Cohen Steers Correlations

LPXRX Fund

USD 9.64 0.01 0.10%

The current 90-days correlation between Cohen Steers Low and Siit Global Managed is 0.69 (i.e., Poor diversification). The correlation of Cohen Steers 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.

Cohen Steers Correlation With Market

Good diversification

The correlation between Cohen Steers Low and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen Steers Low and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Cohen Steers Low. 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 real.

For more information on how to buy Cohen Mutual Fund please use our How to Invest in Cohen Steers guide.

Moving together with Cohen Mutual Fund

0.74	MLOAX	Cohen Steers Mlp	Pair Corr
0.73	MLOCX	Cohen Steers Mlp	Pair Corr
0.74	MLOIX	Cohen Steers Mlp	Pair Corr
0.74	MLORX	Cohen Steers Mlp	Pair Corr
0.67	MLOZX	Cohen Steers Mlp	Pair Corr
0.98	PISHX	Cohen Steers Preferred	Pair Corr
0.74	RAPAX	Cohen Steers Real	Pair Corr
0.73	RAPCX	Cohen Steers Real	Pair Corr
0.99	LPXZX	Cohen Steers Low	Pair Corr
0.97	LPXCX	Cohen Steers Low	Pair Corr
0.98	LPXAX	Cohen Steers Low	Pair Corr
0.92	LPXFX	Cohen Steers Low	Pair Corr
0.85	LPXIX	Cohen Steers Low	Pair Corr
0.87	CPRRX	Cohen Steers Preferred	Pair Corr
0.74	CPXFX	Cohen Steers Preferred	Pair Corr
0.74	CPXCX	Cohen Steers Prefrd	Pair Corr
0.74	CPXZX	Cohen Steers Preferred	Pair Corr

Moving against Cohen Mutual Fund

0.45	CSJRX	Cohen Steers Realty	Pair Corr
0.44	CSJIX	Cohen Steers Realty	Pair Corr

Related Correlations Analysis

	SGMAX	JGECX	ANAZX	CAEIX	SGICX	ZGFIX	ESGCX	LFLCX
SGMAX		0.46	0.13	0.42	0.57	0.43	0.35	0.48	SGMAX
JGECX	0.46		0.01	0.46	0.69	0.78	0.44	0.83	JGECX
ANAZX	0.13	0.01		0.59	0.21	0.16	0.57	0.13	ANAZX
CAEIX	0.42	0.46	0.59		0.45	0.53	0.84	0.41	CAEIX
SGICX	0.57	0.69	0.21	0.45		0.72	0.37	0.66	SGICX
ZGFIX	0.43	0.78	0.16	0.53	0.72		0.46	0.62	ZGFIX
ESGCX	0.35	0.44	0.57	0.84	0.37	0.46		0.39	ESGCX
LFLCX	0.48	0.83	0.13	0.41	0.66	0.62	0.39		LFLCX
	SGMAX	JGECX	ANAZX	CAEIX	SGICX	ZGFIX	ESGCX	LFLCX

Risk-Adjusted Indicators

There is a big difference between Cohen Mutual Fund performing well and Cohen Steers 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 Cohen Steers' 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
SGMAX	0.51	(0.15)	0.00	(0.27)	0.00	0.00	0.78	(0.79)	1.83
JGECX	0.53	0.02	(0.04)	0.21	0.60	(0.58)	1.08	(1.12)	2.51
ANAZX	0.11	(0.01)	(0.32)	(0.06)	0.08	(0.17)	0.14	(0.14)	0.72
CAEIX	0.72	(0.02)	(0.02)	0.04	1.00	(0.71)	1.43	(1.69)	4.38
SGICX	0.44	0.00	(0.04)	0.05	0.56	(0.46)	0.87	(1.04)	2.88
ZGFIX	0.49	(0.01)	(0.03)	0.05	0.60	(0.49)	1.04	(0.99)	2.32
ESGCX	0.59	0.02	(0.03)	0.18	0.80	(0.58)	1.14	(1.16)	3.36
LFLCX	0.12	(0.01)	(0.32)	(0.32)	0.15	(0.15)	0.21	(0.32)	0.64

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC