Saat Market Correlations
SGOAX Fund | USD 30.00 0.30 1.01% |
The current 90-days correlation between Saat Market Growth and Ab Bond Inflation is -0.02 (i.e., Good diversification). The correlation of Saat Market 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.
Saat Market Correlation With Market
Almost no diversification
The correlation between Saat Market Growth and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saat Market Growth and DJI in the same portfolio, assuming nothing else is changed.
Saat |
Moving together with Saat Mutual Fund
0.95 | TFCAX | Tax Free Conservative | PairCorr |
1.0 | SCPAX | Siit Large Cap | PairCorr |
0.91 | SUSAX | Siit Ultra Short | PairCorr |
0.79 | SDGFX | Sdit Short Duration | PairCorr |
0.94 | SEDIX | Saat Defensive Strategy | PairCorr |
0.99 | SECAX | Siit Small Cap | PairCorr |
0.95 | SEDAX | Siit Emerging Markets | PairCorr |
0.98 | SEFCX | Sit International Equity | PairCorr |
0.98 | SEHAX | Siit Equity Factor | PairCorr |
0.78 | SEIRX | Simt Real Estate | PairCorr |
0.96 | SEITX | Sit International Equity | PairCorr |
0.97 | SEIYX | Simt High Yield | PairCorr |
0.98 | SEQFX | Sit Emerging Markets | PairCorr |
0.96 | AAEZX | Enhanced Fixed Income | PairCorr |
0.99 | WEUSX | Siit World Equity | PairCorr |
0.97 | SXMAX | Saat Moderate Strategy | PairCorr |
0.94 | SGMAX | Siit Global Managed | PairCorr |
0.97 | SGYAX | Siit High Yield | PairCorr |
0.96 | SHYAX | Simt High Yield | PairCorr |
1.0 | TMLCX | Simt Tax Managed | PairCorr |
1.0 | SISAX | Saat Tax Managed | PairCorr |
0.95 | SITEX | Sit Emerging Markets | PairCorr |
0.93 | COIAX | Conservative Income | PairCorr |
0.96 | SMAAX | Aig Government Money | PairCorr |
0.99 | TRMVX | Simt Large Cap | PairCorr |
0.98 | LCIAX | Siit Large Cap | PairCorr |
1.0 | CGRGX | American Funds Growth | PairCorr |
0.98 | FPGGX | American Funds Growth | PairCorr |
0.98 | FGPGX | American Funds Growth | PairCorr |
0.99 | MUTHX | Franklin Mutual Shares | PairCorr |
0.97 | TESRX | Franklin Mutual Shares | PairCorr |
0.99 | FMSHX | Franklin Mutual Shares | PairCorr |
0.98 | GWPCX | American Funds Growth | PairCorr |
1.0 | GWPFX | American Funds Growth | PairCorr |
0.98 | GWPAX | American Funds Growth | PairCorr |
1.0 | CGQGX | American Funds Growth | PairCorr |
0.95 | CPAYX | Columbia Pacific/asia | PairCorr |
Related Correlations Analysis
0.74 | 0.99 | 1.0 | 1.0 | 0.99 | 0.95 | ABNYX | ||
0.74 | 0.71 | 0.74 | 0.74 | 0.68 | 0.86 | ATACX | ||
0.99 | 0.71 | 0.99 | 0.99 | 0.99 | 0.94 | ABNAX | ||
1.0 | 0.74 | 0.99 | 1.0 | 0.99 | 0.95 | ANBIX | ||
1.0 | 0.74 | 0.99 | 1.0 | 0.99 | 0.95 | ABNZX | ||
0.99 | 0.68 | 0.99 | 0.99 | 0.99 | 0.92 | TIIHX | ||
0.95 | 0.86 | 0.94 | 0.95 | 0.95 | 0.92 | LIFAX | ||
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Risk-Adjusted Indicators
There is a big difference between Saat Mutual Fund performing well and Saat Market 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 Saat Market's 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
ABNYX | 0.14 | 0.00 | (0.69) | 0.00 | 0.00 | 0.29 | 0.96 | |||
ATACX | 1.07 | 0.32 | 0.05 | (1.43) | 1.18 | 2.49 | 8.56 | |||
ABNAX | 0.14 | 0.02 | (0.61) | 3.36 | 0.00 | 0.29 | 1.05 | |||
ANBIX | 0.14 | 0.03 | (0.68) | (1.83) | 0.00 | 0.29 | 0.97 | |||
ABNZX | 0.15 | 0.03 | (0.72) | (23.76) | 0.00 | 0.29 | 1.08 | |||
TIIHX | 0.16 | 0.03 | (0.64) | (6.92) | 0.12 | 0.28 | 1.03 | |||
LIFAX | 0.12 | 0.04 | (0.87) | (8.66) | 0.00 | 0.43 | 0.94 |