Moderately Aggressive Correlations

SAMAX Fund

USD 11.96 0.08 0.66%

The current 90-days correlation between Moderately Aggressive and Us Government Securities is 0.17 (i.e., Average diversification). The correlation of Moderately Aggressive 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.

Moderately Aggressive Correlation With Market

Very weak diversification

The correlation between Moderately Aggressive Balanced and DJI is 0.55 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Moderately Aggressive Balanced 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 Moderately Aggressive Balanced. 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 Moderately Mutual Fund

1.0	SABAX	Salient Alternative Beta	Pair Corr
1.0	SABIX	Aggressive Balanced	Pair Corr
1.0	SABCX	Salient Alternative Beta	Pair Corr
1.0	SAMCX	Salient Mlp Fund	Pair Corr
1.0	SAMIX	Moderately Aggressive	Pair Corr
0.95	SSCCX	Saratoga Small Capit	Pair Corr
0.96	SSCPX	Small Capitalization	Pair Corr
0.96	SSCYX	Small Capitalization	Pair Corr
1.0	SBCCX	Moderately Servative	Pair Corr
0.71	SBHIX	Health Biotchnology	Pair Corr
1.0	SBMCX	Moderate Balanced	Pair Corr
1.0	SBMIX	Moderate Balanced	Pair Corr
0.96	STPAX	Technology Munications	Pair Corr
0.96	STPCX	Technology Munications	Pair Corr
0.96	STPIX	Technology Munications	Pair Corr
1.0	SCAAX	Conservative Balanced	Pair Corr
1.0	SUMCX	Conservative Balanced	Pair Corr
0.74	SHPAX	Health Biotchnology	Pair Corr
0.8	SHPCX	Health Biotchnology	Pair Corr
0.7	SIEYX	International Equity	Pair Corr
0.69	SIECX	International Equity	Pair Corr
0.71	SIEPX	International Equity	Pair Corr
0.64	SLCGX	Large Capitalization	Pair Corr
0.97	SLCVX	Large Cap Value	Pair Corr
0.96	SLGYX	Large Capitalization	Pair Corr
0.96	SLVCX	Large Cap Value	Pair Corr
0.97	SLVYX	Large Cap Value	Pair Corr
1.0	SMACX	Moderately Servative	Pair Corr

Moving against Moderately Mutual Fund

0.86	SFPIX	Financial Services	Pair Corr
0.94	SLGCX	Large Capitalization	Pair Corr
0.92	SPMCX	Mid Capitalization	Pair Corr
0.56	FBONX	American Funds American	Pair Corr
0.56	FBAFX	American Funds American	Pair Corr

Related Correlations Analysis

	RGVEX	GVTFX	USGFX	RYAQX	DPIGX	SMAAX
RGVEX		0.99	0.99	-0.1	0.79	0.7	RGVEX
GVTFX	0.99		1.0	-0.02	0.83	0.74	GVTFX
USGFX	0.99	1.0		-0.02	0.84	0.75	USGFX
RYAQX	-0.1	-0.02	-0.02		0.5	0.37	RYAQX
DPIGX	0.79	0.83	0.84	0.5		0.82	DPIGX
SMAAX	0.7	0.74	0.75	0.37	0.82		SMAAX
	RGVEX	GVTFX	USGFX	RYAQX	DPIGX	SMAAX

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

USGFX	+ 1.0	GVTFX
GVTFX	+ 0.99	RGVEX
USGFX	+ 0.99	RGVEX
DPIGX	+ 0.84	USGFX
DPIGX	+ 0.83	GVTFX
SMAAX	+ 0.82	DPIGX

High negative correlations

RYAQX	- 0.1	RGVEX
RYAQX	- 0.02	USGFX
RYAQX	- 0.02	GVTFX

Risk-Adjusted Indicators

There is a big difference between Moderately Mutual Fund performing well and Moderately Aggressive 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 Moderately Aggressive'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
RGVEX	0.14	0.00	(0.31)	0.01	0.11	(0.17)	0.33	(0.25)	0.91
GVTFX	0.14	0.00	(0.28)	0.13	0.11	(0.17)	0.33	(0.25)	0.91
USGFX	0.14	0.00	(0.28)	0.12	0.12	(0.17)	0.33	(0.25)	0.91
RYAQX	0.38	0.02	(0.07)	(1.09)	0.41	(0.44)	0.98	(0.61)	2.24
DPIGX	0.08	0.00	(0.46)	(0.04)	0.00	(0.13)	0.21	(0.10)	0.52
SMAAX	0.06	0.01	(0.49)	2.42	0.00	(0.12)	0.19	(0.10)	0.29

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