Sa Us Correlations

SAMKX Fund

USD 38.46 0.01 0.03%

The current 90-days correlation between Sa Mkt Fd and Sa Value is 0.89 (i.e., Very poor diversification). The correlation of Sa Us is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Sa Us Correlation With Market

Good diversification

The correlation between Sa Mkt Fd and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sa Mkt Fd and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sa Mkt Fd. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in industry.

Moving together with SAMKX Mutual Fund

0.98	SABTX	Sa Value	Pair Corr
0.98	SAEMX	Sa Emerging Markets	Pair Corr
0.7	SAISX	Sa International Small	Pair Corr
0.96	SAHMX	Sa International Value	Pair Corr
0.77	SAREX	Sa Real Estate	Pair Corr
0.89	SAUFX	Sa Fixed Incme	Pair Corr
0.96	SAUMX	Sa Small	Pair Corr
0.99	SAWMX	Sa Worldwide Moderate	Pair Corr
1.0	VTSAX	Vanguard Total Stock	Pair Corr
0.98	VFIAX	Vanguard 500 Index	Pair Corr
1.0	VTSMX	Vanguard Total Stock	Pair Corr
0.98	VITSX	Vanguard Total Stock	Pair Corr
1.0	VSMPX	Vanguard Total Stock	Pair Corr
1.0	VSTSX	Vanguard Total Stock	Pair Corr
0.98	VFINX	Vanguard 500 Index	Pair Corr
1.0	VFFSX	Vanguard 500 Index	Pair Corr
0.98	VINIX	Vanguard Institutional	Pair Corr
0.98	VIIIX	Vanguard Institutional	Pair Corr
0.73	NHS	Neuberger Berman High	Pair Corr
0.98	FFFGX	Fidelity Freedom 2045	Pair Corr
1.0	PPUMX	Largecap Growth	Pair Corr
1.0	RAMTX	American Funds 2055	Pair Corr
0.99	BALCX	American Balanced	Pair Corr
0.95	SEDAX	Siit Emerging Markets	Pair Corr
0.71	PTOAX	Stocksplus Total Return	Pair Corr
0.98	HBATX	Hartford Moderate	Pair Corr
0.78	APFOX	Artisan Emerging Markets	Pair Corr
0.7	RPNIX	Riverpark/next Century	Pair Corr
0.69	CAFCX	Amcap Fund Class	Pair Corr
0.93	RSFYX	Victory Floating Rate	Pair Corr
0.96	PSDUX	Pimco Short Duration	Pair Corr
0.98	TLYRX	Tiaa Cref Lifecycle	Pair Corr
0.98	VFIFX	Vanguard Target Reti	Pair Corr
0.78	JHBJX	John Hancock Funds	Pair Corr
0.99	ASPGX	Astor Star Fund	Pair Corr
0.81	PIIJX	Diversified International	Pair Corr
0.97	MHEIX	Mh Elite Income	Pair Corr

Related Correlations Analysis

	SABTX	SAEMX	SAISX	SAHMX	SAMKX	SAREX	SAUFX	SAUMX	SAXIX	SAWMX
SABTX		0.96	0.69	0.92	0.98	0.75	0.91	0.95	0.54	0.98	SABTX
SAEMX	0.96		0.68	0.97	0.98	0.76	0.92	0.96	0.52	0.99	SAEMX
SAISX	0.69	0.68		0.6	0.7	0.28	0.6	0.62	0.82	0.66	SAISX
SAHMX	0.92	0.97	0.6		0.96	0.8	0.91	0.93	0.47	0.98	SAHMX
SAMKX	0.98	0.98	0.7	0.96		0.77	0.89	0.96	0.52	0.99	SAMKX
SAREX	0.75	0.76	0.28	0.8	0.77		0.73	0.76	0.19	0.8	SAREX
SAUFX	0.91	0.92	0.6	0.91	0.89	0.73		0.88	0.6	0.92	SAUFX
SAUMX	0.95	0.96	0.62	0.93	0.96	0.76	0.88		0.45	0.96	SAUMX
SAXIX	0.54	0.52	0.82	0.47	0.52	0.19	0.6	0.45		0.51	SAXIX
SAWMX	0.98	0.99	0.66	0.98	0.99	0.8	0.92	0.96	0.51		SAWMX
	SABTX	SAEMX	SAISX	SAHMX	SAMKX	SAREX	SAUFX	SAUMX	SAXIX	SAWMX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Please upgrade your account to get full access to Macroaxis premium features

Risk-Adjusted Indicators

There is a big difference between SAMKX Mutual Fund performing well and Sa Us Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sa Us' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SABTX	0.65	0.16	0.02	(1.54)	0.62	(0.73)	1.58	(1.08)	4.58
SAEMX	0.50	0.24	0.23	1.34	0.00	(0.65)	1.31	(0.81)	3.41
SAISX	0.48	0.18	0.14	0.81	0.00	(0.57)	1.28	(0.82)	2.61
SAHMX	0.51	0.24	0.17	(18.22)	0.00	(0.66)	1.25	(0.82)	3.25
SAMKX	0.67	0.25	0.11	(2.12)	0.57	(0.75)	1.91	(1.21)	4.97
SAREX	0.63	0.12	(0.03)	(0.74)	0.79	(0.72)	1.71	(1.39)	4.52
SAUFX	0.11	0.02	(0.62)	(1.73)	0.00	(0.15)	0.21	(0.21)	0.74
SAUMX	0.82	0.09	0.09	0.22	0.80	(0.96)	2.30	(1.70)	6.08
SAXIX	0.09	0.00	(0.69)	0.54	0.00	(0.15)	0.23	(0.11)	0.56
SAWMX	0.34	0.16	0.05	(2.81)	0.00	(0.43)	1.02	(0.73)	2.13

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC

Sa Us Correlations

Sa Us Correlation With Market

Good diversification

Moving together with SAMKX Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY