Stadion Tactical Correlations

ETFOX Fund

USD 16.64 0.07 0.42%

The current 90-days correlation between Stadion Tactical Growth and Artisan High Income is 0.29 (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 poor diversification

The correlation between Stadion Tactical Growth 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 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 persons.

Moving together with Stadion Mutual Fund

1.0	ETFAX	Stadion Tactical Growth	Pair Corr
0.91	ETFZX	Stadion Tactical Def	Pair Corr
0.92	ETFWX	Stadion Tactical Def	Pair Corr
0.92	ETFRX	Stadion Tactical Def	Pair Corr
1.0	ETFCX	Stadion Tactical Growth	Pair Corr
0.99	VTSAX	Vanguard Total Stock	Pair Corr
0.98	RYVYX	Nasdaq 100 2x	Pair Corr
0.76	VMIAX	Vanguard Materials Index	Pair Corr
0.98	FCNTX	Fidelity Contrafund	Pair Corr
0.92	LLPFX	Longleaf Partners	Pair Corr
0.99	FPURX	Fidelity Puritan	Pair Corr
0.99	VTSMX	Vanguard Total Stock	Pair Corr
1.0	VWELX	Vanguard Wellington	Pair Corr
0.99	FXAIX	Fidelity 500 Index	Pair Corr
0.97	VGOSX	Voya Large Cap	Pair Corr
0.9	VSMVX	Vanguard Sp Small	Pair Corr
0.97	VIGAX	Vanguard Growth Index	Pair Corr
0.88	RQECX	Resq Dynamic Allocation	Pair Corr
0.72	DPG	Duff And Phelps	Pair Corr
0.99	INDEX	Sp 500 Equal	Pair Corr
0.97	RWSIX	Redwood Systematic Macro	Pair Corr
0.97	LTFOX	Lord Abbett Affiliated	Pair Corr
1.0	VWENX	Vanguard Wellington	Pair Corr

Moving against Stadion Mutual Fund

0.46	PAUPX	Pimco All Asset	Pair Corr
0.43	PAUIX	Pimco All Asset	Pair Corr
0.64	PFHCX	Pacific Funds Small	Pair Corr

Related Correlations Analysis

	APDFX	SGYAX	AGDAX	AGTFX	GHYSX	PARCX	PHIAX
APDFX		0.98	0.97	0.79	0.31	0.75	0.96	APDFX
SGYAX	0.98		0.94	0.74	0.22	0.68	0.93	SGYAX
AGDAX	0.97	0.94		0.74	0.44	0.73	0.95	AGDAX
AGTFX	0.79	0.74	0.74		0.02	0.97	0.84	AGTFX
GHYSX	0.31	0.22	0.44	0.02		0.18	0.3	GHYSX
PARCX	0.75	0.68	0.73	0.97	0.18		0.82	PARCX
PHIAX	0.96	0.93	0.95	0.84	0.3	0.82		PHIAX
	APDFX	SGYAX	AGDAX	AGTFX	GHYSX	PARCX	PHIAX

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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
APDFX	0.12	0.03	(0.57)	0.54	0.00	(0.18)	0.33	(0.22)	0.90
SGYAX	0.14	0.02	(0.48)	0.45	0.00	(0.25)	0.29	(0.14)	1.28
AGDAX	0.12	0.02	(0.47)	0.52	0.00	(0.23)	0.29	(0.28)	0.87
AGTFX	0.53	(0.03)	(0.08)	0.08	0.57	(0.62)	1.20	(0.88)	3.40
GHYSX	0.16	0.02	(0.24)	(0.03)	0.26	(0.23)	0.43	(0.43)	1.72
PARCX	0.35	(0.03)	(0.18)	0.06	0.41	(0.37)	0.76	(0.76)	2.22
PHIAX	0.10	0.01	(0.48)	0.30	0.00	(0.15)	0.23	(0.23)	0.80

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