The correlation to indexes table shows how closely your portfolio’s returns move with 50 indexes representing major asset classes. Use it to see which parts of the market your portfolio tracks most and least closely.
Opening the table
- Open the portfolio and select the Risk tab.
- Click Correlations.
- Select To indexes.
How the correlation is calculated
Kwanti calculates each correlation using the portfolio’s monthly returns over the trailing 3 years. Values range from -1 to +1. For how to read correlation values and colors, see Correlation table.
Sorting the table
- Click a column header to sort the table by that column.
- Click the same header again to switch between ascending and descending order.