Pearson correlation of each asset's weekly returns to a benchmark over the selected date range. Returns are measured from Friday close to Friday close, using the same weekly series as the Sharpe ratios page.
Choose a benchmark from the dropdown, or set any asset as the benchmark from its row. Correlations use only weeks where both the asset and the benchmark have data.
| Asset | Correlation | Data since | Benchmark |
|---|---|---|---|
| Loading… | |||
* Asset had fewer weeks of total return history than the selected range.