SAAT CORE Competition

SCMSX Fund

USD 14.21 -0.03 -0.21%

The fund is listed under the Allocation--30% to 50% Equity category and is part of the SEI family. Peers for Saat E Market include Goldman Sachs, MADISON DIVERSIFIED, ROYCE PREMIER, JHancock Diversified, and Diversified Municipal and others in the group. This provides context for comparative analysis. Peer comparison for SAAT CORE provides quick context before deeper valuation work.

Pair Correlation for SAAT CORE and VICTORY DIVERSIFIED Overview

Poor diversification

For the present investment horizon, the measured correlation between SCMSX and VDSCX stands at 0.64, or Poor diversification. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.

Moving together with SAAT Mutual Fund

0.96	SAAAX	Simt Multi Asset	Pair Corr
0.97	SRWAX	Saat Market Growth	Pair Corr
0.81	SRYRX	Simt Real Return	Pair Corr
0.75	SSCGX	Simt Small Cap	Pair Corr
0.82	SSEAX	Siit Screened World	Pair Corr

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Mean reversion in SAAT CORE is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.

Hype

Prediction

Low	Estimated	High
13.80	14.21	14.62

Details

Intrinsic

Valuation

Low	Real	High
13.86	14.27	14.68

Details

Naive

Forecast

Low	Next	High
13.58	13.99	14.40

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
14.15	14.42	14.68

Details

Effective investment decisions about SAAT CORE require competitive context. Benchmarking SAAT CORE's against peers on earnings quality, growth consistency, and balance sheet strength can materially change the investment conclusion.

SAAT CORE Competition Correlation Matrix

Correlation analysis between Saat E Market and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	GSRHX	MBLAX	RPFFX	JDJRX	AIDAX	DLTZX	VDSCX
GSRHX		0.93	0.76	0.92	0.93	0.89	0.57	GSRHX
MBLAX	0.93		0.85	0.95	0.97	0.91	0.57	MBLAX
RPFFX	0.76	0.85		0.81	0.87	0.81	0.78	RPFFX
JDJRX	0.92	0.95	0.81		0.96	0.87	0.61	JDJRX
AIDAX	0.93	0.97	0.87	0.96		0.93	0.64	AIDAX
DLTZX	0.89	0.91	0.81	0.87	0.93		0.61	DLTZX
VDSCX	0.57	0.57	0.78	0.61	0.64	0.61		VDSCX
	GSRHX	MBLAX	RPFFX	JDJRX	AIDAX	DLTZX	VDSCX

Risk-Adjusted Indicators

There is a big difference between SAAT Mutual Fund performing well and SAAT CORE 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 SAAT CORE'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
GSRHX	0.19	0.04	0.20	-3.75	0.00	-0.24	0.39	-0.38	1.01
MBLAX	0.23	0.03	0.16	-1.14	0.17	-0.26	0.46	-0.46	1.22
RPFFX	1.11	0.33	0.29	0.18	0.69	-1.37	2.53	-1.62	17.25
JDJRX	0.42	0.08	0.16	0.22	0.44	-0.46	0.94	-0.81	2.24
AIDAX	0.06	0.01	0.18	0.40	0.00	-0.09	0.14	-0.07	0.64
DLTZX	0.05	0.00	0.15	0.07	0.00	-0.19	0.13	-0.13	0.51
VDSCX	0.82	0.24	0.33	-1.38	0.45	-1.02	1.18	-1.09	16.69

SAAT CORE Competitive Analysis

Competitive analysis of SAAT CORE helps investors understand the drivers behind SAAT CORE's financial results. Benchmarking SAAT CORE's performance against peers helps reveal whether its growth and profitability are sustainable.

Better Than Average

Worse Than Peers

View Performance Chart

	SCMSX	GSRHX	MBLAX	RPFFX	JDJRX	AIDAX	DLTZX	VDSCX
	0.21 14.21 SAAT	0.38 7.91 Goldman	0.23 13.21 MADISON	0.09 10.60 ROYCE	0.11 8.83 JHancock	0.07 14.12 Diversified	0.13 7.90 Delaware	0.15 19.61 VICTORY
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Moderate	Balanced	Balanced	Contained	Constructive	Constructive	Moderate	Soft
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Over Valued	Fairly Valued	Under Valued	Under Valued	Over Valued	Over Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Buy	Strong Sell	Cautious Hold	Strong Buy	Strong Buy	Strong Sell	Strong Sell	Hold
Net Asset	99.62 M	N/A	111.38 M	1.09 B	215.57 M	5.43 B	564.88 M	378.21 M
Price To Book	1.87 X	N/A	2.80 X	2.53 X	N/A	N/A	N/A	3.03 X
Five Year Return	5.46 %	1.62 %	4.23 %	4.29 %	2.56 %	1.38 %	2.32 %	14.35 %
One Year Return	15.20 %	0.11 %	8.24 %	18.99 %	-2.33 %	4.24 %	4.65 %	31.15 %
Last Dividend Paid	0.02	N/A	0.02	0.09	0.2	0.02	0.01	N/A
Price To Earning	16.92 X	N/A	18.79 X	8.19 X	N/A	N/A	N/A	2.16 X
Price To Sales	1.16 X	N/A	2.05 X	1.57 X	N/A	N/A	N/A	1.62 X
Cash Position Weight	7.70 %	N/A	1.33 %	6.14 %	56.27 %	0.79 %	1.25 %	1.67 %
Equity Positions Weight	35.64 %	N/A	67.48 %	93.86 %	35.24 %	N/A	N/A	98.33 %
Three Year Return	11.67 %	-2.00 %	7.12 %	10.17 %	-1.17 %	3.71 %	5.19 %	22.94 %
Annual Yield	0.02 %	0.02 %	0.04 %	N/A	0.004 %	0.03 %	0.04 %	0.0004 %
Year To Date Return	2.52 %	2.32 %	2.70 %	7.29 %	5.87 %	0.98 %	0.36 %	0.51 %
Bond Positions Weight	13.47 %	N/A	0.70 %	N/A	-92.27 %	0.70 %	17.18 %	N/A
Ten Year Return	5.75 %	N/A	7.96 %	8.84 %	N/A	2.16 %	1.81 %	8.68 %
Day Typical Price	14.21	7.91	13.21	10.6	8.83	14.12	7.9	19.61
Period Momentum Indicator	-0.03	-0.03	-0.03	-0.01	-0.01	-0.01	-0.01	-0.03
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.0	1.0
Day Median Price	14.21	7.91	13.21	10.6	8.83	14.12	7.9	19.61
Price Action Indicator	-0.01	-0.01	-0.01	-0.01	-0.01	-0.01	-0.01	-0.01
Relative Strength Index	47.47	54.0	49.32	42.55	58.14	51.69	49.96	54.91
Coefficient Of Variation	954.89	499.05	733.77	684.83	649.15	454.96	1011.15	757.67
Mean Deviation	0.3134	0.1872	0.2252	1.11	0.4243	0.0555	0.0547	0.8153
Jensen Alpha	0.0416	0.0366	0.0282	0.3334	0.0794	0.0088	-0.0004	0.2426
Total Risk Alpha	0.0441	0.0431	0.0364	0.355	0.0869	0.0106	0.0023	0.2987
Sortino Ratio	0.1178	0.1991	0.1618	0.293	0.1647	0.1832	0.1538	0.3324
Downside Variance	0.2089	0.0838	0.0939	1.19	0.3214	0.0255	0.0178	0.6461
Standard Deviation	0.4107	0.2335	0.2842	2.11	0.5356	0.0837	0.0978	1.94
Kurtosis	1.29	-0.25	-0.27	31.62	-0.38	6.69	5.42	47.01
Potential Upside	0.5735	0.3886	0.4637	2.53	0.9379	0.1415	0.1276	1.18
Treynor Ratio	0.0798	-3.75	-1.14	0.1763	0.2199	0.4014	0.0665	-1.38
Maximum Drawdown	2.43	1.01	1.22	17.25	2.24	0.6389	0.5086	16.69
Variance	0.1686	0.0545	0.0808	4.45	0.2869	0.007	0.0096	3.77
Market Risk Adjusted Performance	0.0898	-3.74	-1.13	0.1863	0.2299	0.4114	0.0765	-1.37
Risk Adjusted Performance	0.0722	0.1319	0.0882	0.1193	0.1147	0.0876	0.0074	0.1081
Skewness	-0.52	-0.30	-0.05	4.78	-0.16	-1.00	1.75	6.31
Semi Deviation	0.3779	0.0	0.1661	0.6939	0.4359	0.0	0.0	0.4533
Information Ratio	0.1311	0.2468	0.1744	0.1512	0.1743	0.3495	0.2099	0.1376
Value At Risk	-0.58	-0.38	-0.46	-1.62	-0.81	-0.07	-0.13	-1.09
Expected Short fall	-0.33	-0.24	-0.26	-1.37	-0.46	-0.09	-0.19	-1.02
Downside Deviation	0.4571	0.2895	0.3065	1.09	0.5669	0.1596	0.1334	0.8038
Semi Variance	0.1428	-0.01	0.0276	0.4815	0.19	-0.01	-0.01	0.2055

SAAT CORE Peer Performance Charts

How to Analyze SAAT CORE Against Peers

SAAT CORE's peer analysis compares SAAT CORE 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 SAAT CORE 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 SAAT CORE leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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SAAT CORE Competition

Pair Correlation for SAAT CORE and VICTORY DIVERSIFIED Overview

Poor diversification

Moving together with SAAT Mutual Fund

Specify up to 10 symbols:

SAAT CORE Competition Correlation Matrix

Risk-Adjusted Indicators

SAAT CORE Competitive Analysis

SAAT CORE Peer Performance Charts

How to Analyze SAAT CORE Against Peers

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