Table 7

Pearson correlation

FR1FR2ESG_GPESG_LPRETAGEGP_SIZELISTEDWOMENMINORITYVINTAGEFund SIZET BILLS&P500
FR11             
FR20.8192*1            
ESG_GP0.1615*0.1063*1           
ESG_LP−0.0045−0.01290.1195*1          
RET0.0079−0.0122−0.1880*−0.0211         
AGE0.0883*0.04140.2908*−0.01790.1542*1        
GP_SIZE0.1720*0.0779*0.4488*0.0695−0.1936*0.2653*1       
LISTED0.0284−0.00660.3629*0.1015*−0.00580.2722*0.1496*1      
WOMEN−0.0635*−0.0405−0.1136*−0.0485−0.0938*−0.0872*−0.1272*−0.04841     
MINORITY0.01820.0214−0.0310.0284−0.0698*−0.0794*0.0117−0.03540.0726*1    
VINTAGE0.0946*0.0665*−0.1139*0.04850.0239−0.0152−0.0175−0.0720*−0.0403−0.02671   
Fund SIZE0.3311*0.0793*0.3359*0.0623−0.00570.2380*0.4159*0.1879*−0.1049*0.0092−0.03371  
T BILL−0.0913*−0.0882*0.03930.05770.0020.00110.04910.0251−0.05880.01860.3776*0.02191 
S&P5000.02060.02140.0147−0.0218−0.0144−0.0258−0.0216−0.05980.0015−0.0071−0.0726*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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