Ladenburg Growth Correlations
| LGWIX Fund | USD 18.27 0.07 0.38% |
The current 90-days correlation between Ladenburg Growth and Ladenburg Growth Income is 0.96 (i.e., Almost no diversification). The correlation of Ladenburg Growth 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.
Ladenburg Growth Correlation With Market
Almost no diversification
The correlation between Ladenburg Growth and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Ladenburg Growth and DJI in the same portfolio, assuming nothing else is changed.
Ladenburg |
Moving together with Ladenburg Mutual Fund
| 1.0 | LGWAX | Ladenburg Growth | PairCorr |
| 1.0 | LGWCX | Ladenburg Growth | PairCorr |
| 0.96 | LNCAX | Ladenburg Income Fun | PairCorr |
| 0.95 | LNCCX | Ladenburg Income Fun | PairCorr |
| 0.96 | LNCIX | Ladenburg Income Fun | PairCorr |
| 0.99 | LNOCX | Ladenburg Income Growth | PairCorr |
| 0.99 | LNOAX | Ladenburg Income Growth | PairCorr |
| 0.99 | LNOIX | Ladenburg Income Growth | PairCorr |
| 1.0 | LOWAX | Ladenburg Growth Income | PairCorr |
| 1.0 | LOWCX | Ladenburg Growth Income | PairCorr |
| 1.0 | LOWIX | Ladenburg Growth Income | PairCorr |
| 1.0 | LAGIX | Ladenburg Aggressive | PairCorr |
| 1.0 | LAWCX | Ladenburg Aggressive | PairCorr |
| 1.0 | LAWAX | Ladenburg Aggressive | PairCorr |
| 0.91 | IFAFX | Income Fund | PairCorr |
| 0.91 | AMECX | Income Fund | PairCorr |
| 0.91 | IFACX | Income Fund | PairCorr |
| 0.92 | FFIFX | American Funds | PairCorr |
| 0.92 | FAIFX | American Funds | PairCorr |
| 0.92 | RIDBX | Income Fund | PairCorr |
| 0.92 | CIMEX | Income Fund | PairCorr |
| 0.91 | RIDFX | Income Fund | PairCorr |
| 0.92 | CIMCX | Income Fund | PairCorr |
| 0.91 | CIMFX | Income Fund | PairCorr |
| 0.78 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.78 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.78 | VITSX | Vanguard Total Stock | PairCorr |
| 0.74 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.73 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.78 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.92 | VTSNX | Vanguard Total Inter | PairCorr |
| 0.93 | VTISX | Vanguard Total Inter | PairCorr |
| 0.92 | VTPSX | Vanguard Total Inter | PairCorr |
| 0.74 | VINIX | Vanguard Institutional | PairCorr |
| 0.93 | ANNPX | Allianzgi Vertible | PairCorr |
| 0.84 | TSDFX | Tiaa Cref Short | PairCorr |
| 0.93 | TWAAX | Thrivent Partner Wor | PairCorr |
| 0.95 | SWMIX | Laudus International | PairCorr |
Moving against Ladenburg Mutual Fund
Related Correlations Analysis
| 1.0 | 1.0 | 0.99 | 0.99 | 0.99 | 0.97 | LNCAX | ||
| 1.0 | 1.0 | 0.98 | 0.98 | 0.99 | 0.97 | LNCCX | ||
| 1.0 | 1.0 | 0.99 | 0.99 | 0.99 | 0.97 | LNCIX | ||
| 0.99 | 0.98 | 0.99 | 1.0 | 1.0 | 1.0 | LNOCX | ||
| 0.99 | 0.98 | 0.99 | 1.0 | 1.0 | 1.0 | LNOAX | ||
| 0.99 | 0.99 | 0.99 | 1.0 | 1.0 | 1.0 | LNOIX | ||
| 0.97 | 0.97 | 0.97 | 1.0 | 1.0 | 1.0 | LOWAX | ||
Risk-Adjusted Indicators
There is a big difference between Ladenburg Mutual Fund performing well and Ladenburg Growth 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 Ladenburg Growth'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LNCAX | 0.19 | 0.03 | (0.09) | 0.22 | 0.00 | 0.55 | 1.35 | |||
| LNCCX | 0.18 | 0.03 | (0.10) | 0.22 | 0.00 | 0.55 | 1.28 | |||
| LNCIX | 0.19 | 0.04 | (0.10) | 0.23 | 0.00 | 0.55 | 1.28 | |||
| LNOCX | 0.28 | 0.05 | 0.01 | 0.22 | 0.00 | 0.72 | 2.55 | |||
| LNOAX | 0.29 | 0.05 | 0.01 | 0.21 | 0.00 | 0.77 | 2.32 | |||
| LNOIX | 0.29 | 0.05 | 0.02 | 0.22 | 0.00 | 0.77 | 2.55 | |||
| LOWAX | 0.40 | 0.07 | 0.06 | 0.19 | 0.24 | 0.97 | 3.20 |