Custom Correlation Matrix
The following table shows return correlations between the assets you entered for the past
0 days.
|
|
|
Return |
StdDev |
 |
|
|
% |
% |
|
Portfolio |
|
0.0% |
0.0% |
| Intra-portfolio diversification |
= 1.00 |
| Start Date |
= |
| End Date |
= |
Each cell represents the correlation between the two corresponding assets.
| Cell Color |
Description |
Diversification Benefit |
| -0.65 |
Asset pair with negative correlation |
Excellent Diversification |
| -0.15 |
Asset pair with slight negative correlation |
Good Diversification |
| 0.2 |
Asset pair with mild positive correlation |
Moderate Diversification |
| 0.8 |
Asset pair with strong positive correlation |
Poor Diversification |
Asset Correlations