ρ +0.42beyond mkt +0.32holdout +0.35stable 100%robust
VVR Invesco Senior Income Trust
- Last close
- 2.90
- 504-day return
- -5.14%
- Median $/day
- $2.2M
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
VVR vs EFR
Both indexed to 100 at 2026-05-11.
Moves with VVR
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.41beyond mkt +0.31holdout +0.37stable 88%robust
ρ +0.44beyond mkt +0.30holdout +0.38stable 100%robust
ρ +0.37beyond mkt +0.29holdout +0.42stable 100%robust
ρ +0.37beyond mkt +0.28holdout +0.32stable 100%robust
ρ +0.40beyond mkt +0.28holdout +0.41stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.53holdout +0.26stable 75%moderate
horizon 10dρ +0.48holdout +0.15stable 88%moderate
horizon 10dρ +0.48holdout +0.22stable 75%moderate
horizon 10dρ +0.48holdout +0.23stable 50%moderate
horizon 10dρ +0.47holdout +0.23stable 62%moderate
horizon 10dρ +0.47holdout +0.25stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.53recent -0.32prior +0.21beyond mkt -0.01
Δ -0.51recent -0.32prior +0.19beyond mkt -0.02
Δ -0.48recent -0.32prior +0.16beyond mkt -0.03
Δ -0.48recent -0.31prior +0.16beyond mkt -0.02
Δ -0.46recent -0.30prior +0.16beyond mkt -0.01
Δ -0.45recent -0.14prior +0.31beyond mkt +0.06