Saat Aggressive Correlations

SASDX Fund

USD 16.09 0.06 0.37%

The current 90-days correlation between Saat Aggressive Strategy and Fvkvwx is 0.31 (i.e., Weak diversification). The correlation of Saat 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.

Saat Aggressive Correlation With Market

Very weak diversification

The correlation between Saat Aggressive Strategy and DJI is 0.48 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Saat Aggressive Strategy 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 Saat Aggressive Strategy. 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 american community survey.

Moving together with Saat Mutual Fund

0.96	SRWAX	Saat Market Growth	Pair Corr
0.94	SSCGX	Simt Small Cap	Pair Corr
0.99	SSEAX	Siit Screened World	Pair Corr
1.0	SSGAX	Saat Aggressive Strategy	Pair Corr
0.97	SSMAX	Siit Small Mid	Pair Corr
0.65	TFCAX	Tax Free Conservative	Pair Corr
0.98	SSPIX	Simt Sp 500	Pair Corr
0.65	SBDAX	Stet California Municipal	Pair Corr
0.81	STLYX	Simt Tax Managed	Pair Corr
0.75	STMPX	Simt Tax Managed	Pair Corr
0.91	STMSX	Simt Tax Managed	Pair Corr
0.66	STVYX	Simt Tax Managed	Pair Corr
0.76	SCMSX	Saat E Market	Pair Corr
0.88	SCLAX	Simt Multi Asset	Pair Corr
0.99	SCPAX	Siit Large Cap	Pair Corr
0.69	SUMAX	Stet Short Duration	Pair Corr
0.94	SUSYX	Simt Managed Volatility	Pair Corr
0.68	SUSAX	Siit Ultra Short	Pair Corr
0.74	SDGFX	Sdit Short Duration	Pair Corr
0.95	SDLAX	Siit Dynamic Asset	Pair Corr
0.95	SDYAX	Simt Dynamic Asset	Pair Corr
0.94	SVOAX	Simt Managed Volatility	Pair Corr
0.95	SDYYX	Simt Dynamic Asset	Pair Corr
1.0	SEAIX	Saat Aggressive Strategy	Pair Corr
0.97	SECAX	Siit Small Cap	Pair Corr

Moving against Saat Mutual Fund

0.65	SRYRX	Simt Real Return	Pair Corr
0.95	SVYAX	Siit Managed Volatility	Pair Corr
0.46	RRPAX	Siit Real Return	Pair Corr

Related Correlations Analysis

	FVKVWX	FBJYGX	FKHEMX	IAADX	LMUSX	FABWX	REMVX	FBANJX
FVKVWX		0.85	0.52	0.89	0.77	0.82	0.77	0.65	FVKVWX
FBJYGX	0.85		0.68	0.86	0.94	0.96	0.87	0.89	FBJYGX
FKHEMX	0.52	0.68		0.43	0.58	0.78	0.67	0.87	FKHEMX
IAADX	0.89	0.86	0.43		0.86	0.81	0.85	0.62	IAADX
LMUSX	0.77	0.94	0.58	0.86		0.93	0.84	0.85	LMUSX
FABWX	0.82	0.96	0.78	0.81	0.93		0.85	0.94	FABWX
REMVX	0.77	0.87	0.67	0.85	0.84	0.85		0.77	REMVX
FBANJX	0.65	0.89	0.87	0.62	0.85	0.94	0.77		FBANJX
	FVKVWX	FBJYGX	FKHEMX	IAADX	LMUSX	FABWX	REMVX	FBANJX

Risk-Adjusted Indicators

There is a big difference between Saat Mutual Fund performing well and Saat 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 Saat 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
FVKVWX	0.65	0.05	0.04	0.14	0.77	(0.72)	1.49	(1.29)	3.69
FBJYGX	0.58	0.03	0.02	0.09	0.68	(0.61)	1.26	(1.10)	3.24
FKHEMX	0.68	(0.02)	(0.03)	0.04	0.88	(0.71)	1.40	(1.51)	3.71
IAADX	0.17	0.06	(0.03)	(2.35)	0.00	(0.24)	0.43	(0.21)	1.27
LMUSX	0.64	0.06	0.04	0.13	0.78	(0.64)	1.56	(1.35)	4.05
FABWX	0.69	0.03	0.02	0.09	0.92	(0.71)	1.22	(1.48)	4.04
REMVX	0.68	0.12	0.10	0.23	0.69	(0.83)	1.47	(0.86)	4.38
FBANJX	0.49	(0.01)	(0.04)	0.04	0.65	(0.51)	0.96	(1.05)	2.76

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