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V-Lab

Asset Classes EWMA Covariance Correlation Analysis

Average correlation for Tuesday, April 21st, 2026

Average Correlation

0.1630

increased by 0.0100

Max Correlation

0.8780

unchanged at 0.0000

1st Factor

0.5740

increased by 0.0100

Analysis last updated: Wednesday, April 22, 2026 at 11:31 AM UTC

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Apr 21, 2024 – Apr 21, 2026