lag 1dρ +0.25holdout +0.24stable 88%$/day $120krobust
LODI AAM SLC Low Duration Income ETF
- Last close
- 24.95
- 504-day return
- +9.57%
- Median $/day
- $142k
- Relationships shown
- 13
- Leader rank
- #604
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
LODI vs IVOL
Both indexed to 100 at 2026-05-11.
Follows LODI
These tend to repeat LODI's moves later.
Moves with LODI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.36beyond mkt +0.23holdout +0.41stable 100%robust
ρ +0.41beyond mkt +0.16holdout +0.50stable 100%robust
ρ +0.44beyond mkt +0.15holdout +0.49stable 88%robust
ρ +0.35beyond mkt +0.13holdout +0.43stable 88%robust
ρ +0.43beyond mkt +0.13holdout +0.46stable 100%robust
ρ +0.42beyond mkt +0.10holdout +0.54stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.67holdout +0.85stable 88%robust
horizon 10dρ +0.57holdout +0.80stable 62%moderate
horizon 10dρ +0.48holdout +0.68stable 50%moderate
horizon 10dρ +0.46holdout +0.65stable 25%moderate
horizon 10dρ +0.44holdout +0.77stable 38%moderate
horizon 10dρ +0.43holdout +0.63stable 12%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.49recent -0.42prior +0.07beyond mkt +0.01
Δ +0.46recent +0.49prior +0.04beyond mkt +0.06
Δ +0.45recent +0.46prior +0.01beyond mkt +0.04
Δ +0.44recent +0.36prior -0.08beyond mkt -0.05
Δ +0.43recent +0.44prior +0.01beyond mkt -0.11
Δ +0.40recent +0.40prior -0.00beyond mkt -0.01