SGI Dynamic Correlations

DYTA Etf

29.19 0.04 0.14%

The current 90-days correlation between SGI Dynamic Tactical and Managed Portfolio Series is -0.1 (i.e., Good diversification). The correlation of SGI Dynamic 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.

SGI Dynamic Correlation With Market

Weak diversification

The correlation between SGI Dynamic Tactical and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SGI Dynamic Tactical and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SGI Etf

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in SGI Dynamic Tactical. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with SGI Etf

0.63	GMOM	Cambria Global Momentum	Pair Corr
0.81	VTI	Vanguard Total Stock	Pair Corr
0.76	SPY	SPDR SP 500	Pair Corr
0.76	IVV	iShares Core SP	Pair Corr
0.89	VTV	Vanguard Value Index	Pair Corr
0.91	VEA	Vanguard FTSE Developed	Pair Corr
0.69	VB	Vanguard Small Cap	Pair Corr
0.8	MRK	Merck Company	Pair Corr
0.67	CAT	Caterpillar	Pair Corr
0.72	CSCO	Cisco Systems	Pair Corr
0.75	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.76	AXP	American Express	Pair Corr
0.75	JNJ	Johnson Johnson	Pair Corr

Moving against SGI Etf

0.33	AGOX	Adaptive Alpha Oppor	Pair Corr
0.61	PG	Procter Gamble	Pair Corr
0.54	HD	Home Depot	Pair Corr
0.54	HPQ	HP Inc	Pair Corr
0.52	MSFT	Microsoft	Pair Corr

Related Correlations Analysis

	LCR	TDSB	RXL	ICAP	DECZ	WLTG	SXQG	JUNW	PPI	VAMO
LCR		0.7	0.5	0.89	0.7	0.94	0.39	0.92	0.5	0.92	LCR
TDSB	0.7		0.73	0.75	0.38	0.67	0.15	0.73	0.2	0.6	TDSB
RXL	0.5	0.73		0.76	0.3	0.5	-0.3	0.68	-0.37	0.51	RXL
ICAP	0.89	0.75	0.76		0.62	0.89	0.06	0.94	0.14	0.88	ICAP
DECZ	0.7	0.38	0.3	0.62		0.78	0.44	0.73	0.31	0.52	DECZ
WLTG	0.94	0.67	0.5	0.89	0.78		0.39	0.95	0.43	0.83	WLTG
SXQG	0.39	0.15	-0.3	0.06	0.44	0.39		0.21	0.7	0.17	SXQG
JUNW	0.92	0.73	0.68	0.94	0.73	0.95	0.21		0.21	0.85	JUNW
PPI	0.5	0.2	-0.37	0.14	0.31	0.43	0.7	0.21		0.35	PPI
VAMO	0.92	0.6	0.51	0.88	0.52	0.83	0.17	0.85	0.35		VAMO
	LCR	TDSB	RXL	ICAP	DECZ	WLTG	SXQG	JUNW	PPI	VAMO

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

JUNW	+ 0.95	WLTG
WLTG	+ 0.94	LCR
JUNW	+ 0.94	ICAP
JUNW	+ 0.92	LCR
VAMO	+ 0.92	LCR
ICAP	+ 0.89	LCR

High negative correlations

PPI	- 0.37	RXL
SXQG	- 0.3	RXL

SGI Dynamic Constituents Risk-Adjusted Indicators

There is a big difference between SGI Etf performing well and SGI Dynamic ETF 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 SGI Dynamic'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
LCR	0.37	0.01	(0.09)	0.25	0.45	(0.38)	0.76	(0.72)	1.78
TDSB	0.27	0.02	(0.10)	2.16	0.27	(0.30)	0.72	(0.54)	1.72
RXL	1.14	0.22	0.12	1.10	1.13	(1.24)	2.84	(2.41)	7.64
ICAP	0.69	0.07	0.02	1.72	0.89	(0.72)	1.38	(1.39)	3.23
DECZ	0.48	(0.03)	(0.06)	0.02	0.69	(0.48)	1.15	(1.17)	2.83
WLTG	0.67	0.05	(0.01)	3.78	0.87	(0.72)	1.15	(1.48)	3.71
SXQG	0.51	(0.05)	0.00	(0.33)	0.00	0.00	1.00	(1.03)	2.64
JUNW	0.14	0.01	(0.18)	1.96	0.14	(0.14)	0.31	(0.24)	0.82
PPI	0.87	(0.01)	0.00	0.25	0.00	0.00	1.60	(2.05)	4.94
VAMO	0.61	0.05	(0.01)	(0.78)	0.71	(0.67)	1.41	(1.33)	3.35

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