Strategic Allocation: Correlations

TWSMX Fund

USD 6.97 0.03 0.43%

The current 90-days correlation between Strategic Allocation: and Clarkston Partners Fund is 0.26 (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

Very poor diversification

The correlation between Strategic Allocation Moderate and DJI is 0.88 (i.e., Very poor 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 board of governors.

Moving together with Strategic Mutual Fund

0.83	AMDVX	Mid Cap Value	Pair Corr
0.93	AMEIX	Equity Growth	Pair Corr
0.94	AMGIX	Income Growth	Pair Corr
0.85	AMKIX	Emerging Markets	Pair Corr
0.78	TWACX	Short Term Government	Pair Corr
0.95	TWADX	Value Fund A	Pair Corr
0.92	TWCCX	Ultra Fund C	Pair Corr
0.93	TWCAX	Select Fund A	Pair Corr
0.92	TWCIX	Select Fund Investor	Pair Corr
0.91	TWCGX	Growth Fund Investor	Pair Corr
0.77	TWARX	Short Term Government	Pair Corr
0.78	TWAVX	Short Term Government	Pair Corr
0.93	AMVYX	Mid Cap Value	Pair Corr
0.93	AMVRX	Mid Cap Value	Pair Corr
0.68	TWBIX	Balanced Fund Investor	Pair Corr
0.93	AMVGX	Mid Cap Value	Pair Corr
0.94	TWEAX	Equity Income	Pair Corr
0.93	TWEIX	Equity Income	Pair Corr
0.92	TWGAX	International Growth	Pair Corr
0.91	TWGIX	Growth Fund I	Pair Corr
0.96	TWGGX	Global Growth	Pair Corr
0.84	TWIEX	International Growth	Pair Corr
0.93	TWHIX	Heritage Fund Investor	Pair Corr
0.85	TWMIX	Emerging Markets	Pair Corr
0.91	TWRCX	Growth Fund C	Pair Corr
0.81	TWTCX	Intermediate Term Tax	Pair Corr
0.84	TWTIX	Intermediate Term Tax	Pair Corr
1.0	TWSCX	Strategic Allocation:	Pair Corr
1.0	TWSAX	Strategic Allocation:	Pair Corr
0.92	TWSIX	Select Fund I	Pair Corr
0.79	TWUSX	Short Term Government	Pair Corr
0.95	TWVLX	Value Fund Investor	Pair Corr
0.93	TWUAX	Ultra Fund A	Pair Corr
0.92	TWUIX	Ultra Fund I	Pair Corr
0.76	TWUOX	Short Term Government	Pair Corr
0.84	TWWOX	Intermediate Term Tax	Pair Corr
0.88	NPHIX	High Income Fund	Pair Corr

Related Correlations Analysis

	TWSAX	AREVX	HGHYX	BCSAX	BASAX	BIASX	NDASX	AOGIX	TWSCX	CISMX
TWSAX		0.99	0.7	0.88	0.92	0.88	0.94	1.0	1.0	0.71	TWSAX
AREVX	0.99		0.69	0.85	0.92	0.83	0.9	1.0	0.99	0.65	AREVX
HGHYX	0.7	0.69		0.77	0.71	0.57	0.68	0.69	0.7	0.38	HGHYX
BCSAX	0.88	0.85	0.77		0.84	0.82	0.88	0.86	0.87	0.68	BCSAX
BASAX	0.92	0.92	0.71	0.84		0.81	0.87	0.92	0.92	0.7	BASAX
BIASX	0.88	0.83	0.57	0.82	0.81		0.94	0.87	0.88	0.86	BIASX
NDASX	0.94	0.9	0.68	0.88	0.87	0.94		0.93	0.94	0.79	NDASX
AOGIX	1.0	1.0	0.69	0.86	0.92	0.87	0.93		1.0	0.69	AOGIX
TWSCX	1.0	0.99	0.7	0.87	0.92	0.88	0.94	1.0		0.72	TWSCX
CISMX	0.71	0.65	0.38	0.68	0.7	0.86	0.79	0.69	0.72		CISMX
	TWSAX	AREVX	HGHYX	BCSAX	BASAX	BIASX	NDASX	AOGIX	TWSCX	CISMX

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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
TWSAX	0.53	0.09	0.11	0.20	0.33	(0.65)	1.02	(1.01)	7.35
AREVX	0.63	0.19	0.28	0.33	0.00	(0.78)	0.94	(0.87)	14.41
HGHYX	0.64	0.13	0.15	0.31	0.39	(0.72)	1.91	(0.98)	3.95
BCSAX	0.79	0.21	0.15	0.78	0.79	(0.92)	1.65	(1.44)	3.89
BASAX	1.20	0.36	0.36	0.43	0.48	(1.54)	2.18	(1.58)	24.99
BIASX	0.81	(0.02)	(0.01)	0.05	0.91	(0.86)	2.14	(1.58)	4.30
NDASX	0.50	0.02	0.01	0.10	0.59	(0.53)	1.07	(1.17)	2.71
AOGIX	0.52	0.10	0.13	0.22	0.32	(0.63)	0.93	(0.88)	8.48
TWSCX	0.33	0.04	0.00	0.16	0.16	(0.46)	0.70	(0.55)	4.16
CISMX	0.76	(0.05)	(0.05)	0.02	0.96	(0.83)	1.70	(1.66)	4.80

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Strategic Allocation: Correlations

Strategic Allocation: Correlation With Market

Very poor diversification

Moving together with Strategic Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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