Sterling Capital Correlations

STSCX Fund

USD 37.44 0.66 1.79%

The current 90-days correlation between Sterling Capital Stratton and Transamerica High Yield is 0.15 (i.e., Average diversification). The correlation of Sterling Capital 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.

Sterling Capital Correlation With Market

Modest diversification

The correlation between Sterling Capital Stratton and DJI is 0.25 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sterling Capital Stratton 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 Sterling Capital Stratton. 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 manufacturing.

Moving together with Sterling Mutual Fund

0.84	BAEIX	Sterling Capital Equity	Pair Corr
0.67	BSGAX	Sterling Capital Short	Pair Corr
0.71	STMDX	Sterling Capital Stratton	Pair Corr
0.72	STMMX	Sterling Capital Stratton	Pair Corr
0.82	STRSX	Sterling Capital Special	Pair Corr
1.0	STSOX	Sterling Capital Stratton	Pair Corr
1.0	STSNX	Sterling Capital Stratton	Pair Corr
0.99	STREX	Sterling Capital Equity	Pair Corr
0.99	STRBX	Sterling Capital Beh	Pair Corr
0.85	STRAX	Stralem Equity	Pair Corr
0.96	STRNX	Sterling Capital Stratton	Pair Corr
0.96	STRLX	Sterling Capital Stratton	Pair Corr
0.67	BBISX	Sterling Capital Beh	Pair Corr
0.99	BCEGX	Sterling Capital Equity	Pair Corr
0.85	BCVCX	Sterling Capital Beh	Pair Corr
0.84	BEGIX	Sterling Capital Equity	Pair Corr
1.0	BOPAX	Sterling Capital Special	Pair Corr
0.99	SPSDX	Sterling Capital Beh	Pair Corr
0.63	VSCIX	Vanguard Small Cap	Pair Corr
0.63	NAESX	Vanguard Small Cap	Pair Corr
0.7	DFSTX	Us Small Cap	Pair Corr
0.73	FTHSX	Fuller Thaler Behavioral	Pair Corr
0.82	FTHNX	Fuller Thaler Behavioral	Pair Corr
0.99	PASVX	T Rowe Price	Pair Corr
0.84	PRVIX	T Rowe Price	Pair Corr

Moving against Sterling Mutual Fund

0.51	SCCNX	Sterling Capital Porate	Pair Corr
0.45	STRFX	Wells Fargo Large	Pair Corr
0.45	SCCPX	Sterling Capital Porate	Pair Corr

Related Correlations Analysis

	TAHFX	MRHYX	NHFIX	DMHIX	MZHIX	IPIMX
TAHFX		0.92	0.92	0.44	0.91	0.93	TAHFX
MRHYX	0.92		0.96	0.49	0.96	0.94	MRHYX
NHFIX	0.92	0.96		0.51	0.96	0.9	NHFIX
DMHIX	0.44	0.49	0.51		0.55	0.42	DMHIX
MZHIX	0.91	0.96	0.96	0.55		0.91	MZHIX
IPIMX	0.93	0.94	0.9	0.42	0.91		IPIMX
	TAHFX	MRHYX	NHFIX	DMHIX	MZHIX	IPIMX

Risk-Adjusted Indicators

There is a big difference between Sterling Mutual Fund performing well and Sterling Capital 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 Sterling Capital'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
TAHFX	0.13	0.00	(0.30)	0.06	0.03	(0.19)	0.24	(0.24)	1.10
MRHYX	0.09	0.01	(0.28)	0.14	0.00	(0.17)	0.24	(0.24)	0.59
NHFIX	0.14	0.00	(0.31)	0.12	0.00	(0.28)	0.33	(0.17)	0.83
DMHIX	0.10	0.02	(0.31)	(1.34)	0.00	(0.16)	0.30	(0.10)	0.91
MZHIX	0.12	0.00	(0.26)	0.07	0.06	(0.17)	0.25	(0.25)	1.00
IPIMX	0.12	0.01	(0.34)	0.36	0.00	(0.19)	0.34	(0.23)	0.80

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