| 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 | |||