Корреляционная матрица

Парная корреляция Пирсона между вашими активами. Низкое |ρ| означает значительный эффект диверсификации. Отредактируйте любую строку, чтобы вставить свою доходность.

Pairwise Pearson correlation across your assets. Low |ρ| means meaningful diversification benefit. Edit any row to paste your own returns. Preset: US sectors (illustrative).

Returns input

n=12

Pearson correlation matrix

Pairwise Pearson correlation coefficients between 4 assets. Values range from -1 (perfectly negatively correlated) to +1 (perfectly correlated). Diagonal cells are 1 by definition.
Asset	Technology	Financials	Energy	Health Care
Technology	1.000	0.926	0.567	0.508
Financials	0.926	1.000	0.450	0.614
Energy	0.567	0.450	1.000	0.015
Health Care	0.508	0.614	0.015	1.000

ρ ≈ +1: assets move together (no diversification benefit). ρ ≈ 0: independent (full benefit). ρ < 0: hedged (best benefit). The diagonal is always 1 by construction.

Diversification works because not all assets move together. The correlation matrix shows you which pairs are tightly linked (high ρ) and which offer real diversification (low or negative ρ). Building a portfolio of correlated assets is like buying one big asset - you get no risk reduction.

Каждая лаборатория основана на стандартной учебной математике (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

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Корреляционная матрица

Technology

Financials

Energy

Health Care

Technology

1.000

0.926

0.567

0.508

Financials

0.926

1.000

0.450

0.614

Energy

0.567

0.450

1.000

0.015

Health Care

0.508

0.614

0.015

1.000