Gateway Equity Correlations

GCPCX Fund  USD 21.75  0.14  0.65%   
The current 90-days correlation between Gateway Equity Call and Pgim Conservative Retirement is 0.18 (i.e., Average diversification). The correlation of Gateway Equity 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.

Gateway Equity Correlation With Market

Very poor diversification

The correlation between Gateway Equity Call and DJI is 0.8 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Gateway Equity Call and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gateway Equity Call. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in world development indicators.

Moving together with Gateway Mutual Fund

  0.93GCPAX Gateway Equity CallPairCorr
  1.0GCPNX Gateway Equity CallPairCorr
  1.0GCPYX Gateway Equity CallPairCorr
  0.79LGANX Loomis Sayles LimitedPairCorr
  0.87LGMNX Loomis Sayles GlobalPairCorr
  0.74VNVCX Vaughan Nelson ValuePairCorr
  0.76VNVAX Vaughan Nelson ValuePairCorr
  0.77VNVNX Vaughan Nelson ValuePairCorr
  0.76VNVYX Vaughan Nelson ValuePairCorr
  0.63ASFYX Asg Managed FuturesPairCorr
  0.61ESGCX Mirova Global SustainablePairCorr
  0.68ESGYX Mirova Global SustainablePairCorr
  0.68ESGNX Mirova Global SustainablePairCorr
  0.63ESGMX Mirova Global SustainablePairCorr
  0.81NEFJX Vaughan Nelson SmallPairCorr
  0.79NEJCX Vaughan Nelson SmallPairCorr
  0.87NEJYX Vaughan Nelson SmallPairCorr

Moving against Gateway Mutual Fund

  0.43LIGCX Loomis Sayles InternPairCorr
  0.41LIGNX Loomis Sayles InternPairCorr
  0.41LIGYX Loomis Sayles InternPairCorr
  0.35LIGGX Loomis Sayles InternPairCorr
  0.36LSNGX Loomis Sayles GlobalPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Gateway Mutual Fund performing well and Gateway Equity 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 Gateway Equity'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.