Swan Defined Correlations

SDRCX Fund

USD 13.54 0.06 0.44%

The current 90-days correlation between Swan Defined Risk and Swan Defined Risk is 0.38 (i.e., Weak diversification). The correlation of Swan Defined 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.

Swan Defined Correlation With Market

Average diversification

The correlation between Swan Defined Risk and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Swan Defined Risk 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 Swan Defined Risk. 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 services.

Moving together with Swan Mutual Fund

0.67	SDRAX	Swan Defined Risk	Pair Corr
0.67	SDRIX	Swan Defined Risk	Pair Corr
0.66	FCSDX	Fidelity Strategic	Pair Corr

Related Correlations Analysis

	SDACX	SDAAX	SDAIX	SDRCX
SDACX		0.79	0.9	0.33	SDACX
SDAAX	0.79		0.91	0.12	SDAAX
SDAIX	0.9	0.91		0.21	SDAIX
SDRCX	0.33	0.12	0.21		SDRCX
	SDACX	SDAAX	SDAIX	SDRCX

Risk-Adjusted Indicators

There is a big difference between Swan Mutual Fund performing well and Swan Defined 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 Swan Defined'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
SDACX	0.43	0.03	(0.04)	0.39	0.58	(0.45)	0.95	(0.95)	2.61
SDAAX	0.42	0.05	0.00	0.49	0.56	(0.43)	0.97	(0.96)	2.68
SDAIX	0.42	0.01	(0.01)	0.08	0.58	(0.44)	0.96	(0.95)	2.63
SDRCX	0.56	(0.15)	0.00	(0.50)	0.00	0.00	0.61	(0.88)	11.34

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Swan Defined Correlations

Swan Defined Correlation With Market

Average diversification

Moving together with Swan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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