Simt Multi Correlations

SLFYX Fund

USD 7.97 0.01 0.13%

The current 90-days correlation between Simt Multi Asset and Chartwell Short Duration is 0.11 (i.e., Average diversification). The correlation of Simt Multi 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.

Simt Multi Correlation With Market

Modest diversification

The correlation between Simt Multi Asset Inflation 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 Simt Multi Asset Inflation 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 Simt Multi Asset Inflation. 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 unemployment.

Moving together with Simt Mutual Fund

0.76	SRYRX	Simt Real Return	Pair Corr
0.78	STDAX	Saat Defensive Strategy	Pair Corr

Moving against Simt Mutual Fund

0.48	SSEAX	Siit Screened World	Pair Corr
0.48	SSPIX	Simt Sp 500	Pair Corr
0.47	SSCGX	Simt Small Cap	Pair Corr
0.47	SASDX	Saat Aggressive Strategy	Pair Corr
0.47	SSMAX	Siit Small Mid	Pair Corr
0.44	SSGAX	Saat Aggressive Strategy	Pair Corr
0.39	STMSX	Simt Tax Managed	Pair Corr
0.31	SRWAX	Saat Market Growth	Pair Corr
0.52	SEAIX	Saat Aggressive Strategy	Pair Corr
0.51	SDLAX	Siit Dynamic Asset	Pair Corr
0.5	SDYYX	Simt Dynamic Asset	Pair Corr
0.48	SCPAX	Siit Large Cap	Pair Corr
0.47	SUSYX	Simt Managed Volatility	Pair Corr
0.47	SDYAX	Simt Dynamic Asset	Pair Corr
0.47	SVOAX	Simt Managed Volatility	Pair Corr
0.47	SVTAX	Simt Global Managed	Pair Corr
0.46	SEEIX	Sei Instit International	Pair Corr
0.45	SVAYX	Simt Large Cap	Pair Corr
0.42	SECAX	Siit Small Cap	Pair Corr

Related Correlations Analysis

	CWFIX	BSBIX	BPIRX	SUSAX	CMGUX	ORSTX
CWFIX		0.93	0.71	0.9	0.9	0.9	CWFIX
BSBIX	0.93		0.69	0.89	0.86	0.87	BSBIX
BPIRX	0.71	0.69		0.71	0.72	0.68	BPIRX
SUSAX	0.9	0.89	0.71		0.98	0.99	SUSAX
CMGUX	0.9	0.86	0.72	0.98		0.99	CMGUX
ORSTX	0.9	0.87	0.68	0.99	0.99		ORSTX
	CWFIX	BSBIX	BPIRX	SUSAX	CMGUX	ORSTX

Risk-Adjusted Indicators

There is a big difference between Simt Mutual Fund performing well and Simt Multi 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 Simt Multi'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	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CWFIX	0.07	0.00	(0.34)	0.19	(0.13)	0.11	(0.10)	0.83
BSBIX	0.04	0.00	0.00	0.06	0.00	0.10	(0.10)	0.52
BPIRX	0.57	0.17	0.20	0.48	(0.70)	1.11	(0.80)	10.40
SUSAX	0.03	0.00	0.00	(0.05)	0.00	0.10	(0.10)	0.50
CMGUX	0.03	0.00	0.00	0.02	0.00	0.11	0.00	0.43
ORSTX	0.02	0.00	0.00	0.15	0.00	0.00	0.00	0.27

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