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V-Lab

Asset Classes EWMA Covariance Correlation Analysis

Average correlation for Tuesday, June 9th, 2026

Average Correlation

0.1915

decreased by 0.0100

Max Correlation

0.8686

unchanged at 0.0000

1st Factor

0.5489

decreased by 0.0100

Analysis last updated: Wednesday, June 10, 2026 at 11:40 AM UTC

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Jun 10, 2024 – Jun 10, 2026