REAL ESTATE Correlations

REPIX Fund

USD 39.32 -1.96 -4.75%

Current 90-days correlation between Real Estate Ultrasector and Redwood Real Estate is 0.09 (i.e., Significant diversification).The correlation coefficient for REAL ESTATE ranges from -1 to +1. Values above 0.8 suggest strong positive correlation - both assets move together - while values below -0.5 suggest a useful diversification pairing.

Correlation With Market Overview: REAL ESTATE

Average diversification

Across the chosen horizon, REPIX and DJI show a correlation of 0.15 and fall into the Average diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.

Review Your Equity Center for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. This captures an allocation to Real Estate Ultrasector. This is part of the broader portfolio composition. 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 gross domestic product.

Moving together with REAL Mutual Fund

0.91	BRUFX	Bruce Fund Bruce	Pair Corr
0.86	KF	Korea Closed	Pair Corr
0.89	CAT	Caterpillar	Pair Corr
0.86	KO	Coca Cola	Pair Corr
0.86	PG	Procter Gamble	Pair Corr
0.79	PFE	Pfizer Inc	Pair Corr
0.63	GE	GE Aerospace	Pair Corr
0.82	MCD	McDonalds	Pair Corr
0.8	WMT	Walmart Common Stock	Pair Corr
0.79	VZ	Verizon Communications	Pair Corr
0.86	MRK	Merck Company	Pair Corr
0.62	TRV	The Travelers Companies	Pair Corr

Moving against REAL Mutual Fund

0.53	RYVYX	Nasdaq 100 2x	Pair Corr
0.51	UOPSX	Ultranasdaq 100 Profund	Pair Corr
0.5	UOPIX	Ultra Nasdaq 100	Pair Corr
0.49	RYVLX	Nasdaq 100 2x	Pair Corr
0.49	DXQLX	Direxion Monthly Nasdaq	Pair Corr
0.47	RYCCX	Nasdaq 100 2x	Pair Corr
0.38	RMQCX	Monthly Rebalance	Pair Corr
0.79	MSFT	Microsoft	Pair Corr
0.78	IBM	International Business	Pair Corr
0.73	HPQ	HP Inc	Pair Corr
0.66	AXP	American Express	Pair Corr
0.6	DIS	Walt Disney	Pair Corr
0.53	BAC	Bank of America	Pair Corr

Related Correlations Analysis

	MXREX	GMJPX	FRLAX	PNDIX	DGBCX	CREMX
MXREX		0.99	1.0	0.84	0.98	0.86	MXREX
GMJPX	0.99		1.0	0.8	0.97	0.82	GMJPX
FRLAX	1.0	1.0		0.83	0.98	0.85	FRLAX
PNDIX	0.84	0.8	0.83		0.77	1.0	PNDIX
DGBCX	0.98	0.97	0.98	0.77		0.79	DGBCX
CREMX	0.86	0.82	0.85	1.0	0.79		CREMX
	MXREX	GMJPX	FRLAX	PNDIX	DGBCX	CREMX

Risk-Adjusted Indicators

There is a big difference between REAL Mutual Fund performing well and REAL ESTATE Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare REAL ESTATE's efficiency and downside exposure against peers in a more meaningful way. 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
MXREX	0.64	0.07	0.12	0.06	0.96	-0.61	1.31	-1.35	3.18
GMJPX	0.64	0.05	0.09	0.01	1.07	-0.56	1.31	-1.50	3.27
FRLAX	0.62	0.06	0.10	0.04	1.03	-0.54	1.40	-1.44	3.18
PNDIX	0.05	0.00	0.00	0.00	0.00	0.00	0.10	0.00	0.30
DGBCX	0.56	0.06	0.10	0.03	0.93	-0.51	1.13	-1.16	2.88
CREMX	0.02	0.02	0.00	16.98	0.00	0.00	0.08	0.00	0.08

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REAL ESTATE Correlations

Correlation With Market Overview: REAL ESTATE

Moving together with REAL Mutual Fund

Moving against REAL Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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