Saat Defensive Correlations

STDAX Fund

USD 11.16 0.01 0.09%

The current 90-days correlation between Saat Defensive Strategy and Gmo High Yield is 0.04 (i.e., Significant 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 0.61 (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 nation.

Moving together with Saat Mutual Fund

0.75	PAALX	All Asset Fund	Pair Corr
0.94	PATRX	Pimco All Asset	Pair Corr
0.75	PAAIX	All Asset Fund	Pair Corr
0.75	PALPX	Pimco All Asset	Pair Corr
0.73	PASAX	All Asset Fund	Pair Corr
0.76	PASCX	All Asset Fund	Pair Corr
0.94	PAANX	Pimco All Asset	Pair Corr
0.93	PAUPX	Pimco All Asset	Pair Corr
0.93	PAUIX	Pimco All Asset	Pair Corr
0.83	WARRX	Wells Fargo Advantage	Pair Corr
0.94	GAAKX	Gmo Alternative Allo	Pair Corr
0.94	GAAGX	Gmo Alternative Allo	Pair Corr
0.65	GPBFX	Gmo E Plus	Pair Corr
0.78	GPMFX	Guidepath Managed Futures	Pair Corr
0.94	PQTAX	Pimco Trends Managed	Pair Corr
0.94	PQTNX	Pimco Trends Managed	Pair Corr
0.94	PQTIX	Aa Pimco Tr	Pair Corr
0.81	WARCX	Wells Fargo Advantage	Pair Corr
0.94	MHESX	Mh Elite Select	Pair Corr
0.83	TWCGX	Growth Fund Investor	Pair Corr
0.85	ISWSX	Voya Solution Income	Pair Corr
0.97	CUSDX	Six Circles Ultra	Pair Corr
0.67	DBLSX	Doubleline Low Duration	Pair Corr
0.93	CLBAX	American Balanced	Pair Corr
0.69	WMT	Walmart Common Stock Sell-off Trend	Pair Corr

Moving against Saat Mutual Fund

0.47	T	ATT Inc Earnings Call Tomorrow	Pair Corr
0.38	MSFT	Microsoft Earnings Call Tomorrow	Pair Corr
0.34	IBM	International Business Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	BXHCX	MPHAX	HAHAX	PARCX	AOGIX	MAHIX	GHVIX
BXHCX		1.0	0.99	0.92	0.89	0.91	0.96	BXHCX
MPHAX	1.0		0.99	0.92	0.89	0.93	0.96	MPHAX
HAHAX	0.99	0.99		0.92	0.89	0.94	0.97	HAHAX
PARCX	0.92	0.92	0.92		1.0	0.91	0.93	PARCX
AOGIX	0.89	0.89	0.89	1.0		0.89	0.91	AOGIX
MAHIX	0.91	0.93	0.94	0.91	0.89		0.95	MAHIX
GHVIX	0.96	0.96	0.97	0.93	0.91	0.95		GHVIX
	BXHCX	MPHAX	HAHAX	PARCX	AOGIX	MAHIX	GHVIX

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
BXHCX	0.13	0.02	(0.28)	1.85	0.00	(0.20)	0.25	(0.25)	0.86
MPHAX	0.13	0.02	(0.27)	1.74	0.00	(0.22)	0.25	(0.25)	1.01
HAHAX	0.13	0.02	(0.20)	0.79	0.00	(0.21)	0.28	(0.14)	0.98
PARCX	0.40	0.07	0.07	0.20	0.20	(0.45)	0.82	(0.73)	5.12
AOGIX	0.52	0.10	0.13	0.22	0.32	(0.63)	0.93	(0.88)	8.48
MAHIX	0.09	0.01	(0.43)	0.23	0.00	(0.13)	0.20	(0.10)	0.41
GHVIX	0.11	0.01	(0.34)	0.35	0.00	(0.14)	0.24	(0.23)	0.70

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