Portfolio Evaluator Report
Correlation Analysis
Linear Correlation Coefficients based on Monthly Equity
XDJ XEJ XFJ XHJ XJO XMJ
  XDJ   (0.2429) (0.2798) 0.2152 0.1504 0.1529
  XEJ (0.2429)   0.1275 (0.1226) 0.4802 0.3979
  XFJ (0.2798) 0.1275   (0.1178) 0.2454 (0.0826)
  XHJ 0.2152 (0.1226) (0.1178)   0.0766 0.0748
  XJO 0.1504 0.4802 0.2454 0.0766   0.4474
  XMJ 0.1529 0.3979 (0.0826) 0.0748 0.4474