SGI Dynamic Correlations

DYTA Etf

29.51 0.05 0.17%

The current 90-days correlation between SGI Dynamic Tactical and Cambria Value and is 0.63 (i.e., Poor diversification). The correlation of SGI Dynamic 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.

SGI Dynamic Correlation With Market

Very poor diversification

The correlation between SGI Dynamic Tactical and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SGI Dynamic Tactical and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SGI Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in SGI Dynamic Tactical. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with SGI Etf

0.84	TDSC	Cabana Target Drawdown	Pair Corr
0.77	YYY	Amplify High Income	Pair Corr
0.85	FVC	First Trust Dorsey	Pair Corr
0.81	TDSB	Cabana Target Drawdown	Pair Corr
0.76	GMOM	Cambria Global Momentum	Pair Corr
0.62	AGOX	Adaptive Alpha Oppor	Pair Corr
0.79	TACK	Fairlead Tactical Sector	Pair Corr
0.88	DALI	First Trust Dorsey	Pair Corr
0.71	USD	ProShares Ultra Semi	Pair Corr
0.81	JNUG	Direxion Daily Junior	Pair Corr
0.77	GDXU	MicroSectors Gold Miners	Pair Corr
0.81	NUGT	Direxion Daily Gold	Pair Corr
0.81	GDMN	WisdomTree Efficient Gold	Pair Corr
0.65	AGQ	ProShares Ultra Silver Buyout Trend	Pair Corr
0.77	DGP	DB Gold Double	Pair Corr
0.84	PFF	iShares Preferred Sell-off Trend	Pair Corr
0.69	FXC	Invesco CurrencyShares	Pair Corr
0.91	JANW	AIM ETF Products	Pair Corr
0.78	TAXT	Northern Trust Tax	Pair Corr
0.89	FPXE	First Trust IPOX	Pair Corr
0.88	GAPR	First Trust Exchange	Pair Corr
0.84	WLDR	Affinity World Leaders	Pair Corr
0.92	SIXJ	AIM ETF Products	Pair Corr
0.8	VGUS	Vanguard Ultra Short	Pair Corr
0.82	WDNA	WisdomTree BioRevolution Low Volatility	Pair Corr
0.82	CHPS	Xtrackers Semiconductor	Pair Corr
0.8	PCEM	Litman Gregory Funds	Pair Corr
0.71	LVHI	Franklin International Low Volatility	Pair Corr
0.85	ESML	iShares ESG Aware	Pair Corr
0.91	XYLD	Global X SP	Pair Corr
0.84	XAUG	FT Cboe Vest	Pair Corr
0.74	REGL	ProShares SP MidCap	Pair Corr
0.66	GPT	Intelligent Alpha Atlas Symbol Change	Pair Corr
0.81	TLCI	Touchstone ETF Trust	Pair Corr

Related Correlations Analysis

	LCR	TDSB	RXL	ICAP	DECZ	WLTG	SXQG	JUNW	PPI	VAMO
LCR		0.82	0.56	0.96	0.82	0.97	-0.2	0.98	0.84	0.94	LCR
TDSB	0.82		0.5	0.87	0.63	0.83	-0.55	0.83	0.97	0.83	TDSB
RXL	0.56	0.5		0.52	0.4	0.48	-0.08	0.55	0.42	0.52	RXL
ICAP	0.96	0.87	0.52		0.78	0.95	-0.43	0.97	0.91	0.97	ICAP
DECZ	0.82	0.63	0.4	0.78		0.84	-0.03	0.81	0.65	0.71	DECZ
WLTG	0.97	0.83	0.48	0.95	0.84		-0.23	0.97	0.84	0.92	WLTG
SXQG	-0.2	-0.55	-0.08	-0.43	-0.03	-0.23		-0.31	-0.61	-0.44	SXQG
JUNW	0.98	0.83	0.55	0.97	0.81	0.97	-0.31		0.86	0.95	JUNW
PPI	0.84	0.97	0.42	0.91	0.65	0.84	-0.61	0.86		0.87	PPI
VAMO	0.94	0.83	0.52	0.97	0.71	0.92	-0.44	0.95	0.87		VAMO
	LCR	TDSB	RXL	ICAP	DECZ	WLTG	SXQG	JUNW	PPI	VAMO

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

JUNW	+ 0.98	LCR
WLTG	+ 0.97	LCR
PPI	+ 0.97	TDSB
JUNW	+ 0.97	ICAP
VAMO	+ 0.97	ICAP
JUNW	+ 0.97	WLTG

High negative correlations

PPI	- 0.61	SXQG
SXQG	- 0.55	TDSB
VAMO	- 0.44	SXQG
SXQG	- 0.43	ICAP
JUNW	- 0.31	SXQG
SXQG	- 0.23	WLTG

SGI Dynamic Constituents Risk-Adjusted Indicators

There is a big difference between SGI Etf performing well and SGI Dynamic ETF 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 SGI Dynamic'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
LCR	0.38	0.01	(0.02)	0.06	0.41	(0.42)	0.78	(0.94)	2.78
TDSB	0.33	0.03	(0.01)	0.14	0.38	(0.36)	0.76	(0.62)	2.43
RXL	1.51	0.20	0.10	(1.93)	1.33	(1.86)	3.93	(2.41)	8.13
ICAP	0.63	0.07	0.07	0.12	0.71	(0.65)	1.40	(1.44)	3.33
DECZ	0.47	(0.01)	(0.07)	0.36	0.71	(0.43)	0.73	(1.30)	3.00
WLTG	0.68	0.01	0.00	0.05	0.88	(0.70)	1.21	(1.72)	4.29
SXQG	0.53	(0.13)	0.00	(0.15)	0.00	0.00	1.00	(1.05)	3.42
JUNW	0.13	0.01	(0.12)	0.09	0.12	(0.13)	0.31	(0.33)	0.97
PPI	0.92	0.13	0.09	0.20	1.12	(0.95)	1.69	(1.60)	6.05
VAMO	0.63	0.10	0.12	0.17	0.52	(0.74)	1.44	(1.09)	3.73

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