Carillon Chartwell Correlations
| CWSWX Fund | 14.32 0.18 1.27% |
The current 90-days correlation between Carillon Chartwell Small and Tax Managed International Equity is -0.15 (i.e., Good diversification). The correlation of Carillon Chartwell 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 Chartwell Correlation With Market
Very weak diversification
The correlation between Carillon Chartwell Small and DJI is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Carillon Chartwell Small and DJI in the same portfolio, assuming nothing else is changed.
Carillon |
Moving together with Carillon Mutual Fund
| 0.9 | CWFCX | Carillon Chartwell Short | PairCorr |
| 0.91 | CWFRX | Carillon Chartwell Short | PairCorr |
| 0.95 | CWSBX | Carillon Chartwell Small | PairCorr |
| 0.63 | SCPWX | Carillon Reams Core | PairCorr |
| 0.84 | BERHX | Carillon Chartwell Real | PairCorr |
| 0.97 | BERDX | Carillon Chartwell Mid | PairCorr |
| 0.84 | BERCX | Berwyn Cornerstone | PairCorr |
Related Correlations Analysis
| 0.91 | 1.0 | 1.0 | 0.99 | 1.0 | 0.93 | RTNSX | ||
| 0.91 | 0.92 | 0.9 | 0.9 | 0.92 | 0.95 | AAEZX | ||
| 1.0 | 0.92 | 1.0 | 0.99 | 1.0 | 0.93 | MSTFX | ||
| 1.0 | 0.9 | 1.0 | 1.0 | 1.0 | 0.92 | PAEIX | ||
| 0.99 | 0.9 | 0.99 | 1.0 | 1.0 | 0.92 | RIERX | ||
| 1.0 | 0.92 | 1.0 | 1.0 | 1.0 | 0.94 | PIUCX | ||
| 0.93 | 0.95 | 0.93 | 0.92 | 0.92 | 0.94 | AUUIX | ||
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Risk-Adjusted Indicators
There is a big difference between Carillon Mutual Fund performing well and Carillon Chartwell 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 Chartwell'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| RTNSX | 0.72 | 0.15 | 0.01 | 5.92 | 1.31 | 1.63 | 5.87 | |||
| AAEZX | 0.29 | 0.02 | (0.14) | 0.25 | 0.44 | 0.73 | 1.96 | |||
| MSTFX | 0.83 | 0.15 | 0.00 | (2.28) | 1.24 | 1.61 | 8.04 | |||
| PAEIX | 0.86 | 0.15 | 0.00 | (3.91) | 1.32 | 1.41 | 8.50 | |||
| RIERX | 0.93 | 0.14 | 0.00 | (8.54) | 1.61 | 1.75 | 9.74 | |||
| PIUCX | 0.76 | 0.16 | 0.01 | 32.31 | 1.24 | 1.59 | 6.38 | |||
| AUUIX | 0.90 | 0.08 | 0.05 | 0.22 | 1.30 | 1.83 | 11.90 |