Pearson correlation
| FR1 | FR2 | ESG_GP | ESG_LP | RET | AGE | GP_SIZE | LISTED | WOMEN | MINORITY | VINTAGE | Fund SIZE | T BILL | S&P500 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FR1 | 1 | |||||||||||||
| FR2 | 0.8192* | 1 | ||||||||||||
| ESG_GP | 0.1615* | 0.1063* | 1 | |||||||||||
| ESG_LP | −0.0045 | −0.0129 | 0.1195* | 1 | ||||||||||
| RET | 0.0079 | −0.0122 | −0.1880* | −0.021 | 1 | |||||||||
| AGE | 0.0883* | 0.0414 | 0.2908* | −0.0179 | 0.1542* | 1 | ||||||||
| GP_SIZE | 0.1720* | 0.0779* | 0.4488* | 0.0695 | −0.1936* | 0.2653* | 1 | |||||||
| LISTED | 0.0284 | −0.0066 | 0.3629* | 0.1015* | −0.0058 | 0.2722* | 0.1496* | 1 | ||||||
| WOMEN | −0.0635* | −0.0405 | −0.1136* | −0.0485 | −0.0938* | −0.0872* | −0.1272* | −0.0484 | 1 | |||||
| MINORITY | 0.0182 | 0.0214 | −0.031 | 0.0284 | −0.0698* | −0.0794* | 0.0117 | −0.0354 | 0.0726* | 1 | ||||
| VINTAGE | 0.0946* | 0.0665* | −0.1139* | 0.0485 | 0.0239 | −0.0152 | −0.0175 | −0.0720* | −0.0403 | −0.0267 | 1 | |||
| Fund SIZE | 0.3311* | 0.0793* | 0.3359* | 0.0623 | −0.0057 | 0.2380* | 0.4159* | 0.1879* | −0.1049* | 0.0092 | −0.0337 | 1 | ||
| T BILL | −0.0913* | −0.0882* | 0.0393 | 0.0577 | 0.002 | 0.0011 | 0.0491 | 0.0251 | −0.0588 | 0.0186 | 0.3776* | 0.0219 | 1 | |
| S&P500 | 0.0206 | 0.0214 | 0.0147 | −0.0218 | −0.0144 | −0.0258 | −0.0216 | −0.0598 | 0.0015 | −0.0071 | −0.0726* | 0.0026 | −0.1694* | 1 |
| FR1 | FR2 | ESG_GP | ESG_LP | RET | AGE | GP_SIZE | LISTED | WOMEN | MINORITY | VINTAGE | Fund SIZE | T BILL | S&P500 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FR1 | 1 | |||||||||||||
| FR2 | 0.8192* | 1 | ||||||||||||
| ESG_GP | 0.1615* | 0.1063* | 1 | |||||||||||
| ESG_LP | −0.0045 | −0.0129 | 0.1195* | 1 | ||||||||||
| RET | 0.0079 | −0.0122 | −0.1880* | −0.021 | 1 | |||||||||
| AGE | 0.0883* | 0.0414 | 0.2908* | −0.0179 | 0.1542* | 1 | ||||||||
| GP_SIZE | 0.1720* | 0.0779* | 0.4488* | 0.0695 | −0.1936* | 0.2653* | 1 | |||||||
| LISTED | 0.0284 | −0.0066 | 0.3629* | 0.1015* | −0.0058 | 0.2722* | 0.1496* | 1 | ||||||
| WOMEN | −0.0635* | −0.0405 | −0.1136* | −0.0485 | −0.0938* | −0.0872* | −0.1272* | −0.0484 | 1 | |||||
| MINORITY | 0.0182 | 0.0214 | −0.031 | 0.0284 | −0.0698* | −0.0794* | 0.0117 | −0.0354 | 0.0726* | 1 | ||||
| VINTAGE | 0.0946* | 0.0665* | −0.1139* | 0.0485 | 0.0239 | −0.0152 | −0.0175 | −0.0720* | −0.0403 | −0.0267 | 1 | |||
| Fund SIZE | 0.3311* | 0.0793* | 0.3359* | 0.0623 | −0.0057 | 0.2380* | 0.4159* | 0.1879* | −0.1049* | 0.0092 | −0.0337 | 1 | ||
| T BILL | −0.0913* | −0.0882* | 0.0393 | 0.0577 | 0.002 | 0.0011 | 0.0491 | 0.0251 | −0.0588 | 0.0186 | 0.3776* | 0.0219 | 1 | |
| S&P500 | 0.0206 | 0.0214 | 0.0147 | −0.0218 | −0.0144 | −0.0258 | −0.0216 | −0.0598 | 0.0015 | −0.0071 | −0.0726* | 0.0026 | −0.1694* | 1 |
Note(s): This table shows the Pearson correlation coefficients between variables. * indicates statistical significance at the 5% or less significance level
Source(s): Table by authors
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