Sterling Capital Correlations

Mutual Funds . USA . 
Fund . Sterling Capital Total
STRDX Fund  USD 9.26  0.02  0.22%   
The current 90-days correlation between Sterling Capital Total and Sterling Capital Equity is -0.06 (i.e., Good diversification). The correlation of Sterling Capital 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.

Sterling Capital Correlation With Market

Modest diversification

The correlation between Sterling Capital Total and DJI is 0.22 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sterling Capital Total 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 Sterling Capital Total. 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 unemployment.

Moving together with Sterling Mutual Fund

  0.76BSCIX Sterling Capital SouthPairCorr
  0.8BSCCX Sterling Capital SouthPairCorr
  0.74BASCX Sterling Capital SouthPairCorr
  0.76BSGAX Sterling Capital ShortPairCorr
  0.68STRSX Sterling Capital SpecialPairCorr
  0.61STSOX Sterling Capital StrattonPairCorr
  0.97STRFX Wells Fargo LargePairCorr
  0.97SCCNX Sterling Capital PoratePairCorr
  0.84SCCMX Sterling Capital PoratePairCorr
  0.82SCCPX Sterling Capital PoratePairCorr
  0.99BBGVX Sterling Capital IntPairCorr
  0.69BBISX Sterling Capital BehPairCorr
  0.79BBNTX Sterling Capital NorthPairCorr
  0.79BBNCX Sterling Capital NorthPairCorr
  0.88BBSCX Sterling Capital ShortPairCorr
  0.61SCSIX Sentinel Multi AssetPairCorr
  0.99SCSSX Sterling Capital SecPairCorr
  0.91SCSTX Sterling Capital SecPairCorr
  1.0SCSPX Sterling Capital SecPairCorr
  0.74BBSGX Sterling Capital ShortPairCorr
  0.68BBTGX Sterling Capital BehPairCorr
  0.69BCVCX Sterling Capital BehPairCorr
  0.73BUSIX Sterling Capital UltraPairCorr
  0.74BUSRX Sterling Capital UltraPairCorr
  0.77OWVAX Sterling Capital WestPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Sterling Mutual Fund performing well and Sterling Capital 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 Sterling Capital'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
BAEIX  0.59  0.16  0.00 (0.74) 0.50 
(0.68)
 1.64 
(1.06)
 3.95 
BSCIX  0.09  0.01 (0.85) 0.38  0.00 
(0.16)
 0.20 
(0.19)
 0.59 
BSCCX  0.10  0.00 (0.77) 0.24  0.00 
(0.13)
 0.20 
(0.19)
 0.69 
BASCX  0.10  0.01 (0.82) 0.39  0.00 
(0.14)
 0.20 
(0.19)
 0.68 
BSGAX  0.08  0.01 (0.95) 1.17  0.00 
(0.17)
 0.24 
(0.12)
 0.48 
STMDX  0.58  0.01 (0.05) 0.16  0.80 
(0.61)
 1.50 
(1.36)
 4.40 
STMMX  0.58  0.01 (0.05) 0.16  0.77 
(0.62)
 1.47 
(1.36)
 4.36 
STMOX  0.54  0.11 (0.05)(0.44) 0.70 
(0.60)
 1.41 
(1.02)
 4.38 
STRSX  0.76  0.09  0.09  0.21  0.64 
(0.85)
 2.21 
(1.33)
 5.22 
STSCX  0.78  0.31  0.17 (2.35) 0.55 
(0.92)
 2.22 
(1.18)
 5.73 

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