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 |