correlation of strategies

[bleida]

Hi,
I am new to the site and am very intrigued by the various strategies and the ability to create a custom portfolio. But one insight that I’d like to have is the historical correlation between the various strategies and the impact on a custom portfolio.

I suppose I could take the historical monthly returns for the interested strategies and calculate a correlation, but I don’t know how accurate that would be. Ideally, this type of information would be available in one of the website tools.

Thanks.

[Author]

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