Swan Defined Correlations

SDAIX Fund

USD 15.72 0.14 0.90%

Current 90-days correlation between Swan Defined Risk and Franklin Mutual Global is 0.67 (i.e., Poor diversification).The correlation coefficient for Swan Defined 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: Swan Defined

Very weak diversification

Across the chosen horizon, SDAIX and DJI show a correlation of 0.54 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in Swan Defined Risk 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 Swan Mutual Fund

0.99	SDACX	Swan Defined Risk	Pair Corr
1.0	SDAAX	Swan Defined Risk	Pair Corr
0.75	JHQCX	Jpmorgan Hedged Equity	Pair Corr
0.71	JHEQX	Jpmorgan Hedged Equity	Pair Corr
0.72	JHQAX	Jpmorgan Hedged Equity	Pair Corr
0.84	GTENX	Gateway Fund Class	Pair Corr
0.89	GTECX	Gateway Fund Class	Pair Corr
0.84	GTEYX	Gateway Fund Class	Pair Corr
0.85	GATEX	Gateway Fund Class	Pair Corr
0.82	JHDCX	Jpmorgan Hedged Equity	Pair Corr
0.76	JHDRX	Jpmorgan Hedged Equity	Pair Corr
0.78	JHDAX	Jpmorgan Hedged Equity	Pair Corr

Related Correlations Analysis

	CABIX	LFLCX	SDGIX	SMYIX	APDPX	MSTGX	TEDIX
CABIX		0.84	0.7	0.89	0.9	0.88	0.91	CABIX
LFLCX	0.84		0.58	0.77	0.83	0.87	0.92	LFLCX
SDGIX	0.7	0.58		0.5	0.73	0.8	0.74	SDGIX
SMYIX	0.89	0.77	0.5		0.74	0.7	0.8	SMYIX
APDPX	0.9	0.83	0.73	0.74		0.97	0.86	APDPX
MSTGX	0.88	0.87	0.8	0.7	0.97		0.92	MSTGX
TEDIX	0.91	0.92	0.74	0.8	0.86	0.92		TEDIX
	CABIX	LFLCX	SDGIX	SMYIX	APDPX	MSTGX	TEDIX

Risk-Adjusted Indicators

There is a big difference between Swan Mutual Fund performing well and Swan Defined 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 Swan Defined'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
CABIX	0.45	0.09	0.15	0.15	0.46	-0.53	0.83	-1.00	6.03
LFLCX	0.14	0.00	0.00	0.00	0.14	-0.21	0.32	-0.32	1.07
SDGIX	0.11	-0.01	0.00	-0.24	0.00	0.00	0.20	-0.29	0.73
SMYIX	0.65	0.11	0.14	0.18	0.62	-0.72	1.00	-1.08	7.76
APDPX	0.13	0.07	0.29	-1.68	0.00	-0.18	0.36	-0.18	0.82
MSTGX	0.25	0.08	0.17	0.29	0.25	-0.28	0.57	-0.38	2.17
TEDIX	0.52	0.04	0.05	0.06	0.81	-0.47	0.91	-1.50	3.57

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Swan Defined Correlations

Correlation With Market: Swan Defined

Very weak diversification

Moving together with Swan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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