Cohen Correlations

CSRIX Fund

USD 48.91 0.43 0.87%

The current 90-days correlation between Cohen And Steers and Emerging Markets Portfolio is 0.25 (i.e., Modest diversification). The correlation of Cohen 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 Correlation With Market

Very weak diversification

The correlation between Cohen And Steers and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Cohen And Steers and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Cohen And Steers. 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 Cohen Mutual Fund

0.82	O	Realty Income	Pair Corr
0.78	DX	Dynex Capital	Pair Corr
0.91	FR	First Industrial Realty	Pair Corr
0.64	WY	Weyerhaeuser	Pair Corr
0.75	AHT-PH	Ashford Hospitality Trust	Pair Corr
0.76	AHT-PI	Ashford Hospitality Trust	Pair Corr
0.71	AHT-PD	Ashford Hospitality Trust	Pair Corr
0.76	AHT-PF	Ashford Hospitality Trust	Pair Corr
0.75	AHT-PG	Ashford Hospitality Trust	Pair Corr
0.66	VNO-PL	Vornado Realty Trust	Pair Corr
0.73	VICI	VICI Properties	Pair Corr
0.8	MITT-PA	AG Mortgage Investment	Pair Corr
0.83	MITT-PB	AG Mortgage Investment	Pair Corr
0.79	MITT-PC	AG Mortgage Investment	Pair Corr
0.75	ELME	Elme Communities	Pair Corr
0.71	EPRT	Essential Properties	Pair Corr
0.88	WELL	Welltower	Pair Corr
0.67	CDR-PB	Cedar Realty Trust	Pair Corr

Moving against Cohen Mutual Fund

0.66	PW	Power REIT Earnings Call This Week	Pair Corr
0.58	PK	Park Hotels Resorts	Pair Corr
0.31	RC	Ready Capital Corp	Pair Corr
0.72	WHLR	Wheeler Real Estate	Pair Corr
0.61	WETH	Wetouch Technology Common	Pair Corr
0.52	ESRT	Empire State Realty	Pair Corr
0.49	EXPI	eXp World Holdings	Pair Corr
0.33	ESBA	Empire State Realty	Pair Corr

Related Correlations Analysis

	DFEMX	CSRSX	ODVIX	IRFIX	PFORX
DFEMX		0.69	0.98	0.82	0.32	DFEMX
CSRSX	0.69		0.71	0.84	0.6	CSRSX
ODVIX	0.98	0.71		0.83	0.36	ODVIX
IRFIX	0.82	0.84	0.83		0.63	IRFIX
PFORX	0.32	0.6	0.36	0.63		PFORX
	DFEMX	CSRSX	ODVIX	IRFIX	PFORX

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Risk-Adjusted Indicators

There is a big difference between Cohen Mutual Fund performing well and Cohen 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'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
DFEMX	0.68	0.08	0.13	0.15	0.85	(0.70)	1.51	(1.59)	5.21
CSRSX	0.84	0.03	0.09	(1.93)	1.03	(0.87)	1.64	(1.70)	4.75
ODVIX	0.81	0.07	0.09	0.08	1.06	(0.80)	1.57	(1.70)	5.82
IRFIX	0.60	0.09	0.14	0.15	0.73	(0.65)	1.26	(1.15)	4.27
PFORX	0.16	(0.01)	0.21	(0.30)	0.22	(0.20)	0.30	(0.30)	1.62

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