Jupiter Fund Correlations
| 4JF Stock | EUR 1.00 0.01 1.01% |
The current 90-days correlation between Jupiter Fund Management and Cogent Communications Holdings is 0.2 (i.e., Modest diversification). The correlation of Jupiter Fund 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.
Jupiter Fund Correlation With Market
Modest diversification
The correlation between Jupiter Fund Management and DJI is 0.26 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Jupiter Fund Management and DJI in the same portfolio, assuming nothing else is changed.
Jupiter |
The ability to find closely correlated positions to Jupiter Fund could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Jupiter Fund when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Jupiter Fund - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Jupiter Fund Management to buy it.
Moving together with Jupiter Stock
Moving against Jupiter Stock
| 0.5 | NT4 | Northern Trust | PairCorr |
| 0.43 | SID | State Bank | PairCorr |
| 0.41 | BBN1 | Blackstone Group | PairCorr |
| 0.39 | FHL | Federal Home Loan | PairCorr |
| 0.38 | A4S | Ameriprise Financial | PairCorr |
| 0.38 | ZYA | State Street | PairCorr |
| 0.38 | TR1 | T Rowe Price | PairCorr |
| 0.34 | BN9 | Bank of New York Mellon | PairCorr |
| 0.32 | BLQA | BlackRock | PairCorr |
Related Correlations Analysis
| 0.89 | 0.0 | 0.85 | -0.14 | 0.92 | 0.67 | TM5 | ||
| 0.89 | 0.0 | 0.6 | -0.07 | 0.74 | 0.42 | OGM1 | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 1P3N | ||
| 0.85 | 0.6 | 0.0 | -0.26 | 0.86 | 0.78 | CQD | ||
| -0.14 | -0.07 | 0.0 | -0.26 | -0.11 | -0.37 | 6GC | ||
| 0.92 | 0.74 | 0.0 | 0.86 | -0.11 | 0.82 | AF4 | ||
| 0.67 | 0.42 | 0.0 | 0.78 | -0.37 | 0.82 | SFN | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Jupiter Stock performing well and Jupiter Fund Company 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 Jupiter Fund'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TM5 | 0.93 | 0.38 | 0.24 | 2.16 | 0.74 | 2.15 | 5.94 | |||
| OGM1 | 1.56 | 0.28 | 0.13 | 0.65 | 1.37 | 3.60 | 10.62 | |||
| 1P3N | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CQD | 1.88 | 0.29 | 0.08 | 6.67 | 1.89 | 5.22 | 19.48 | |||
| 6GC | 1.30 | 0.09 | 0.01 | 0.32 | 1.25 | 2.56 | 16.76 | |||
| AF4 | 1.10 | 0.18 | 0.10 | 0.37 | 0.89 | 2.88 | 7.09 | |||
| SFN | 1.00 | (0.07) | (0.07) | 0.04 | 1.00 | 3.18 | 5.96 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Jupiter Fund without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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SectorsList of equity sectors categorizing publicly traded companies based on their primary business activities |
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Jupiter Fund Corporate Management
Elected by the shareholders, the Jupiter Fund's board of directors comprises two types of representatives: Jupiter Fund inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Jupiter. The board's role is to monitor Jupiter Fund's management team and ensure that shareholders' interests are well served. Jupiter Fund's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Jupiter Fund's outside directors are responsible for providing unbiased perspectives on the board's policies.
| David Rowe | Global Marketing | Profile | |
| Jasveer Singh | G Counsel | Profile | |
| Matthew CFA | CEO Director | Profile | |
| Tracey Kinsella | HR Director | Profile | |
| Paula Moore | Chief Officer | Profile | |
| Martin Harris | Head Bus | Profile | |
| Wayne Mepham | CFO Director | Profile |