Strategic Allocation Correlations

TWSAX Fund

USD 8.82 0.15 1.73%

The current 90-days correlation between Strategic Allocation and Brown Advisory Small Cap is 0.62 (i.e., Poor diversification). The correlation of Strategic Allocation 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.

Strategic Allocation Correlation With Market

Almost no diversification

The correlation between Strategic Allocation Aggressiv and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Strategic Allocation Aggressiv 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 Strategic Allocation Aggressive. 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 Strategic Mutual Fund

0.79	TWACX	Short Term Government	Pair Corr
0.91	TWCAX	Select Fund A	Pair Corr
0.77	TWARX	Short Term Government	Pair Corr
0.83	TWAVX	Short Term Government	Pair Corr
0.74	TWBIX	Balanced Fund Investor	Pair Corr
0.89	TWGIX	Growth Fund I	Pair Corr
0.91	TWHIX	Heritage Fund Investor	Pair Corr
0.87	TWMIX	Emerging Markets	Pair Corr
0.87	TWTIX	Intermediate Term Tax	Pair Corr
1.0	TWSCX	Strategic Allocation	Pair Corr
1.0	TWSMX	Strategic Allocation	Pair Corr
0.83	TWUSX	Short Term Government	Pair Corr
0.96	ANTUX	Nt Non Intrinsic	Pair Corr
1.0	AOGIX	One Choice Portfolio	Pair Corr
0.82	BCHIX	California High Yield	Pair Corr
0.99	AREVX	One Choice 2055	Pair Corr
0.94	ASQIX	Small Pany Fund	Pair Corr
0.92	ABHIX	High Yield Fund	Pair Corr
0.69	ABHYX	High Yield Municipal	Pair Corr
0.87	ATBYX	Intermediate Term Tax	Pair Corr
0.91	ATHIX	Heritage Fund I	Pair Corr
1.0	ACCIX	Strategic Allocation:	Pair Corr
0.72	ACDOX	American Century Div	Pair Corr
0.91	ACHFX	American Century High	Pair Corr
0.89	ADCCX	Disciplined Growth	Pair Corr
0.87	ADSIX	Disciplined Growth	Pair Corr
0.94	AVUAX	Mid Cap Value	Pair Corr
0.87	AEDMX	Emerging Markets	Pair Corr
0.92	AGCSX	Global Small Cap	Pair Corr
0.9	AGGWX	Global Gold Fund	Pair Corr
0.91	AIOIX	International Opportunities	Pair Corr
0.93	IFAFX	Income Fund	Pair Corr
0.95	AMECX	Income Fund	Pair Corr
0.95	IFACX	Income Fund	Pair Corr
0.95	FFIFX	American Funds	Pair Corr
0.95	FAIFX	American Funds	Pair Corr
0.95	RIDBX	Income Fund	Pair Corr
0.95	CIMEX	Income Fund	Pair Corr
0.95	RIDFX	Income Fund	Pair Corr

Moving against Strategic Mutual Fund

0.91	UIPIX	Ultrashort Mid Cap Downward Rally	Pair Corr
0.83	TCSUX	Cleartrack 2020 Class	Pair Corr
0.83	CESGX	Coho Relative Value	Pair Corr
0.81	TCTGX	Transamerica Cleartrack	Pair Corr
0.8	TCTJX	Transamerica Cleartrack	Pair Corr
0.79	TDKTX	Cleartrack 2015 Class	Pair Corr
0.44	USPSX	Profunds Ultrashort	Pair Corr
0.42	USPIX	Profunds Ultrashort	Pair Corr

Related Correlations Analysis

	TWSMX	BCSAX	AREVX	NDASX	STMGX	HGHYX	TWSCX	AOGIX	BASAX	BIASX
TWSMX		0.88	1.0	0.94	0.7	0.68	1.0	1.0	0.93	0.91	TWSMX
BCSAX	0.88		0.86	0.92	0.56	0.61	0.88	0.88	0.81	0.86	BCSAX
AREVX	1.0	0.86		0.91	0.66	0.67	0.99	1.0	0.92	0.87	AREVX
NDASX	0.94	0.92	0.91		0.73	0.65	0.95	0.94	0.87	0.95	NDASX
STMGX	0.7	0.56	0.66	0.73		0.55	0.71	0.69	0.62	0.83	STMGX
HGHYX	0.68	0.61	0.67	0.65	0.55		0.69	0.68	0.7	0.72	HGHYX
TWSCX	1.0	0.88	0.99	0.95	0.71	0.69		1.0	0.93	0.92	TWSCX
AOGIX	1.0	0.88	1.0	0.94	0.69	0.68	1.0		0.92	0.9	AOGIX
BASAX	0.93	0.81	0.92	0.87	0.62	0.7	0.93	0.92		0.86	BASAX
BIASX	0.91	0.86	0.87	0.95	0.83	0.72	0.92	0.9	0.86		BIASX
	TWSMX	BCSAX	AREVX	NDASX	STMGX	HGHYX	TWSCX	AOGIX	BASAX	BIASX

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Risk-Adjusted Indicators

There is a big difference between Strategic Mutual Fund performing well and Strategic Allocation 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 Strategic Allocation'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
TWSMX	0.47	0.08	0.08	0.22	0.30	(0.60)	0.95	(0.78)	6.76
BCSAX	0.91	0.21	0.12	0.48	1.21	(0.98)	1.68	(1.81)	6.22
AREVX	0.65	0.19	0.26	0.35	0.00	(0.82)	1.07	(0.91)	14.41
NDASX	0.53	0.02	0.01	0.11	0.58	(0.60)	1.07	(1.17)	2.71
STMGX	0.85	(0.11)	0.00	(0.02)	0.00	0.00	1.78	(1.76)	3.71
HGHYX	0.70	0.08	0.07	0.20	0.58	(0.79)	1.99	(1.29)	3.95
TWSCX	0.34	0.04	0.00	0.19	0.15	(0.48)	0.74	(0.55)	4.16
AOGIX	0.55	0.10	0.12	0.23	0.35	(0.67)	1.02	(0.97)	8.48
BASAX	1.24	0.37	0.38	0.46	0.42	(1.59)	2.34	(1.58)	24.99
BIASX	0.83	0.00	0.01	0.08	0.86	(0.90)	2.15	(1.58)	4.30

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