Msif Us Correlations
| MUOCX Fund | USD 28.22 0.31 1.11% |
The current 90-days correlation between Msif Core Portfolio and Lord Abbett Diversified is 0.26 (i.e., Modest diversification). The correlation of Msif Us 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.
Msif Us Correlation With Market
Poor diversification
The correlation between Msif Core Portfolio and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Msif Core Portfolio and DJI in the same portfolio, assuming nothing else is changed.
Msif |
Moving together with Msif Mutual Fund
| 0.92 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.91 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.78 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.78 | VITSX | Vanguard Total Stock | PairCorr |
| 0.92 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.92 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.75 | VFINX | Vanguard 500 Index | PairCorr |
| 0.91 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.95 | VINIX | Vanguard Institutional | PairCorr |
| 0.95 | VIIIX | Vanguard Institutional | PairCorr |
| 0.62 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.75 | HD | Home Depot | PairCorr |
| 0.61 | BAC | Bank of America | PairCorr |
Moving against Msif Mutual Fund
| 0.51 | PFE | Pfizer Inc Fiscal Year End 4th of February 2025 | PairCorr |
Related Correlations Analysis
| -0.1 | 0.88 | 0.95 | 0.94 | 0.92 | LIGFX | ||
| -0.1 | 0.27 | -0.03 | -0.3 | -0.27 | SRDAX | ||
| 0.88 | 0.27 | 0.86 | 0.73 | 0.72 | XACVX | ||
| 0.95 | -0.03 | 0.86 | 0.95 | 0.96 | VYRPX | ||
| 0.94 | -0.3 | 0.73 | 0.95 | 0.99 | CAARX | ||
| 0.92 | -0.27 | 0.72 | 0.96 | 0.99 | BICPX | ||
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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 Msif Mutual Fund performing well and Msif Us 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 Msif Us' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LIGFX | 0.29 | (0.01) | (0.06) | (0.04) | 0.41 | 0.50 | 2.04 | |||
| SRDAX | 0.15 | 0.04 | 0.08 | 4.87 | 0.00 | 0.38 | 1.05 | |||
| XACVX | 0.67 | 0.02 | 0.01 | 0.07 | 0.97 | 1.37 | 5.43 | |||
| VYRPX | 0.18 | (0.02) | 0.00 | (0.10) | 0.00 | 0.39 | 1.74 | |||
| CAARX | 0.27 | (0.02) | 0.00 | (0.13) | 0.00 | 0.45 | 2.05 | |||
| BICPX | 0.23 | (0.03) | 0.00 | (0.16) | 0.00 | 0.54 | 1.90 |