Stadion Tactical Correlations

ETFAX Fund

USD 16.24 0.02 0.12%

The current 90-days correlation between Stadion Tactical Growth and Lord Abbett Inflation is 0.23 (i.e., Modest diversification). The correlation of Stadion Tactical 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 Tactical Correlation With Market

Very weak diversification

The correlation between Stadion Tactical Growth and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stadion Tactical Growth and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Stadion Tactical Growth. 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 Stadion Mutual Fund

0.95	ETFZX	Stadion Tactical Def	Pair Corr
0.96	ETFWX	Stadion Tactical Def	Pair Corr
0.96	ETFRX	Stadion Tactical Def	Pair Corr
1.0	ETFOX	Stadion Tactical Growth	Pair Corr
1.0	ETFCX	Stadion Tactical Growth	Pair Corr
0.9	PAALX	All Asset Fund	Pair Corr
0.9	PATRX	Pimco All Asset	Pair Corr
0.89	PAAIX	All Asset Fund	Pair Corr
0.89	PALPX	Pimco All Asset	Pair Corr
0.9	PASAX	All Asset Fund	Pair Corr
0.91	PASCX	All Asset Fund	Pair Corr
0.89	PAANX	Pimco All Asset	Pair Corr
0.89	PAUPX	Pimco All Asset	Pair Corr
0.89	PAUIX	Pimco All Asset	Pair Corr
0.82	ABRIX	Invesco Balanced Risk	Pair Corr
0.89	VPACX	Vanguard Pacific Stock	Pair Corr
0.73	VDVIX	Vanguard Developed	Pair Corr
0.78	VFWAX	Vanguard Ftse All	Pair Corr
0.95	RBOTX	American Funds 2065	Pair Corr

Related Correlations Analysis

	LIFAX	MFTFX	ABNOX	SLFYX	ABNCX	HIPAX	CSQIX	APISX
LIFAX		0.67	0.83	0.93	0.74	0.69	0.89	0.97	LIFAX
MFTFX	0.67		0.44	0.6	0.32	0.29	0.76	0.65	MFTFX
ABNOX	0.83	0.44		0.81	0.98	0.96	0.79	0.9	ABNOX
SLFYX	0.93	0.6	0.81		0.74	0.7	0.84	0.93	SLFYX
ABNCX	0.74	0.32	0.98	0.74		0.99	0.7	0.82	ABNCX
HIPAX	0.69	0.29	0.96	0.7	0.99		0.66	0.77	HIPAX
CSQIX	0.89	0.76	0.79	0.84	0.7	0.66		0.9	CSQIX
APISX	0.97	0.65	0.9	0.93	0.82	0.77	0.9		APISX
	LIFAX	MFTFX	ABNOX	SLFYX	ABNCX	HIPAX	CSQIX	APISX

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Risk-Adjusted Indicators

There is a big difference between Stadion Mutual Fund performing well and Stadion Tactical 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 Tactical'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
LIFAX	0.11	0.01	0.07	0.41	0.00	(0.15)	0.26	(0.17)	0.70
MFTFX	1.07	0.15	0.09	(0.73)	1.41	(1.11)	1.97	(2.28)	5.07
ABNOX	0.14	0.01	0.02	0.10	0.11	(0.18)	0.30	(0.30)	0.89
SLFYX	0.19	0.03	0.12	0.84	0.00	(0.27)	0.51	(0.39)	1.02
ABNCX	0.15	0.00	0.01	0.03	0.12	(0.19)	0.30	(0.30)	0.90
HIPAX	0.14	0.00	(0.01)	(0.01)	0.12	(0.19)	0.30	(0.30)	0.81
CSQIX	0.26	0.05	0.15	0.70	0.15	(0.34)	0.60	(0.37)	1.60
APISX	0.10	0.01	0.07	0.33	0.00	(0.14)	0.19	(0.19)	0.58

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Stadion Tactical Correlations

Stadion Tactical Correlation With Market

Very weak diversification

Moving together with Stadion Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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