Polen Us Correlations
PBSIX Fund | USD 16.14 0.19 1.16% |
The current 90-days correlation between Polen Small Pany and Ab Small Cap is 0.27 (i.e., Modest diversification). The correlation of Polen Us 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.
Polen Us Correlation With Market
Very poor diversification
The correlation between Polen Small Pany and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Polen Small Pany and DJI in the same portfolio, assuming nothing else is changed.
Polen |
Moving together with Polen Mutual Fund
0.92 | PGIIX | Polen Global Growth | PairCorr |
0.93 | POLIX | Polen Growth | PairCorr |
0.76 | DDJRX | Ddj Opportunistic High | PairCorr |
0.99 | VSGAX | Vanguard Small Cap | PairCorr |
0.99 | VSGIX | Vanguard Small Cap | PairCorr |
0.99 | VISGX | Vanguard Small Cap | PairCorr |
0.97 | VEXPX | Vanguard Explorer | PairCorr |
0.97 | VEXRX | Vanguard Explorer | PairCorr |
0.97 | JGMIX | Janus Triton | PairCorr |
0.97 | JGMRX | Janus Triton | PairCorr |
0.97 | JGMAX | Janus Triton | PairCorr |
0.97 | JGMCX | Janus Triton | PairCorr |
0.97 | JGMNX | Janus Triton | PairCorr |
0.65 | RYRCX | Retailing Fund Class | PairCorr |
0.96 | CLM | Cornerstone Strategic | PairCorr |
0.66 | INTC | Intel Downward Rally | PairCorr |
0.85 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
0.91 | WMT | Walmart Aggressive Push | PairCorr |
0.96 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
0.91 | DIS | Walt Disney | PairCorr |
0.73 | HD | Home Depot | PairCorr |
0.91 | CVX | Chevron Corp Fiscal Year End 7th of February 2025 | PairCorr |
Moving against Polen Mutual Fund
0.75 | GAAKX | Gmo Alternative Allo | PairCorr |
0.75 | GAAGX | Gmo Alternative Allo | PairCorr |
0.65 | GPBFX | Gmo E Plus | PairCorr |
0.46 | GPMFX | Guidepath Managed Futures | PairCorr |
0.44 | POIIX | Polen International | PairCorr |
0.83 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
0.79 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
0.47 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
Related Correlations Analysis
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Risk-Adjusted Indicators
There is a big difference between Polen Mutual Fund performing well and Polen Us 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 Polen Us' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
SCYVX | 0.88 | 0.13 | 0.02 | 1.42 | 0.79 | 1.95 | 7.36 | |||
MSSGX | 1.40 | 0.61 | 0.34 | 7.96 | 0.92 | 3.46 | 7.23 | |||
HSCYX | 0.85 | 0.00 | 0.04 | 0.12 | 0.81 | 1.77 | 6.60 | |||
IUSCX | 0.91 | 0.16 | 0.06 | 0.98 | 0.70 | 2.29 | 8.00 | |||
AATSX | 0.75 | 0.05 | 0.08 | 0.17 | 0.59 | 2.10 | 4.86 | |||
CWSIX | 0.84 | (0.01) | 0.05 | 0.12 | 0.65 | 2.04 | 7.79 | |||
BSGSX | 0.73 | 0.21 | 0.14 | 0.89 | 0.52 | 1.90 | 5.09 | |||
APSGX | 0.78 | 0.00 | 0.02 | 0.13 | 0.98 | 1.63 | 6.03 |