Saat Defensive Correlations

SEDIX Fund

USD 9.63 0.01 0.10%

The current 90-days correlation between Saat Defensive Strategy and Goldman Sachs Emerging is 0.31 (i.e., Weak diversification). The correlation of Saat Defensive 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.

Saat Defensive Correlation With Market

Poor diversification

The correlation between Saat Defensive Strategy and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saat Defensive Strategy 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 Saat Defensive Strategy. 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 gross domestic product.

Moving together with Saat Mutual Fund

0.86	VBITX	Vanguard Short Term	Pair Corr
0.88	LALDX	Lord Abbett Short	Pair Corr
0.77	LDLAX	Lord Abbett Short	Pair Corr
0.79	LDLRX	Lord Abbett Short	Pair Corr
0.77	SMPIX	Semiconductor Ultrasector	Pair Corr
0.73	SMPSX	Semiconductor Ultrasector	Pair Corr
0.67	RSNRX	Victory Global Natural	Pair Corr
0.66	RSNYX	Victory Global Natural	Pair Corr
0.66	RGNCX	Victory Global Natural	Pair Corr
0.62	EMSLX	Shelton Emerging Markets	Pair Corr
0.66	LMISX	Qs Large Cap	Pair Corr
0.69	INPFX	American Funds Income	Pair Corr
0.68	CVX	Chevron Corp	Pair Corr
0.64	HD	Home Depot	Pair Corr

Moving against Saat Mutual Fund

0.48	MMM	3M Company	Pair Corr
0.45	HPQ	HP Inc	Pair Corr
0.33	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	USMIX	RECIX	BOGSX	SMQFX	ABPYX	APDOX	GIRMX
USMIX		0.87	0.72	0.9	-0.02	0.91	0.8	USMIX
RECIX	0.87		0.76	0.95	-0.07	0.93	0.94	RECIX
BOGSX	0.72	0.76		0.7	0.44	0.65	0.86	BOGSX
SMQFX	0.9	0.95	0.7		-0.13	0.91	0.86	SMQFX
ABPYX	-0.02	-0.07	0.44	-0.13		-0.18	0.07	ABPYX
APDOX	0.91	0.93	0.65	0.91	-0.18		0.89	APDOX
GIRMX	0.8	0.94	0.86	0.86	0.07	0.89		GIRMX
	USMIX	RECIX	BOGSX	SMQFX	ABPYX	APDOX	GIRMX

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

SMQFX	+ 0.95	RECIX
GIRMX	+ 0.94	RECIX
APDOX	+ 0.93	RECIX
APDOX	+ 0.91	USMIX
APDOX	+ 0.91	SMQFX
SMQFX	+ 0.9	USMIX

High negative correlations

APDOX	- 0.18	ABPYX
ABPYX	- 0.13	SMQFX
ABPYX	- 0.07	RECIX
ABPYX	- 0.02	USMIX

Risk-Adjusted Indicators

There is a big difference between Saat Mutual Fund performing well and Saat Defensive 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 Saat Defensive'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
USMIX	0.84	0.12	0.13	0.17	0.76	(1.01)	1.92	(1.49)	5.37
RECIX	0.77	0.30	0.30	2.13	0.45	(0.91)	1.35	(1.28)	11.52
BOGSX	1.10	(0.08)	0.00	(0.02)	0.00	0.00	2.17	(2.68)	5.97
SMQFX	1.23	0.63	0.84	1.11	0.00	(1.67)	1.48	(1.11)	35.01
ABPYX	0.39	(0.08)	0.00	(0.11)	0.00	0.00	0.70	(1.10)	2.19
APDOX	0.10	0.07	0.15	1.11	0.00	(0.15)	0.28	(0.18)	0.56
GIRMX	0.65	0.11	0.11	0.24	0.60	(0.73)	1.32	(1.28)	4.16

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