Polen Us Correlations
PBSIX Fund | USD 16.29 0.15 0.93% |
The current 90-days correlation between Polen Small Pany and Chartwell Small Cap is 0.81 (i.e., Very poor 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 0.82 (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
0.94 | PGIIX | Polen Global Growth | PairCorr |
0.94 | PGIRX | Polen Global Growth | PairCorr |
0.94 | POLIX | Polen Growth | PairCorr |
0.94 | POLRX | Polen Growth | PairCorr |
0.79 | DDJRX | Ddj Opportunistic High | PairCorr |
0.79 | DDJIX | Ddj Opportunistic High | PairCorr |
0.79 | PBBIX | Fundvantage Trust | PairCorr |
0.69 | PBKIX | Polen Bank Loan | PairCorr |
1.0 | PBSRX | Polen Small | PairCorr |
1.0 | PBSYX | Polen Small | PairCorr |
0.99 | VSGAX | Vanguard Small Cap | PairCorr |
0.99 | VSGIX | Vanguard Small Cap | PairCorr |
0.99 | VISGX | Vanguard Small Cap | PairCorr |
0.98 | VEXPX | Vanguard Explorer | PairCorr |
0.98 | VEXRX | Vanguard Explorer | PairCorr |
0.9 | JGMIX | Janus Triton | PairCorr |
0.9 | JGMRX | Janus Triton | PairCorr |
0.91 | JGMAX | Janus Triton | PairCorr |
0.88 | JGMCX | Janus Triton | PairCorr |
0.92 | JGMNX | Janus Triton | PairCorr |
0.76 | FSMMX | Fs Multi Strategy | PairCorr |
0.95 | SPMPX | Invesco Steelpath Mlp | PairCorr |
0.95 | MLPNX | Oppenheimer Steelpath Mlp | PairCorr |
0.95 | MLPMX | Oppenheimer Steelpath Mlp | PairCorr |
0.95 | SPMJX | Invesco Steelpath Mlp | PairCorr |
0.84 | NWGSX | Nationwide Highmark Small | PairCorr |
0.96 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
Moving against Polen Mutual Fund
0.67 | BTMPX | Ishares Msci Eafe | PairCorr |
0.66 | BTMKX | Blackrock International | PairCorr |
0.34 | POIIX | Polen International | PairCorr |
0.34 | POIRX | Polen International | PairCorr |
0.84 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
0.83 | KO | Coca Cola Fiscal Year End 11th of February 2025 | PairCorr |
0.78 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
0.67 | MDIIX | Blackrock Intern Index | PairCorr |
0.44 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
Related Correlations Analysis
0.94 | 0.94 | 0.96 | 0.98 | 0.93 | CWSIX | ||
0.94 | 0.89 | 0.89 | 0.95 | 0.88 | KSCYX | ||
0.94 | 0.89 | 0.99 | 0.97 | 0.98 | QUAIX | ||
0.96 | 0.89 | 0.99 | 0.98 | 0.98 | HSLIX | ||
0.98 | 0.95 | 0.97 | 0.98 | 0.96 | BSGSX | ||
0.93 | 0.88 | 0.98 | 0.98 | 0.96 | APDSX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
CWSIX | 0.84 | (0.01) | 0.05 | 0.12 | 0.65 | 2.04 | 7.79 | |||
KSCYX | 1.46 | 0.44 | 0.17 | 0.64 | 1.79 | 3.29 | 16.43 | |||
QUAIX | 0.91 | 0.05 | 0.09 | 0.17 | 0.87 | 1.92 | 6.76 | |||
HSLIX | 0.89 | 0.00 | 0.05 | 0.13 | 0.91 | 1.94 | 6.85 | |||
BSGSX | 0.74 | 0.11 | 0.14 | 0.24 | 0.55 | 1.90 | 5.09 | |||
APDSX | 0.92 | 0.07 | 0.07 | 0.19 | 0.93 | 2.03 | 5.77 |