0	1.0	1.0	-0.52	VFIAX
VTSMX	1.0	1.0		1.0	1.0	1.0	1.0	1.0	-0.55	VTSMX
VITSX	1.0	1.0	1.0		1.0	1.0	1.0	1.0	-0.55	VITSX
VSTSX	1.0	1.0	1.0	1.0		1.0	1.0	1.0	-0.55	VSTSX
VSMPX	1.0	1.0	1.0	1.0	1.0		1.0	1.0	-0.55	VSMPX
VFINX	1.0	1.0	1.0	1.0	1.0	1.0		1.0	-0.52	VFINX
VFFSX	1.0	1.0	1.0	1.0	1.0	1.0	1.0		-0.52	VFFSX
VTIAX	-0.55	-0.52	-0.55	-0.55	-0.55	-0.55	-0.52	-0.52		VTIAX
	VTSAX	VFIAX	VTSMX	VITSX	VSTSX	VSMPX	VFINX	VFFSX	VTIAX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

VFIAX	+ 1.0	VTSAX
VTSMX	+ 1.0	VTSAX
VITSX	+ 1.0	VTSAX
VSTSX	+ 1.0	VTSAX
VSMPX	+ 1.0	VTSAX
VFINX	+ 1.0	VTSAX

High negative correlations

VTIAX	- 0.55	VSMPX
VTIAX	- 0.55	VSTSX
VTIAX	- 0.55	VITSX
VTIAX	- 0.55	VTSMX
VTIAX	- 0.55	VTSAX
VTIAX	- 0.52	VFFSX

Risk-Adjusted Indicators

There is a big difference between Clarion Mutual Fund performing well and Clarion Partners 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 Clarion Partners' 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
VTSAX	0.50	0.05	0.06	0.16	0.44	(0.56)	0.98	(0.94)	4.11
VFIAX	0.47	0.05	0.04	0.16	0.43	(0.50)	0.97	(0.93)	3.84
VTSMX	0.50	0.05	0.06	0.16	0.44	(0.56)	0.98	(0.94)	4.11
VITSX	0.50	0.05	0.06	0.16	0.44	(0.56)	0.98	(0.94)	4.11
VSTSX	0.50	0.05	0.06	0.16	0.44	(0.56)	0.98	(0.94)	4.11
VSMPX	0.50	0.05	0.06	0.16	0.43	(0.56)	0.98	(0.94)	4.11
VFINX	0.47	0.05	0.04	0.16	0.43	(0.50)	0.97	(0.93)	3.84
VFFSX	0.47	0.05	0.04	0.16	0.43	(0.50)	0.97	(0.93)	3.84
VTIAX	0.57	(0.04)	0.00	(0.05)	0.00	0.00	1.15	(1.01)	4.11

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC