Vaughan Nelson Correlations

VNVYX Fund

USD 25.79 0.34 1.30%

The current 90-days correlation between Vaughan Nelson Value and Saat Market Growth is -0.15 (i.e., Good diversification). The correlation of Vaughan Nelson 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.

Vaughan Nelson Correlation With Market

Very good diversification

The correlation between Vaughan Nelson Value and DJI is -0.22 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vaughan Nelson Value and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vaughan Nelson Value. 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 services.

Moving together with Vaughan Mutual Fund

0.64	NOANX	Natixis Oakmark	Pair Corr
0.77	GCPAX	Gateway Equity Call	Pair Corr
0.77	GCPCX	Gateway Equity Call	Pair Corr
0.77	GCPNX	Gateway Equity Call	Pair Corr
0.77	GCPYX	Gateway Equity Call	Pair Corr
0.77	LGANX	Loomis Sayles Limited	Pair Corr
0.89	LGBCX	Loomis Sayles Investment	Pair Corr
0.73	LGBNX	Loomis Sayles Investment	Pair Corr
0.96	LGMAX	Loomis Sayles Global	Pair Corr
0.96	LGMCX	Loomis Sayles Global	Pair Corr
0.73	LGRCX	Loomis Sayles Growth	Pair Corr
0.73	LGRNX	Loomis Sayles Growth	Pair Corr
0.73	LGRRX	Loomis Sayles Growth	Pair Corr
0.99	VNSCX	Vaughan Nelson Select	Pair Corr
0.99	VNSAX	Vaughan Nelson Select	Pair Corr
0.75	VNSNX	Vaughan Nelson Select	Pair Corr
0.8	VNVCX	Vaughan Nelson Value	Pair Corr
0.8	VNVAX	Vaughan Nelson Value	Pair Corr
1.0	VNVNX	Vaughan Nelson Value	Pair Corr
0.71	LIGAX	Loomis Sayles Investment	Pair Corr
0.73	LIGRX	Loomis Sayles Investment	Pair Corr

Related Correlations Analysis

	SRWAX	SEDAX	EMSLX	PIEFX	AMTOX	MKDCX
SRWAX		0.98	0.96	0.94	0.93	0.96	SRWAX
SEDAX	0.98		0.95	0.91	0.89	0.95	SEDAX
EMSLX	0.96	0.95		0.95	0.9	0.93	EMSLX
PIEFX	0.94	0.91	0.95		0.93	0.95	PIEFX
AMTOX	0.93	0.89	0.9	0.93		0.88	AMTOX
MKDCX	0.96	0.95	0.93	0.95	0.88		MKDCX
	SRWAX	SEDAX	EMSLX	PIEFX	AMTOX	MKDCX

Risk-Adjusted Indicators

There is a big difference between Vaughan Mutual Fund performing well and Vaughan Nelson 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 Vaughan Nelson'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
SRWAX	0.30	0.03	(0.06)	0.18	0.00	(0.36)	0.77	(0.46)	1.62
SEDAX	0.19	0.06	(0.18)	0.43	0.00	(0.28)	0.46	(0.23)	1.25
EMSLX	0.62	0.09	0.04	0.31	0.48	(0.74)	1.36	(0.88)	3.89
PIEFX	0.69	0.07	0.04	0.21	0.56	(0.79)	1.64	(1.08)	4.66
AMTOX	0.35	0.05	(0.03)	0.22	0.34	(0.38)	0.85	(0.73)	2.33
MKDCX	0.55	0.06	0.01	0.22	0.44	(0.62)	1.32	(1.28)	4.07

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Vaughan Nelson Correlations

Vaughan Nelson Correlation With Market

Very good diversification

Moving together with Vaughan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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