Saat Conservative Correlations

Mutual Funds . USA . 
Fund . Saat Servative Strategy
SICIX Fund  USD 10.83  0.01  0.09%   
The current 90-days correlation between Saat Servative Strategy and Simt Multi Asset Accumulation is -0.25 (i.e., Very good diversification). The correlation of Saat Conservative 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 Conservative Correlation With Market

Good diversification

The correlation between Saat Servative Strategy and DJI is -0.12 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saat Servative Strategy 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 Saat Servative Strategy. 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 gross domestic product.

Moving together with Saat Mutual Fund

  0.95SAAAX Simt Multi AssetPairCorr
  0.99SRWAX Saat Market GrowthPairCorr
  0.72SRYRX Simt Real ReturnPairCorr
  0.94SSCGX Simt Small CapPairCorr
  0.97SSEAX Siit Screened WorldPairCorr
  0.97SSGAX Saat Aggressive StrategyPairCorr
  0.97SASDX Saat Aggressive StrategyPairCorr
  0.92SSMAX Siit Small MidPairCorr
  0.94TFCAX Tax Free ConservativePairCorr
  0.94TFCYX Tax Free ConservativePairCorr
  0.95SSPIX Simt Sp 500PairCorr
  0.98SSTDX Saat Servative StrategyPairCorr
  0.94SBDAX Stet California MunicipalPairCorr
  0.66STAYX Stet Tax AdvantagedPairCorr
  0.97STDAX Saat Defensive StrategyPairCorr
  0.98ENIAX Siit Opportunistic IncomePairCorr
  0.96STLYX Simt Tax ManagedPairCorr
  0.93STMPX Simt Tax ManagedPairCorr
  0.94STMSX Simt Tax ManagedPairCorr
  0.92STVYX Simt Tax ManagedPairCorr
  0.67SCFYX Simt E FixedPairCorr
  0.98SCMSX Saat E MarketPairCorr
  0.99SCLAX Simt Multi AssetPairCorr
  0.65CFVAX Catholic Values FixedPairCorr
  0.68SCOAX Siit E FixedPairCorr
  0.65CFVYX Catholic Values FixedPairCorr
  0.96SCPAX Siit Large CapPairCorr
  0.64SCXIX Sei Insti MgdPairCorr
  0.97SCYYX Stet California MunicipalPairCorr
  0.97SUMAX Stet Short DurationPairCorr
  0.94SUSYX Simt Managed VolatilityPairCorr
  0.94SUSAX Siit Ultra ShortPairCorr
  0.85SDGFX Sdit Short DurationPairCorr
  0.97SDLAX Siit Dynamic AssetPairCorr
  0.96SVAYX Simt Large CapPairCorr
  0.95SDYAX Simt Dynamic AssetPairCorr
  0.91SVOAX Simt Managed VolatilityPairCorr
  0.96SDYYX Simt Dynamic AssetPairCorr
  1.0SVSAX Saat Servative StrategyPairCorr
  0.98SEAIX Saat Aggressive StrategyPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Saat Mutual Fund performing well and Saat Conservative 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 Conservative'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SAAAX  0.30  0.06 (0.09) 0.41  0.18 
(0.37)
 0.68 
(0.56)
 2.12 
SRWAX  0.34  0.16  0.05 (2.18) 0.00 
(0.40)
 1.10 
(0.62)
 2.29 
SRYRX  0.11  0.02 (0.51) 8.23  0.00 
(0.15)
 0.21 
(0.20)
 0.93 
SSCGX  0.82  0.06  0.06  0.19  0.80 
(0.89)
 2.18 
(1.49)
 5.22 
SSEAX  0.45  0.15  0.11  0.48  0.15 
(0.54)
 1.05 
(0.87)
 3.44 
SSGAX  0.45  0.11  0.08  0.32  0.18 
(0.51)
 1.40 
(0.85)
 2.98 
SASDX  0.45  0.11  0.07  0.32  0.22 
(0.53)
 1.44 
(0.87)
 3.05 
SSMAX  0.76  0.04  0.04  0.17  0.81 
(0.87)
 2.17 
(1.53)
 5.82 
TFCAX  0.03  0.00  0.00  0.25  0.00 
 0.00 
 0.10 
 0.00 
 0.30 
TFCYX  0.03  0.00  0.00  0.61  0.00 
 0.00 
 0.10 
 0.00 
 0.30 

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