Stadion Trilogy Correlations
| STTIX Fund | USD 9.19 0.02 0.22% |
The current 90-days correlation between Stadion Trilogy Alte and Stadion Tactical Growth is 0.13 (i.e., Average diversification). The correlation of Stadion Trilogy 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.
Stadion Trilogy Correlation With Market
Average diversification
The correlation between Stadion Trilogy Alternative and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stadion Trilogy Alternative and DJI in the same portfolio, assuming nothing else is changed.
Stadion |
Moving together with Stadion Mutual Fund
| 0.68 | ETFAX | Stadion Tactical Growth | PairCorr |
| 0.84 | MWTNX | Metropolitan West Total | PairCorr |
| 0.84 | MWTSX | Metropolitan West Total | PairCorr |
| 0.85 | PTTPX | Pimco Total Return | PairCorr |
| 0.87 | PTRRX | Total Return | PairCorr |
| 0.85 | PTRAX | Total Return | PairCorr |
| 0.87 | PTTRX | Total Return | PairCorr |
| 0.85 | FIWGX | Strategic Advisers | PairCorr |
| 0.86 | DODIX | Dodge Income | PairCorr |
| 0.88 | MWTIX | Metropolitan West Total | PairCorr |
| 0.87 | MWTRX | Metropolitan West Total | PairCorr |
| 0.62 | PRFSX | T Rowe Price | PairCorr |
| 0.7 | EPIBX | Europac International | PairCorr |
| 0.77 | FPTKX | Fidelity Freedom 2015 | PairCorr |
| 0.65 | QCERX | Aqr Large Cap | PairCorr |
| 0.64 | EMRIX | Emerging Markets | PairCorr |
| 0.86 | IIBZX | Voya Intermediate Bond | PairCorr |
| 0.65 | LTINX | Principal Lifetime 2015 | PairCorr |
Related Correlations Analysis
| 0.68 | 0.54 | 0.54 | 0.54 | 0.56 | 0.56 | STTIX | ||
| 0.68 | 0.73 | 0.73 | 0.73 | 0.77 | 0.77 | ETFAX | ||
| 0.54 | 0.73 | 1.0 | 1.0 | 0.98 | 0.98 | ETFZX | ||
| 0.54 | 0.73 | 1.0 | 1.0 | 0.98 | 0.98 | ETFWX | ||
| 0.54 | 0.73 | 1.0 | 1.0 | 0.98 | 0.98 | ETFRX | ||
| 0.56 | 0.77 | 0.98 | 0.98 | 0.98 | 1.0 | ETFOX | ||
| 0.56 | 0.77 | 0.98 | 0.98 | 0.98 | 1.0 | ETFCX | ||
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Risk-Adjusted Indicators
There is a big difference between Stadion Mutual Fund performing well and Stadion Trilogy 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 Stadion Trilogy'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| STTIX | 0.21 | 0.01 | (0.41) | 0.32 | 0.19 | 0.44 | 1.10 | |||
| ETFAX | 0.45 | 0.18 | 0.07 | (3.14) | 0.26 | 1.40 | 2.76 | |||
| ETFZX | 0.35 | 0.14 | 0.00 | (3.11) | 0.00 | 0.85 | 2.85 | |||
| ETFWX | 0.35 | 0.14 | 0.01 | (3.18) | 0.00 | 0.84 | 2.80 | |||
| ETFRX | 0.35 | 0.14 | 0.01 | (2.77) | 0.00 | 0.81 | 2.78 | |||
| ETFOX | 0.40 | 0.22 | 0.17 | (4.48) | 0.00 | 1.37 | 2.76 | |||
| ETFCX | 0.42 | 0.22 | 0.16 | (4.37) | 0.00 | 1.38 | 2.78 |