Simt Large Correlations

SVAYX Fund

USD 27.37 0.03 0.11%

The current 90-days correlation between Simt Large Cap and Principal Diversified Select is 0.18 (i.e., Average diversification). The correlation of Simt Large 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 Large Correlation With Market

Very poor diversification

The correlation between Simt Large Cap and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Simt Large Cap 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 Large Cap. 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 producer price index.

Moving together with Simt Mutual Fund

0.97	SSGAX	Saat Aggressive Strategy	Pair Corr
0.99	SSPIX	Simt Sp 500	Pair Corr
0.96	STMPX	Simt Tax Managed	Pair Corr
0.99	STVYX	Simt Tax Managed	Pair Corr
0.97	SCPAX	Siit Large Cap	Pair Corr
1.0	SUSYX	Simt Managed Volatility	Pair Corr
0.87	SUSAX	Siit Ultra Short	Pair Corr
0.95	SDLAX	Siit Dynamic Asset	Pair Corr
1.0	SVOAX	Simt Managed Volatility	Pair Corr
0.97	SEAIX	Saat Aggressive Strategy	Pair Corr
0.99	SEFCX	Sit International Equity	Pair Corr
0.98	SEIRX	Simt Real Estate	Pair Corr
0.96	SEIYX	Simt High Yield	Pair Corr
1.0	SEMCX	Simt Mid Cap	Pair Corr
0.81	SEQFX	Sit Emerging Markets	Pair Corr
0.98	SETAX	Simt Real Estate	Pair Corr
1.0	SFDYX	Simt Mid Cap	Pair Corr
0.98	SXMAX	Saat Moderate Strategy	Pair Corr
0.98	SGMAX	Siit Global Managed	Pair Corr
0.98	SGOAX	Saat Market Growth	Pair Corr
0.92	SGYAX	Siit High Yield	Pair Corr
0.87	SIEDX	Sit Emerging Markets	Pair Corr
0.99	TMMAX	Simt Tax Managed	Pair Corr
0.79	SINYX	Stet Intermediate Term	Pair Corr
1.0	SIPIX	Simt Mid Cap	Pair Corr
0.98	SISAX	Saat Tax Managed	Pair Corr
0.96	SIYYX	Simt High Yield	Pair Corr
0.98	SKTAX	Saat E Market	Pair Corr
0.99	SLGAX	Simt Large Cap	Pair Corr
0.91	SLIYX	Simt Multi Asset	Pair Corr
0.98	SMAYX	Small Cap Growth	Pair Corr
0.84	SMAAX	Aig Government Money	Pair Corr
0.88	SMOAX	Saat Moderate Strategy	Pair Corr
0.96	SMQFX	Siit Emerging Markets	Pair Corr
0.97	LCIAX	Siit Large Cap	Pair Corr
0.98	SPVYX	Simt Small Cap	Pair Corr
0.89	VVIAX	Vanguard Value Index	Pair Corr
0.94	AWSHX	Washington Mutual	Pair Corr
0.94	WSHCX	Washington Mutual	Pair Corr

Moving against Simt Mutual Fund

0.79	AMRMX	American Mutual	Pair Corr
0.36	CISGX	Touchstone Sands Capital	Pair Corr

Related Correlations Analysis

	MDBFX	PQCNX	DTICX	LIGFX	MDBLX	PDSYX
MDBFX		0.69	0.74	0.88	0.99	0.79	MDBFX
PQCNX	0.69		0.64	0.69	0.7	0.59	PQCNX
DTICX	0.74	0.64		0.84	0.79	0.76	DTICX
LIGFX	0.88	0.69	0.84		0.9	0.88	LIGFX
MDBLX	0.99	0.7	0.79	0.9		0.82	MDBLX
PDSYX	0.79	0.59	0.76	0.88	0.82		PDSYX
	MDBFX	PQCNX	DTICX	LIGFX	MDBLX	PDSYX

Risk-Adjusted Indicators

There is a big difference between Simt Mutual Fund performing well and Simt Large 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 Large'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
MDBFX	0.12	(0.01)	(0.26)	(0.20)	0.12	(0.17)	0.24	(0.24)	0.72
PQCNX	0.14	(0.01)	(0.24)	(0.13)	0.16	(0.17)	0.23	(0.34)	0.69
DTICX	0.06	0.00	(0.28)	(0.01)	0.00	(0.16)	0.13	(0.13)	0.38
LIGFX	0.24	0.01	(0.07)	0.06	0.27	(0.25)	0.53	(0.47)	1.45
MDBLX	0.13	(0.01)	(0.22)	(0.15)	0.14	(0.16)	0.24	(0.35)	0.60
PDSYX	0.14	0.03	(0.04)	0.31	0.00	(0.17)	0.36	(0.25)	0.91

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