Sextant International Correlations

SIFZX Fund

USD 22.76 0.08 0.35%

The current 90-days correlation between Sextant International and Sextant International Fund is 1.0 (i.e., No risk reduction). The correlation of Sextant International 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.

Sextant International Correlation With Market

Average diversification

The correlation between Sextant International Fund and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sextant International Fund 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 Sextant International Fund. 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 Sextant Mutual Fund

1.0	SSIFX	Sextant International	Pair Corr
0.77	SBIFX	Sextant Bond Income	Pair Corr
0.83	SCORX	Sextant E Fund	Pair Corr
0.82	SGHIX	Sextant Global High	Pair Corr
0.9	RERFX	Europacific Growth	Pair Corr
0.9	AEPFX	Europacific Growth	Pair Corr
0.9	CEUAX	Europacific Growth	Pair Corr
0.9	CEUCX	Europacific Growth	Pair Corr
0.9	RERCX	Europacific Growth	Pair Corr
0.9	REREX	Europacific Growth	Pair Corr
0.9	RERGX	Europacific Growth	Pair Corr
0.9	CEUFX	Europacific Growth	Pair Corr
0.9	CEUEX	Europacific Growth	Pair Corr
0.9	RERAX	Europacific Growth	Pair Corr
0.93	VTISX	Vanguard Total Inter	Pair Corr
0.91	VTSNX	Vanguard Total Inter	Pair Corr
0.93	VTPSX	Vanguard Total Inter	Pair Corr

Moving against Sextant Mutual Fund

0.93	UXPIX	Ultrashort International	Pair Corr
0.67	BIVSX	Balter Invenomic	Pair Corr
0.59	BURGX	Vest Large Cap Downward Rally	Pair Corr
0.56	PHASX	Midcap Growth	Pair Corr
0.56	CFRFX	Catalyst/cifc Floating	Pair Corr
0.55	HFLYX	Hartford Floating	Pair Corr
0.35	FSPGX	Fidelity Large Cap	Pair Corr
0.35	KMKNX	Kinetics Market Oppo Steady Growth	Pair Corr

Related Correlations Analysis

	SSIFX	SGZFX	SGHIX	SBIFX	SCORX
SSIFX		0.26	0.82	0.77	0.83	SSIFX
SGZFX	0.26		0.01	0.41	0.55	SGZFX
SGHIX	0.82	0.01		0.8	0.82	SGHIX
SBIFX	0.77	0.41	0.8		0.9	SBIFX
SCORX	0.83	0.55	0.82	0.9		SCORX
	SSIFX	SGZFX	SGHIX	SBIFX	SCORX

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Risk-Adjusted Indicators

There is a big difference between Sextant Mutual Fund performing well and Sextant International 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 Sextant International'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
SSIFX	0.70	(0.10)	0.00	(0.57)	0.00	0.00	1.18	(1.81)	4.13
SGZFX	0.75	0.00	(0.01)	0.02	1.14	(0.70)	1.28	(2.09)	5.30
SGHIX	0.34	(0.05)	0.00	(0.39)	0.00	0.00	0.57	(0.84)	2.47
SBIFX	0.32	(0.04)	0.00	(0.55)	0.00	0.00	0.68	(0.69)	1.62
SCORX	0.37	(0.04)	0.00	(0.23)	0.00	0.00	0.48	(0.89)	2.35

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