Rreef Property Correlations

ZRPTUX Fund

13.32 0.06 0.45%

The current 90-days correlation between Rreef Property Trust and Upright Growth Income is 0.09 (i.e., Significant diversification). The correlation of Rreef Property 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.

Rreef Property Correlation With Market

Significant diversification

The correlation between Rreef Property Trust and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Rreef Property Trust and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Rreef Property Trust. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with Rreef Fund

0.61	HPQ	HP Inc	Pair Corr
0.77	VZ	Verizon Communications Fiscal Year End 28th of January 2025	Pair Corr
0.64	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.7	DD	Dupont De Nemours Fiscal Year End 4th of February 2025	Pair Corr

Moving against Rreef Fund

0.57	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.33	MSFT	Microsoft	Pair Corr
0.31	AXP	American Express Fiscal Year End 24th of January 2025	Pair Corr

Related Correlations Analysis

	UPDDX	HSUAX	TRBCX	LMLRX	ARTSX	PGRTX	TEGAX
UPDDX		0.85	0.94	0.27	0.35	0.25	0.71	UPDDX
HSUAX	0.85		0.94	0.34	0.43	0.28	0.83	HSUAX
TRBCX	0.94	0.94		0.31	0.39	0.27	0.79	TRBCX
LMLRX	0.27	0.34	0.31		0.76	0.83	0.59	LMLRX
ARTSX	0.35	0.43	0.39	0.76		0.88	0.78	ARTSX
PGRTX	0.25	0.28	0.27	0.83	0.88		0.65	PGRTX
TEGAX	0.71	0.83	0.79	0.59	0.78	0.65		TEGAX
	UPDDX	HSUAX	TRBCX	LMLRX	ARTSX	PGRTX	TEGAX

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Risk-Adjusted Indicators

There is a big difference between Rreef Fund performing well and Rreef Property 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 Rreef Property'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
UPDDX	1.16	0.21	0.13	0.52	1.27	(1.24)	2.58	(2.17)	8.50
HSUAX	0.71	0.08	0.06	(6.36)	0.88	(0.79)	1.31	(1.23)	6.61
TRBCX	0.74	0.12	0.09	1.01	0.91	(0.73)	1.57	(1.50)	5.70
LMLRX	0.28	(0.05)	0.00	(0.32)	0.00	0.00	0.53	(0.53)	3.02
ARTSX	1.02	(0.07)	0.00	(0.19)	0.00	0.00	1.98	(2.17)	8.55
PGRTX	1.02	(0.06)	0.00	(0.37)	0.00	0.00	1.68	(1.84)	11.99
TEGAX	0.92	0.07	0.05	0.42	1.16	(0.95)	2.02	(1.56)	7.72

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