How correlated are markets?

Changes in market correlations can significantly affect the risk that a portfolio is exposed to, so active portfolio construction techniques can help maintain a balanced portfolio that does not exhibit concentrations of risk. View shifts in market correlations through interactive heat maps that span 55 of the most liquid markets traded by our strategies, as well as historical levels for customizable market pairs.

 

Pairwise Correlations as of

Historical Levels

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-1 Avg 1

* US Dollar Index reflects the inverted US Dollar Index.

This tool is intended purely for informational purposes. Graham's investment programs may perform in ways that are not related to the information provided here.

Market Pair Configuration

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

Source: Graham Capital Management; Underlying price data for the market universe is calculated using various sources, including Bloomberg, CQG, Reuters, and other pricing services.

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