UBS US Correlations

DVRUX Fund

USD 16.57 -0.20 -1.19%

Monitoring how the stock's correlations evolve over time is a practical forward-looking risk management step. Current 90-days correlation between UBS Dividend Ruler and Nuveen High Yield is 0.33 (i.e., Moderate diversification).

Market Correlation - UBS US

Poor diversification

The correlation between UBS US and Dow Jones is 0.77, which Macroaxis classifies as Poor diversification for the selected horizon. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Use Investing Opportunities to explore diversified allocation structure. Allocation context can improve visibility into portfolio balance. This captures an allocation to UBS Dividend Ruler. This is part of the broader portfolio composition. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with UBS Mutual Fund

0.75	VVIAX	Vanguard Value Index	Pair Corr
0.93	AWSHX	Washington Mutual	Pair Corr
0.92	WSHCX	Washington Mutual	Pair Corr
0.93	WSHFX	Washington Mutual	Pair Corr
0.93	FWWMX	American Funds Washington	Pair Corr
0.93	FWMMX	American Funds Washington	Pair Corr
0.92	DODGX	Dodge Stock Fund	Pair Corr
0.96	AMRMX	American Mutual	Pair Corr
0.95	AMFFX	American Mutual	Pair Corr
0.96	AMFCX	American Mutual	Pair Corr
0.67	PMPIX	Precious Metals	Pair Corr
0.67	PMPSX	Precious Metals	Pair Corr
0.65	FGADX	Franklin Gold Precious	Pair Corr
0.64	FKRCX	Franklin Gold Precious	Pair Corr
0.65	OCMAX	Ocm Mutual Fund	Pair Corr
0.64	INIIX	International Investors	Pair Corr
0.64	INIYX	International Investors	Pair Corr
0.73	UJPIX	Ultrajapan Profund	Pair Corr
0.71	BA	Boeing	Pair Corr
0.73	HD	Home Depot	Pair Corr

Related Correlations Analysis

	AHYMX	GUHYX	SCFFX	LHYOX	SGYAX	RYIHX	NHCCX
AHYMX		0.56	0.6	0.75	0.62	-0.05	0.96	AHYMX
GUHYX	0.56		0.86	0.85	0.85	-0.58	0.49	GUHYX
SCFFX	0.6	0.86		0.9	0.91	-0.65	0.54	SCFFX
LHYOX	0.75	0.85	0.9		0.97	-0.56	0.68	LHYOX
SGYAX	0.62	0.85	0.91	0.97		-0.65	0.53	SGYAX
RYIHX	-0.05	-0.58	-0.65	-0.56	-0.65		-0.05	RYIHX
NHCCX	0.96	0.49	0.54	0.68	0.53	-0.05		NHCCX
	AHYMX	GUHYX	SCFFX	LHYOX	SGYAX	RYIHX	NHCCX

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

SGYAX	+ 0.97	LHYOX
NHCCX	+ 0.96	AHYMX
SGYAX	+ 0.91	SCFFX
LHYOX	+ 0.9	SCFFX
SCFFX	+ 0.86	GUHYX
LHYOX	+ 0.85	GUHYX

High negative correlations

RYIHX	- 0.65	SGYAX
RYIHX	- 0.65	SCFFX
RYIHX	- 0.58	GUHYX
RYIHX	- 0.56	LHYOX
NHCCX	- 0.05	RYIHX
RYIHX	- 0.05	AHYMX

Risk-Adjusted Indicators

Evaluating UBS Mutual Fund requires separating price momentum from underlying business quality relative to competitors. Risk-adjusted metrics allow investors to compare UBS US's efficiency and downside exposure against peers in a more meaningful way. 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
AHYMX	0.09	-0.01	0.31	-0.22	0.14	-0.16	0.22	-0.22	1.00
GUHYX	0.15	-0.01	0.00	-0.18	0.00	0.00	0.37	-0.37	1.28
SCFFX	0.07	-0.01	0.00	-0.77	0.00	0.00	0.20	-0.20	0.51
LHYOX	0.15	-0.01	0.00	-0.25	0.00	0.00	0.32	-0.32	1.27
SGYAX	0.12	-0.02	0.00	-0.58	0.00	0.00	0.29	-0.29	1.01
RYIHX	0.17	0.05	0.67	-2.15	0.00	-0.21	0.52	-0.33	1.45
NHCCX	0.16	0.00	0.22	-0.12	0.27	-0.20	0.43	-0.42	1.54

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