Downside Correlations Since Inception
| Alternative Diversification Fund (ADF) | Multi-Asset - 81-100% Diversified Index | Multi-Asset - Real Return Index | S&P/ASX 200 TR | Credit Suisse AllHedge Global Macro Index | MSCI World GR | MSCI World Ex Australia GR | DJ/CS HF Index |
Alternative Diversification Fund (ADF)
|
-
|
0.41
|
0.46
|
0.41
|
0.33
|
0.45
|
0.45
|
0.43
|
Multi-Asset - 81-100% Diversified Index
|
0.41
|
-
|
0.90
|
0.91
|
0.59
|
0.89
|
0.88
|
0.72
|
Multi-Asset - Real Return Index
|
0.46
|
0.90
|
-
|
0.89
|
0.65
|
0.82
|
0.81
|
0.80
|
S&P/ASX 200 TR
|
0.41
|
0.91
|
0.89
|
-
|
0.69
|
0.71
|
0.70
|
0.80
|
Credit Suisse AllHedge Global Macro Index
|
0.33
|
0.59
|
0.65
|
0.69
|
-
|
0.46
|
0.45
|
0.85
|
MSCI World GR
|
0.45
|
0.89
|
0.82
|
0.71
|
0.46
|
-
|
1.00
|
0.58
|
MSCI World Ex Australia GR
|
0.45
|
0.88
|
0.81
|
0.70
|
0.45
|
1.00
|
-
|
0.56
|
DJ/CS HF Index
|
0.43
|
0.72
|
0.80
|
0.80
|
0.85
|
0.58
|
0.56
|
-
|