STRATEGIC ALLOCATION: Correlations

AAAIX Fund

USD 8.36 -0.13 -1.53%

Current 90-days correlation between STRATEGIC ALLOCATION: and Columbia Global Technology is 0.02 (i.e., Significant diversification).The correlation coefficient for STRATEGIC ALLOCATION: ranges from -1 to +1. Values above 0.8 suggest strong positive correlation - both assets move together - while values below -0.5 suggest a useful diversification pairing.

Correlation With Market: STRATEGIC ALLOCATION:

Poor diversification

Across the chosen horizon, AAAIX and DJI show a correlation of 0.67 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Trending Equities provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Strategic Allocation Aggressive within the portfolio mix. 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 gross domestic product.

Moving together with STRATEGIC Mutual Fund

0.92	AMGIX	Income Growth	Pair Corr
0.86	AMKIX	Emerging Markets	Pair Corr
0.86	TWMIX	Emerging Markets	Pair Corr
0.77	TWTIX	Intermediate Term Tax	Pair Corr
0.87	TWSCX	STRATEGIC ALLOCATION:	Pair Corr
0.89	TWSAX	STRATEGIC ALLOCATION:	Pair Corr
0.89	TWSMX	STRATEGIC ALLOCATION:	Pair Corr
0.77	TWVLX	Value Fund Investor	Pair Corr
0.83	ANOYX	Small Cap Growth	Pair Corr
1.0	AOGIX	One Choice Portfolio	Pair Corr
0.83	AONIX	One Choice Portfolio	Pair Corr
0.77	BCHYX	California High Yield	Pair Corr
0.78	BCITX	CALIFORNIA INTERMEDIATE-TER	Pair Corr
0.99	AREVX	One Choice 2055	Pair Corr
0.99	ARTOX	One Choice In	Pair Corr
1.0	AAARX	STRATEGIC ALLOCATION:	Pair Corr
0.98	ARYIX	One Choice 2035	Pair Corr
0.88	ASVIX	Small Cap Value	Pair Corr
0.87	ABHIX	High Yield Fund	Pair Corr
0.81	BGEIX	Global Gold Fund	Pair Corr
0.72	ACDOX	American Century	Pair Corr
0.89	ACIPX	American Century Mid	Pair Corr
0.88	ACMVX	Mid Cap Value	Pair Corr
0.86	BIGRX	Income Growth	Pair Corr
0.88	AVUAX	Mid Cap Value	Pair Corr
0.86	AEDMX	Emerging Markets	Pair Corr
0.72	AEIUX	Equity Income	Pair Corr
0.76	AFEGX	Sustainable Equity	Pair Corr

Moving against STRATEGIC Mutual Fund

0.34

TWCAX

Select Fund A

Pair Corr

Related Correlations Analysis

	TOWTX	VITAX	DRGTX	CMTFX	BSTSX	JGLTX	CGTDX
TOWTX		0.83	0.92	0.55	0.48	0.6	0.41	TOWTX
VITAX	0.83		0.9	0.59	0.64	0.73	0.34	VITAX
DRGTX	0.92	0.9		0.72	0.62	0.77	0.54	DRGTX
CMTFX	0.55	0.59	0.72		0.88	0.91	0.75	CMTFX
BSTSX	0.48	0.64	0.62	0.88		0.87	0.68	BSTSX
JGLTX	0.6	0.73	0.77	0.91	0.87		0.74	JGLTX
CGTDX	0.41	0.34	0.54	0.75	0.68	0.74		CGTDX
	TOWTX	VITAX	DRGTX	CMTFX	BSTSX	JGLTX	CGTDX

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
TOWTX	0.76	-0.04	0.00	-0.09	0.00	0.00	1.36	-2.21	4.84
VITAX	1.06	-0.04	0.00	-0.09	0.00	0.00	1.82	-2.27	6.97
DRGTX	1.12	-0.04	0.00	-0.09	0.00	0.00	2.00	-2.79	6.40
CMTFX	1.12	0.04	0.00	-0.01	0.00	0.00	1.88	-2.55	6.14
BSTSX	1.29	0.06	0.03	0.01	1.86	-1.17	2.23	-2.98	9.70
JGLTX	1.11	-0.01	0.00	-0.05	0.00	0.00	1.90	-2.51	6.43
CGTDX	1.08	0.02	0.05	-0.09	1.66	-0.93	1.88	-2.54	6.14

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