VictoryShares Small Correlations

CSB Etf

USD 60.82 0.52 0.86%

The current 90-days correlation between VictoryShares Small Cap and Timothy Plan Small is 0.91 (i.e., Almost no diversification). The correlation of VictoryShares Small 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.

VictoryShares Small Correlation With Market

Poor diversification

The correlation between VictoryShares Small Cap and DJI is 0.66 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding VictoryShares Small Cap and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with VictoryShares Etf

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in VictoryShares Small Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with VictoryShares Etf

0.97	VBR	Vanguard Small Cap	Pair Corr
0.96	IWN	iShares Russell 2000	Pair Corr
0.98	DFAT	Dimensional Targeted	Pair Corr
0.97	IJS	iShares SP Small	Pair Corr
0.97	SLYV	SPDR SP 600	Pair Corr
0.98	AVUV	Avantis Small Cap	Pair Corr
0.97	DES	WisdomTree SmallCap	Pair Corr
0.97	MDYV	SPDR SP 400	Pair Corr
0.96	CALF	Pacer Small Cap	Pair Corr
0.94	REGL	ProShares SP MidCap	Pair Corr
0.67	UPRO	ProShares UltraPro SP500	Pair Corr
0.87	QTJA	Innovator ETFs Trust	Pair Corr
0.73	QTOC	Innovator ETFs Trust	Pair Corr
0.85	XTOC	Innovator ETFs Trust	Pair Corr
0.89	QTAP	Innovator Growth 100	Pair Corr
0.89	XTJA	Innovator ETFs Trust	Pair Corr
0.9	XTAP	Innovator Equity Acc	Pair Corr
0.8	INOV	Innovator ETFs Trust	Pair Corr
0.9	JEPI	JPMorgan Equity Premium	Pair Corr
0.64	JPM	JPMorgan Chase	Pair Corr
0.7	AXP	American Express	Pair Corr
0.79	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.89	WMT	Walmart Common Stock Sell-off Trend	Pair Corr
0.65	MCD	McDonalds	Pair Corr
0.71	DD	Dupont De Nemours	Pair Corr
0.66	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.75	BAC	Bank of America	Pair Corr
0.68	CAT	Caterpillar	Pair Corr

Moving against VictoryShares Etf

0.68	MSFT	Microsoft	Pair Corr
0.54	HPQ	HP Inc	Pair Corr
0.32	HD	Home Depot	Pair Corr

Related Correlations Analysis

	TPSC	TPHD	FXG	FIVA	DINT	FTXO	UIVM	AVMV	KBA	BKGI
TPSC		0.92	0.14	0.87	0.75	0.86	0.85	0.9	0.71	0.55	TPSC
TPHD	0.92		0.37	0.78	0.66	0.71	0.76	0.79	0.59	0.56	TPHD
FXG	0.14	0.37		-0.18	-0.21	-0.3	-0.21	-0.12	-0.29	-0.22	FXG
FIVA	0.87	0.78	-0.18		0.87	0.95	0.99	0.96	0.84	0.77	FIVA
DINT	0.75	0.66	-0.21	0.87		0.77	0.89	0.8	0.91	0.65	DINT
FTXO	0.86	0.71	-0.3	0.95	0.77		0.94	0.93	0.77	0.68	FTXO
UIVM	0.85	0.76	-0.21	0.99	0.89	0.94		0.94	0.86	0.81	UIVM
AVMV	0.9	0.79	-0.12	0.96	0.8	0.93	0.94		0.8	0.68	AVMV
KBA	0.71	0.59	-0.29	0.84	0.91	0.77	0.86	0.8		0.7	KBA
BKGI	0.55	0.56	-0.22	0.77	0.65	0.68	0.81	0.68	0.7		BKGI
	TPSC	TPHD	FXG	FIVA	DINT	FTXO	UIVM	AVMV	KBA	BKGI

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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

UIVM	+ 0.99	FIVA
AVMV	+ 0.96	FIVA
FTXO	+ 0.95	FIVA
UIVM	+ 0.94	FTXO
AVMV	+ 0.94	UIVM
AVMV	+ 0.93	FTXO

High negative correlations

FTXO	- 0.3	FXG
KBA	- 0.29	FXG
BKGI	- 0.22	FXG
UIVM	- 0.21	FXG
DINT	- 0.21	FXG
FIVA	- 0.18	FXG

VictoryShares Small Constituents Risk-Adjusted Indicators

There is a big difference between VictoryShares Etf performing well and VictoryShares Small ETF 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 VictoryShares Small's 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
TPSC	0.70	0.02	0.03	0.13	0.62	(0.81)	1.84	(1.26)	4.06
TPHD	0.55	0.01	(0.05)	0.12	0.59	(0.56)	1.15	(1.06)	3.19
FXG	0.64	0.00	(0.09)	0.12	0.65	(0.78)	1.53	(1.11)	3.91
FIVA	0.56	0.13	0.14	0.29	0.38	(0.66)	1.24	(1.13)	2.70
DINT	0.75	0.03	0.02	0.14	0.87	(0.81)	1.46	(1.36)	4.26
FTXO	0.92	0.05	0.06	0.15	1.14	(1.04)	2.33	(1.38)	7.52
UIVM	0.47	0.10	0.09	0.27	0.38	(0.53)	1.17	(1.04)	2.82
AVMV	0.74	0.11	0.01	0.78	0.84	(0.78)	1.80	(1.35)	3.75
KBA	0.77	0.11	0.05	0.37	0.79	(0.83)	1.52	(1.45)	4.87
BKGI	0.43	0.08	(0.01)	0.58	0.26	(0.51)	1.04	(0.76)	2.59

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