sector_corr_63d

Mean of the 28 pairwise correlations among the eight sector funds' daily returns over the trailing 63 sessions. High means one factor is moving everything - the diversification that fails in a stress.

correlationRESTATEDcore.metric_dailyn_min 20CSV

value

0.0492

1y percentile

8.6%

3y percentile

2.9%

all percentile

0.9%

robust z

-2.22

rank 1y

4.2%

2463

0.04922026-09-18

2025-09-08260 obs2026-09-18

Every market at 2026-09-18

1 of 1 with a reading on or before 2026-09-18. Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

market	value	1y pct ↓	3y pct	1y rank	robust z	n
US	0.0492	8.6%	2.9%	4.2%	-2.22	2463

Provenance

Source: core.metric_daily
Cadence: daily, XNYS sessions
Read by: the regime view's correlation axis and its 'correlated' flag
Point-in-time: RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.