Strategic Allocation Correlations

Mutual Funds . USA . 
Fund . Strategic Allocation Moderate
TWSMX Fund  USD 6.99  0.03  0.43%   
The current 90-days correlation between Strategic Allocation and Clarkston Partners Fund is 0.29 (i.e., Modest 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 Moderate 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 Moderate 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 Moderate. 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 state.

Moving together with Strategic Mutual Fund

  0.82AMDVX Mid Cap ValuePairCorr
  0.92AMEIX Equity GrowthPairCorr
  0.96AMGIX Income GrowthPairCorr
  0.88AMKIX Emerging MarketsPairCorr
  0.79TWACX Short Term GovernmentPairCorr
  0.95TWADX Value Fund APairCorr
  0.88TWCCX Ultra Fund CPairCorr
  0.88TWCAX Select Fund A Potential GrowthPairCorr
  0.88TWCIX Select Fund Investor Potential GrowthPairCorr
  0.87TWCGX Growth Fund InvestorPairCorr
  0.82TWARX Short Term GovernmentPairCorr
  0.76TWAVX Short Term GovernmentPairCorr
  0.94AMVYX Mid Cap ValuePairCorr
  0.94AMVRX Mid Cap ValuePairCorr
  0.72TWBIX Balanced Fund InvestorPairCorr
  0.94AMVGX Mid Cap ValuePairCorr
  0.93TWEAX Equity IncomePairCorr
  0.93TWEIX Equity IncomePairCorr
  0.96TWGAX International GrowthPairCorr
  0.87TWGIX Growth Fund IPairCorr
  0.94TWGGX Global GrowthPairCorr
  0.9TWIEX International GrowthPairCorr
  0.9TWHIX Heritage Fund InvestorPairCorr
  0.88TWMIX Emerging MarketsPairCorr
  0.88TWRCX Growth Fund CPairCorr
  0.81TWTCX Intermediate Term TaxPairCorr
  0.82TWTIX Intermediate Term TaxPairCorr
  1.0TWSCX Strategic AllocationPairCorr
  1.0TWSAX Strategic AllocationPairCorr
  0.88TWSIX Select Fund I Potential GrowthPairCorr
  0.77TWUSX Short Term GovernmentPairCorr
  0.94TWVLX Value Fund InvestorPairCorr
  0.87TWUAX Ultra Fund APairCorr
  0.86TWUIX Ultra Fund IPairCorr
  0.8TWUOX Short Term GovernmentPairCorr
  0.81TWWOX Intermediate Term TaxPairCorr
  0.91NPHIX High Income FundPairCorr

Related Correlations Analysis


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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TWSAX  0.55  0.11  0.13  0.22  0.39 
(0.66)
 1.16 
(1.15)
 7.35 
AREVX  0.64  0.21  0.29  0.36  0.00 
(0.79)
 0.94 
(1.05)
 14.41 
HGHYX  0.71  0.05  0.03  0.13  0.64 
(0.82)
 1.99 
(1.29)
 3.95 
BCSAX  0.93  0.23  0.13  0.48  1.25 
(0.99)
 1.68 
(2.09)
 5.98 
BASAX  1.22  0.41  0.41  0.47  0.39 
(1.54)
 2.34 
(1.58)
 25.54 
BIASX  0.81  0.04  0.04  0.09  0.85 
(0.88)
 2.15 
(1.58)
 4.95 
NDASX  0.52  0.04  0.03  0.11  0.59 
(0.58)
 1.07 
(1.19)
 3.31 
AOGIX  0.54  0.12  0.15  0.24  0.35 
(0.65)
 0.93 
(1.01)
 8.48 
TWSCX  0.34  0.06  0.05  0.20  0.11 
(0.48)
 0.74 
(0.55)
 4.16 
CISMX  0.82 (0.04)(0.05) 0.02  0.87 
(0.96)
 2.19 
(1.66)
 5.06 

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