Saat Defensive Correlations

SEDIX Fund

USD 9.72 0.01 0.10%

The current 90-days correlation between Saat Defensive Strategy and Lord Abbett Vertible 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

Modest diversification

The correlation between Saat Defensive Strategy and DJI is 0.2 (i.e., Modest 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

0.95	SAAAX	Simt Multi Asset	Pair Corr
0.73	SRYRX	Simt Real Return	Pair Corr
0.72	SSCGX	Simt Small Cap	Pair Corr
0.84	SASDX	Saat Aggressive Strategy	Pair Corr
0.88	TFCYX	Tax Free Conservative	Pair Corr
0.65	SBDAX	Stet California Municipal	Pair Corr
0.67	STAYX	Stet Tax Advantaged	Pair Corr
0.68	SCFYX	Simt E Fixed	Pair Corr
0.64	SCYYX	Stet California Municipal	Pair Corr

Related Correlations Analysis

	FISCX	ARBOX	CONOX	PHIKX	MCCVX	CCD	LCFSX
FISCX		0.74	0.82	0.86	0.82	0.82	0.8	FISCX
ARBOX	0.74		0.87	0.79	0.94	0.81	0.8	ARBOX
CONOX	0.82	0.87		0.96	0.91	0.96	0.97	CONOX
PHIKX	0.86	0.79	0.96		0.87	0.98	0.99	PHIKX
MCCVX	0.82	0.94	0.91	0.87		0.89	0.87	MCCVX
CCD	0.82	0.81	0.96	0.98	0.89		0.98	CCD
LCFSX	0.8	0.8	0.97	0.99	0.87	0.98		LCFSX
	FISCX	ARBOX	CONOX	PHIKX	MCCVX	CCD	LCFSX

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
FISCX	0.53	0.09	(0.05)	(0.66)	0.59	(0.56)	0.99	(1.10)	3.76
ARBOX	0.11	0.08	(0.35)	(2.95)	0.00	(0.20)	0.17	(0.09)	3.52
CONOX	0.75	0.15	0.14	0.32	0.49	(0.87)	1.72	(1.43)	7.40
PHIKX	0.72	0.10	0.08	0.27	0.61	(0.79)	1.69	(1.42)	3.85
MCCVX	0.63	0.29	0.25	(1.47)	0.00	(0.76)	1.22	(0.82)	8.19
CCD	0.70	0.17	0.16	0.34	0.48	(0.84)	1.74	(1.24)	5.23
LCFSX	0.76	0.11	0.08	0.29	0.70	(0.82)	1.95	(1.45)	4.09

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Saat Defensive Correlations

Saat Defensive Correlation With Market

Modest diversification

Moving together with Saat Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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