Cookies for anonymous analytics (Microsoft Clarity). Privacy

All lessons
Diversification

Correlations rise in a crash

In sharp sell-offs, correlations between holdings tend to rise toward 1 as almost everything falls together.

What it means for your portfolio

Diversification often helps least exactly when you need it most; true diversifiers behave differently under stress.

Does this apply to your holdings?

Get a free PortLens risk snapshot — your concentration, drawdown sensitivity and more, in plain English. No signup.

Run my free snapshot

General information only, not financial advice. Historical figures are approximate and provided for education.