SA US Competition
| SAMKX Fund | USD 40.32 -0.08 -0.20% |
Correlation: SA US vs COMMUNITY REINVESTMENT View
Modest diversification
For the present investment horizon, the measured correlation between SAMKX and CRATX stands at 0.21, or Modest diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Moving together with SAMKX Mutual Fund
Mean reversion traders in SA US's look for price extremes that diverge materially from the historical norm, then position for the reversion that typically follows when the initial catalyst fades.
SA US Competition Correlation Matrix
Studying peer correlation around Sa Mkt Fd gives investors a cleaner read on how much independent price behavior still exists across the competitive set. A reading near +1 usually means prices have moved in tandem, a reading near -1 suggests opposite movement, and a reading near zero points to weaker historical dependence.
| 0.98 | 0.99 | 0.94 | 0.97 | 0.92 | PRFHX | ||
| 0.98 | 1.0 | 0.97 | 0.98 | 0.92 | BBIIX | ||
| 0.99 | 1.0 | 0.96 | 0.98 | 0.92 | GUIRX | ||
| 0.94 | 0.97 | 0.96 | 0.98 | 0.91 | PCMNX | ||
| 0.97 | 0.98 | 0.98 | 0.98 | 0.94 | PTIMX | ||
| 0.92 | 0.92 | 0.92 | 0.91 | 0.94 | CRATX | ||
Risk-Adjusted Indicators
Evaluating SAMKX Mutual Fund requires separating price momentum from underlying business quality relative to competitors. A thorough review of SA US's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PRFHX | 0.12 | 0.02 | 0.37 | 0.35 | 0.06 | 0.27 | 1.17 | |||
| BBIIX | 0.08 | 0.01 | 0.38 | 0.87 | 0.00 | 0.19 | 0.86 | |||
| GUIRX | 0.08 | 0.01 | 0.47 | 1.44 | 0.00 | 0.20 | 0.79 | |||
| PCMNX | 0.08 | 0.00 | 0.25 | 0.00 | 0.12 | 0.16 | 0.72 | |||
| PTIMX | 0.09 | 0.01 | 0.34 | 0.23 | 0.15 | 0.13 | 1.00 | |||
| CRATX | 0.12 | 0.00 | 0.43 | 0.29 | 0.08 | 0.21 | 0.83 |
SA US Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
SA US Competition Peer Performance Charts
How to Analyze SA US Against Peers
SA US's peer analysis compares SA US with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether SA US trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where SA US leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Revenue growth ranking for SA US within its peer group shows whether it is gaining or losing competitive position over time. The four dimensions that most reliably separate industry leaders from laggards are valuation, profitability, leverage, and growth rate for SA US. The competitive landscape around SA US evolves as fundamentals shift across the peer group over time. Competition screens can identify leaders, laggards, and outliers within a comparable set.
The analytics block for Sa Mkt Fd relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor.