horizon 10dρ +0.71holdout +0.61stable 62%moderate
BRLN iShares Floating Rate Loan Active ETF
- Last close
- 50.42
- 504-day return
- +9.59%
- Median $/day
- $275k
- Relationships shown
- 6
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.69holdout +0.57stable 38%moderate
horizon 10dρ +0.68holdout +0.53stable 75%robust
horizon 10dρ +0.68holdout +0.47stable 50%moderate
horizon 10dρ +0.68holdout +0.44stable 50%moderate
horizon 10dρ +0.67holdout +0.50stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.50recent -0.35prior +0.15beyond mkt +0.05
Δ -0.49recent -0.39prior +0.10beyond mkt -0.05
Δ -0.49recent -0.44prior +0.05beyond mkt -0.03
Δ -0.43recent -0.33prior +0.10beyond mkt +0.03
Δ +0.43recent +0.46prior +0.04beyond mkt +0.04
Δ -0.43recent -0.31prior +0.11beyond mkt +0.01