Saat Core Correlations

Mutual Funds . USA . 
Fund . Saat E Market
SOKAX Fund  USD 11.14  0.01  0.09%   
The current 90-days correlation between Saat E Market and Simt Multi Asset Accumulation is -0.23 (i.e., Very good diversification). The correlation of Saat Core 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 Core Correlation With Market

Good diversification

The correlation between Saat E Market and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saat E Market 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 E Market. 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 nation.

Moving together with Saat Mutual Fund

  0.95SAAAX Simt Multi AssetPairCorr
  1.0SRWAX Saat Market GrowthPairCorr
  0.67SRYRX Simt Real ReturnPairCorr
  0.96SSCGX Simt Small CapPairCorr
  0.98SSEAX Siit Screened WorldPairCorr
  0.99SSGAX Saat Aggressive StrategyPairCorr
  0.98SASDX Saat Aggressive StrategyPairCorr
  0.95SSMAX Siit Small MidPairCorr
  0.95TFCAX Tax Free ConservativePairCorr
  0.95TFCYX Tax Free ConservativePairCorr
  0.98SSPIX Simt Sp 500PairCorr
  0.98SSTDX Saat Servative StrategyPairCorr
  0.95SBDAX Stet California MunicipalPairCorr
  0.63STAYX Stet Tax AdvantagedPairCorr
  0.98STDAX Saat Defensive StrategyPairCorr
  0.98ENIAX Siit Opportunistic IncomePairCorr
  0.98STLYX Simt Tax ManagedPairCorr
  0.95STMPX Simt Tax ManagedPairCorr
  0.97STMSX Simt Tax ManagedPairCorr
  0.93STVYX Simt Tax ManagedPairCorr
  0.62SCFYX Simt E FixedPairCorr
  0.99SCMSX Saat E MarketPairCorr
  0.99SCLAX Simt Multi AssetPairCorr
  0.63SCOAX Siit E FixedPairCorr
  0.98SCPAX Siit Large CapPairCorr
  0.97SCYYX Stet California MunicipalPairCorr
  0.97SUMAX Stet Short DurationPairCorr
  0.95SUSYX Simt Managed VolatilityPairCorr
  0.93SUSAX Siit Ultra ShortPairCorr
  0.82SDGFX Sdit Short DurationPairCorr
  0.99SDLAX Siit Dynamic AssetPairCorr
  0.99SVAYX Simt Large CapPairCorr
  0.98SDYAX Simt Dynamic AssetPairCorr
  0.93SVOAX Simt Managed VolatilityPairCorr
  0.98SDYYX Simt Dynamic AssetPairCorr
  0.99SVSAX Saat Servative StrategyPairCorr
  1.0SEAIX Saat Aggressive StrategyPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Saat Mutual Fund performing well and Saat Core 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 Core'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 

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
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY