Moderately Aggressive Correlations

SAMAX Fund

USD 12.25 0.04 0.33%

The current 90-days correlation between Moderately Aggressive and The Growth Equity is 0.08 (i.e., Significant diversification). The correlation of Moderately Aggressive 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.

Moderately Aggressive Correlation With Market

Poor diversification

The correlation between Moderately Aggressive Balanced and DJI is 0.75 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Moderately Aggressive Balanced 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 Moderately Aggressive Balanced. 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 nation.

Moving together with Moderately Mutual Fund

0.76	SABAX	Salient Alternative Beta	Pair Corr
0.93	SABIX	Aggressive Balanced	Pair Corr
0.78	SABCX	Salient Alternative Beta	Pair Corr
0.78	SAMCX	Salient Mlp Fund	Pair Corr
0.78	SAMIX	Moderately Aggressive	Pair Corr
0.78	SSCCX	Saratoga Small Capit	Pair Corr
0.89	SSCPX	Small Capitalization	Pair Corr
0.9	SSCYX	Small Capitalization	Pair Corr
0.78	SBCCX	Moderately Servative	Pair Corr
0.78	SBMCX	Moderate Balanced	Pair Corr
0.78	SBMIX	Moderate Balanced	Pair Corr
0.74	STPAX	Technology Communications	Pair Corr
0.73	STPCX	Technology Communications	Pair Corr
0.75	STPIX	Technology Communications	Pair Corr
0.77	SCAAX	Conservative Balanced	Pair Corr
0.75	SUMCX	Conservative Balanced	Pair Corr
0.63	SIEYX	International Equity	Pair Corr
0.66	SIECX	International Equity	Pair Corr
0.66	SIEPX	International Equity	Pair Corr
0.73	SLCVX	Large Cap Value	Pair Corr
0.75	SLGYX	Large Capitalization	Pair Corr
0.73	SLVCX	Large Cap Value	Pair Corr
0.75	SLVYX	Large Cap Value	Pair Corr
0.76	SMACX	Moderately Conservative	Pair Corr
0.78	SMICX	Moderately Conservative	Pair Corr
0.75	SMIPX	Mid Capitalization	Pair Corr
0.75	SMPAX	Moderate Balanced	Pair Corr
0.77	LUNAX	Conservative Balanced	Pair Corr
0.77	SPMAX	Mid Capitalization	Pair Corr
0.83	ABALX	American Balanced	Pair Corr
0.93	BALCX	American Balanced	Pair Corr

Moving against Moderately Mutual Fund

0.71	SLGCX	Large Capitalization	Pair Corr
0.68	SPMCX	Mid Capitalization	Pair Corr

Related Correlations Analysis

	CSDGX	RPNCX	TMCAX	ARTSX	FMOKX	JIBCX	LANIX	HCEGX
CSDGX		0.88	0.9	0.94	0.94	0.72	0.88	0.67	CSDGX
RPNCX	0.88		0.86	0.88	0.92	0.75	0.92	0.81	RPNCX
TMCAX	0.9	0.86		0.9	0.91	0.9	0.88	0.69	TMCAX
ARTSX	0.94	0.88	0.9		0.91	0.81	0.89	0.75	ARTSX
FMOKX	0.94	0.92	0.91	0.91		0.79	0.97	0.8	FMOKX
JIBCX	0.72	0.75	0.9	0.81	0.79		0.84	0.74	JIBCX
LANIX	0.88	0.92	0.88	0.89	0.97	0.84		0.9	LANIX
HCEGX	0.67	0.81	0.69	0.75	0.8	0.74	0.9		HCEGX
	CSDGX	RPNCX	TMCAX	ARTSX	FMOKX	JIBCX	LANIX	HCEGX

Risk-Adjusted Indicators

There is a big difference between Moderately Mutual Fund performing well and Moderately Aggressive 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 Moderately Aggressive'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
CSDGX	0.72	0.20	0.16	1.43	0.45	(0.93)	1.92	(1.17)	5.99
RPNCX	1.29	0.00	0.01	0.08	1.58	(1.45)	2.47	(2.85)	6.94
TMCAX	1.00	0.28	0.27	1.21	0.41	(1.35)	2.45	(1.29)	14.19
ARTSX	1.16	0.16	0.15	0.20	0.91	(1.38)	2.64	(1.92)	13.44
FMOKX	0.41	0.04	0.00	0.15	0.39	(0.47)	0.79	(0.86)	2.14
JIBCX	0.93	0.02	0.01	0.11	1.09	(0.98)	1.99	(1.96)	14.24
LANIX	0.54	(0.01)	(0.04)	0.07	0.65	(0.57)	1.05	(1.09)	3.20
HCEGX	0.55	(0.04)	(0.08)	0.02	0.74	(0.55)	1.23	(1.19)	3.61

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