IREIT MarketVector Correlations

IRET Etf

USD 20.22 0.31 1.51%

The current 90-days correlation between iREIT MarketVector and Fundamental Income Net is 0.78 (i.e., Poor diversification). The correlation of IREIT MarketVector 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.

IREIT MarketVector Correlation With Market

Poor diversification

The correlation between iREIT MarketVector and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding iREIT MarketVector and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with IREIT Etf

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in iREIT MarketVector. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in discontinued.

Moving together with IREIT Etf

0.91	VNQ	Vanguard Real Estate	Pair Corr
0.9	XLRE	Real Estate	Pair Corr
0.9	IYR	iShares Real Estate	Pair Corr
0.88	ICF	iShares Cohen Steers Low Volatility	Pair Corr
0.91	USRT	iShares Core REIT	Pair Corr
0.9	RWR	SPDR Dow Jones	Pair Corr
0.79	MUU	Direxion Daily MU	Pair Corr
0.77	MULL	GraniteShares 2x Long	Pair Corr
0.88	KORU	Direxion Daily South	Pair Corr
0.65	GDXU	MicroSectors Gold Miners	Pair Corr
0.71	JNUG	Direxion Daily Junior	Pair Corr
0.87	FNGD	MicroSectors FANG Index	Pair Corr
0.75	NUGT	Direxion Daily Gold	Pair Corr
0.87	BWET	ETF Managers Group	Pair Corr
0.69	SHNY	Microsectors Gold	Pair Corr
0.88	CCNR	CoreCommodity Natural	Pair Corr
0.82	QLV	FlexShares Quality Low	Pair Corr
0.91	REGL	ProShares SP MidCap	Pair Corr
0.72	TERG	Leverage Shares 2X	Pair Corr
0.84	EURL	Direxion Daily FTSE	Pair Corr
0.78	IQSZ	Invesco Actively Managed	Pair Corr
0.85	NBCE	Neuberger Berman ETF	Pair Corr
0.86	DFSD	Dimensional ETF Trust	Pair Corr
0.9	FNDC	Schwab Fundamental	Pair Corr
0.78	FPXE	First Trust IPOX	Pair Corr
0.72	UMAY	Innovator ETFs Trust	Pair Corr
0.65	JANW	AIM ETF Products	Pair Corr
0.8	PFFA	Virtus InfraCap Preferred	Pair Corr
0.79	IAUM	iShares Gold Trust	Pair Corr
0.84	SPVM	Invesco SP 500	Pair Corr
0.65	SIXJ	AIM ETF Products	Pair Corr
0.91	FIDU	Fidelity MSCI Industrials	Pair Corr
0.88	NCPB	Nuveen Core Plus	Pair Corr

Related Correlations Analysis

	VGSR	DTRE	MORT	VNQI	MVRL	NETL	ERET	NRSH	NURE
VGSR		0.97	0.58	0.96	0.57	0.92	0.99	0.78	0.9	VGSR
DTRE	0.97		0.6	0.94	0.59	0.88	0.96	0.8	0.89	DTRE
MORT	0.58	0.6		0.64	0.99	0.59	0.56	0.85	0.63	MORT
VNQI	0.96	0.94	0.64		0.64	0.93	0.97	0.81	0.85	VNQI
MVRL	0.57	0.59	0.99	0.64		0.61	0.55	0.86	0.62	MVRL
NETL	0.92	0.88	0.59	0.93	0.61		0.95	0.78	0.84	NETL
ERET	0.99	0.96	0.56	0.97	0.55	0.95		0.77	0.89	ERET
NRSH	0.78	0.8	0.85	0.81	0.86	0.78	0.77		0.73	NRSH
NURE	0.9	0.89	0.63	0.85	0.62	0.84	0.89	0.73		NURE
	VGSR	DTRE	MORT	VNQI	MVRL	NETL	ERET	NRSH	NURE

IREIT MarketVector Constituents Risk-Adjusted Indicators

There is a big difference between IREIT Etf performing well and IREIT MarketVector ETF 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 IREIT MarketVector'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
VGSR	0.54	0.08	0.07	0.22	0.57	(0.57)	1.19	(1.15)	2.76
DTRE	0.56	0.05	0.03	0.14	0.73	(0.56)	1.17	(1.33)	3.27
MORT	0.76	0.08	0.03	(0.61)	0.92	(1.01)	1.96	(1.22)	6.71
VNQI	0.48	0.15	0.16	(1.65)	0.37	(0.51)	1.11	(1.01)	2.96
MVRL	1.19	0.11	0.04	(0.33)	1.48	(1.38)	2.43	(1.76)	9.76
NETL	0.62	0.14	0.16	1.32	0.40	(0.74)	1.40	(0.92)	3.47
ERET	0.45	0.10	0.12	0.32	0.39	(0.47)	1.14	(0.85)	2.74
NRSH	1.18	0.06	0.04	0.09	1.59	(1.16)	2.34	(2.69)	7.65
NURE	0.80	0.06	0.05	0.13	0.81	(0.87)	2.03	(1.48)	4.05

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IREIT MarketVector Correlations

IREIT MarketVector Correlation With Market

Poor diversification

Moving together with IREIT Etf

Related Correlations Analysis

IREIT MarketVector Constituents Risk-Adjusted Indicators

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