Aberdeen Small Correlations

GSCIX Fund

USD 45.56 0.51 1.13%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. Current 90-days correlation between Aberdeen Small Cap and Payden Government Fund is -0.09 (i.e., Excellent diversification).

Market Correlation Signal - Aberdeen Small

Poor diversification

For the present investment horizon, the measured correlation between Aberdeen Small and Dow Jones stands at 0.77, or Poor diversification. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

Use Risk vs Return Analysis to explore diversified allocation structure. This information is provided for contextual purposes. Aberdeen Small Cap can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Aberdeen Small Cap's mutual fund valuation — related indicators include signals in gross domestic product.

Moving together with Aberdeen Mutual Fund

0.71	GEGCX	Aberdeen Emerging Markets	Pair Corr
0.69	GEMRX	Aberdeen Emerging Markets	Pair Corr
0.61	GWLRX	Aberdeen Gbl Eq	Pair Corr
0.73	ABNIX	Aberdeen Global Small	Pair Corr
0.68	ACHMX	Abrdn Short Duration	Pair Corr
0.83	ADVDX	Alpine Dynamic Dividend	Pair Corr
0.69	AEMSX	Aberden Emerng Mrkts	Pair Corr
0.71	BJBHX	Aberdeen Global High	Pair Corr
0.77	JHYIX	Aberdeen Global High	Pair Corr
1.0	GNSRX	Aberdeen Small Cap	Pair Corr
0.63	AGCIX	Aberdeen Global	Pair Corr
0.64	AHYMX	Alpine High Yield	Pair Corr
0.89	GSXAX	Aberdeen Small Cap	Pair Corr
0.89	GSXCX	Aberdeen Small Cap	Pair Corr
1.0	GSXIX	Aberdeen Small Cap	Pair Corr
0.65	CUGAX	Aberdeen Global	Pair Corr
0.89	VSMAX	Vanguard Small Cap	Pair Corr
0.89	VSCIX	Vanguard Small Cap	Pair Corr
0.89	VSCPX	Vanguard Small Cap	Pair Corr
0.9	NAESX	Vanguard Small Cap	Pair Corr
0.84	FSSNX	Fidelity Small Cap	Pair Corr
0.93	DFSTX	Us Small Cap	Pair Corr
0.96	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.96	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.92	PASVX	T Rowe Price	Pair Corr

Related Correlations Analysis

	PATFX	TIMXX	BBINX	TCGXX	PRFHX	LTEFX	MSTPX	PYUSX
PATFX		0.0	0.99	0.0	0.99	0.98	0.99	0.94	PATFX
TIMXX	0.0		0.0	0.0	0.0	0.0	0.0	0.0	TIMXX
BBINX	0.99	0.0		0.0	0.98	1.0	0.99	0.93	BBINX
TCGXX	0.0	0.0	0.0		0.0	0.0	0.0	0.0	TCGXX
PRFHX	0.99	0.0	0.98	0.0		0.97	0.98	0.93	PRFHX
LTEFX	0.98	0.0	1.0	0.0	0.97		0.98	0.92	LTEFX
MSTPX	0.99	0.0	0.99	0.0	0.98	0.98		0.93	MSTPX
PYUSX	0.94	0.0	0.93	0.0	0.93	0.92	0.93		PYUSX
	PATFX	TIMXX	BBINX	TCGXX	PRFHX	LTEFX	MSTPX	PYUSX

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

LTEFX	+ 1.0	BBINX
BBINX	+ 0.99	PATFX
PRFHX	+ 0.99	PATFX
MSTPX	+ 0.99	PATFX
MSTPX	+ 0.99	BBINX
LTEFX	+ 0.98	PATFX

High negative correlations

PYUSX	- 0.0	TCGXX
MSTPX	- 0.0	TCGXX
LTEFX	- 0.0	TCGXX
PRFHX	- 0.0	TCGXX
TCGXX	- 0.0	BBINX
PYUSX	- 0.0	TIMXX

Risk-Adjusted Indicators

Strong recent returns in Aberdeen Mutual Fund do not always mean Aberdeen Small Mutual Fund is outperforming peers on business quality. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PATFX	0.13	0.00	0.14	-0.10	0.22	-0.15	0.27	-0.45	1.16
TIMXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BBINX	0.09	-0.01	0.17	-0.21	0.13	-0.15	0.19	-0.29	0.87
TCGXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
PRFHX	0.14	0.00	0.16	-0.05	0.20	-0.17	0.27	-0.36	1.27
LTEFX	0.08	-0.01	0.18	-0.41	0.14	-0.11	0.19	-0.25	0.77
MSTPX	0.08	-0.01	0.16	-0.25	0.14	-0.11	0.10	-0.30	0.70
PYUSX	0.09	-0.01	0.00	1.62	0.00	0.00	0.21	-0.21	0.84

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