Carillon Scout Correlations
| CSSVX Fund | USD 22.71 0.01 0.04% |
The current 90-days correlation between Carillon Scout Small and Forum Real Estate is 0.1 (i.e., Average diversification). The correlation of Carillon Scout 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.
Carillon Scout Correlation With Market
Excellent diversification
The correlation between Carillon Scout Small and DJI is -0.67 (i.e., Excellent diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Scout Small and DJI in the same portfolio, assuming nothing else is changed.
Carillon |
Moving together with Carillon Mutual Fund
Moving against Carillon Mutual Fund
| 0.97 | HIGCX | Eagle Growth Income | PairCorr |
| 0.97 | HIGJX | Eagle Growth Income | PairCorr |
| 0.97 | HIGUX | Eagle Growth Income | PairCorr |
| 0.97 | SUBTX | Carillon Reams Uncon | PairCorr |
| 0.97 | SUBDX | Carillon Reams Uncon | PairCorr |
| 0.97 | SUBFX | Scout Unconstrained Bond | PairCorr |
| 0.97 | SUBEX | Carillon Reams Uncon | PairCorr |
| 0.92 | CWSHX | Carillon Chartwell Small | PairCorr |
| 0.92 | CWSCX | Carillon Chartwell Small | PairCorr |
| 0.92 | BERCX | Berwyn Nerstone | PairCorr |
| 0.78 | CWFAX | Chartwell Short Duration | PairCorr |
| 0.78 | BERHX | Carillon Chartwell Real | PairCorr |
| 0.78 | HRCPX | Eagle Capital Apprec | PairCorr |
| 0.77 | CWFCX | Carillon Chartwell Short | PairCorr |
| 0.77 | CWFRX | Carillon Chartwell Short | PairCorr |
| 0.77 | BERGX | Carillon Chartwell Real | PairCorr |
| 0.76 | CWFIX | Chartwell Short Duration | PairCorr |
| 0.69 | UMBMX | Scout Mid Cap | PairCorr |
| 0.65 | CWSRX | Columbia Large Cap | PairCorr |
| 0.64 | CWSAX | Carillon Chartwell Small | PairCorr |
| 0.64 | CWSBX | Carillon Chartwell Small | PairCorr |
| 0.56 | UMBHX | Scout Small Cap | PairCorr |
| 0.39 | SCPZX | Scout E Plus | PairCorr |
| 0.36 | SCCIX | Scout E Bond | PairCorr |
| 0.94 | HAGCX | Eagle Mid Cap | PairCorr |
| 0.92 | CSMFX | Carillon Scout Mid | PairCorr |
| 0.9 | CSMEX | Carillon Scout Mid | PairCorr |
| 0.9 | CSMUX | Carillon Scout Mid | PairCorr |
| 0.89 | HSCCX | Eagle Small Cap | PairCorr |
| 0.89 | HSRUX | Eagle Small Cap | PairCorr |
| 0.81 | EISVX | Eagle International Stock | PairCorr |
| 0.81 | EISDX | Eagle International Stock | PairCorr |
| 0.77 | UOPIX | Ultra Nasdaq 100 Steady Growth | PairCorr |
| 0.67 | RYCCX | Nasdaq 100 2x Steady Growth | PairCorr |
| 0.65 | JGMAX | Janus Triton | PairCorr |
| 0.64 | RYVLX | Nasdaq 100 2x Steady Growth | PairCorr |
| 0.63 | VSGAX | Vanguard Small Cap | PairCorr |
Related Correlations Analysis
| 0.78 | 0.95 | 0.85 | 0.83 | 0.76 | 0.8 | FIKMX | ||
| 0.78 | 0.73 | 0.71 | 0.86 | 1.0 | 0.98 | PNDIX | ||
| 0.95 | 0.73 | 0.9 | 0.87 | 0.71 | 0.76 | FREAX | ||
| 0.85 | 0.71 | 0.9 | 0.91 | 0.68 | 0.74 | VRREX | ||
| 0.83 | 0.86 | 0.87 | 0.91 | 0.84 | 0.86 | SEIRX | ||
| 0.76 | 1.0 | 0.71 | 0.68 | 0.84 | 0.98 | CREMX | ||
| 0.8 | 0.98 | 0.76 | 0.74 | 0.86 | 0.98 | FORFX | ||
Risk-Adjusted Indicators
There is a big difference between Carillon Mutual Fund performing well and Carillon Scout 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 Carillon Scout'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FIKMX | 0.17 | 0.00 | (0.23) | 0.11 | 0.20 | 0.33 | 0.99 | |||
| PNDIX | 0.04 | 0.02 | 0.00 | 2.44 | 0.00 | 0.10 | 0.30 | |||
| FREAX | 0.60 | 0.03 | (0.05) | (12.68) | 0.79 | 1.17 | 5.07 | |||
| VRREX | 0.58 | 0.00 | (0.05) | 0.06 | 0.87 | 1.26 | 4.95 | |||
| SEIRX | 0.70 | 0.12 | 0.06 | 0.61 | 0.72 | 1.13 | 12.67 | |||
| CREMX | 0.02 | 0.02 | 0.00 | (5.98) | 0.00 | 0.08 | 0.08 | |||
| FORFX | 0.06 | 0.04 | 0.00 | 5.43 | 0.00 | 0.11 | 0.52 |