Vanguard Lifestrategy Correlations

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The current 90-days correlation between Vanguard Lifestrategy and Franklin Mutual Global is 0.79 (i.e., Poor diversification). The correlation of Vanguard Lifestrategy 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.

Vanguard Lifestrategy Correlation With Market

Average diversification

The correlation between Vanguard Lifestrategy Servativ and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Lifestrategy Servativ 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 Vanguard Lifestrategy Servative. 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 rate.

Moving together with Vanguard Mutual Fund

0.78	VNJTX	Vanguard New Jersey	Pair Corr
0.79	VOHIX	Vanguard Ohio Long	Pair Corr
0.86	VPMAX	Vanguard Primecap	Pair Corr
0.92	VAGVX	Vanguard Advice Select	Pair Corr
0.97	VASGX	Vanguard Lifestrategy	Pair Corr
0.66	VSMPX	Vanguard Total Stock	Pair Corr
0.74	VSPVX	Vanguard Sp 500	Pair Corr
0.66	VSTSX	Vanguard Total Stock	Pair Corr
0.79	VBAIX	Vanguard Balanced Index	Pair Corr
0.95	VTCIX	Vanguard Tax Managed	Pair Corr

Related Correlations Analysis

	TEDIX	GLOIX	RPGIX	TINCX	SGMAX	HRLAX
TEDIX		0.79	0.73	0.74	0.55	0.74	TEDIX
GLOIX	0.79		0.74	0.53	0.47	0.56	GLOIX
RPGIX	0.73	0.74		0.69	0.43	0.47	RPGIX
TINCX	0.74	0.53	0.69		0.67	0.86	TINCX
SGMAX	0.55	0.47	0.43	0.67		0.8	SGMAX
HRLAX	0.74	0.56	0.47	0.86	0.8		HRLAX
	TEDIX	GLOIX	RPGIX	TINCX	SGMAX	HRLAX

Risk-Adjusted Indicators

There is a big difference between Vanguard Mutual Fund performing well and Vanguard Lifestrategy 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 Vanguard Lifestrategy'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
TEDIX	0.52	0.07	0.01	0.57	0.56	(0.52)	1.09	(1.10)	4.23
GLOIX	0.73	0.04	0.02	0.14	0.77	(0.77)	1.67	(1.42)	3.60
RPGIX	0.79	0.03	0.04	0.10	1.03	(0.76)	1.70	(1.80)	4.72
TINCX	0.40	0.08	0.02	1.08	0.38	(0.50)	0.73	(0.72)	2.17
SGMAX	0.34	0.00	(0.08)	0.08	0.34	(0.39)	0.80	(0.70)	2.07
HRLAX	0.29	0.04	(0.07)	0.41	0.27	(0.34)	0.62	(0.61)	1.55

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Vanguard Lifestrategy Correlations

Vanguard Lifestrategy Correlation With Market

Average diversification

Moving together with Vanguard Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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