SIMT DYNAMIC Correlations

SDYYX Fund

USD 16.23 -0.01 -0.06%

Current 90-days correlation between Simt Dynamic Asset and International Investors Gold is -0.08 (i.e., Good diversification).The correlation of SIMT 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.

SIMT DYNAMIC Correlation With Market

Very weak diversification

Across the chosen horizon, SDYYX and DJI show a correlation of 0.56 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.

Use World Market Map to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Simt Dynamic Asset 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 unemployment.

Moving together with SIMT Mutual Fund

0.76	SRWAX	Saat Market Growth	Pair Corr
0.94	SSCGX	Simt Small Cap	Pair Corr
0.91	SSEAX	Siit Screened World	Pair Corr
0.88	SSGAX	Saat Aggressive Strategy	Pair Corr
0.88	SASDX	Saat Aggressive Strategy	Pair Corr
0.86	SSMAX	Siit Small Mid	Pair Corr
0.62	TFCAX	Tax Free Conservative	Pair Corr
0.99	SSPIX	Simt Sampp 500	Pair Corr
0.63	STDAX	Saat Defensive Strategy	Pair Corr
0.76	ENIAX	Siit Opportunistic Income	Pair Corr
0.76	STLYX	Simt Tax Managed	Pair Corr
0.84	STMPX	Simt Tax Managed	Pair Corr
0.84	STMSX	Simt Tax Managed	Pair Corr
0.97	STVYX	Simt Tax Managed	Pair Corr
0.84	SCLAX	Simt Multi Asset	Pair Corr
0.94	SCPAX	Siit Large Cap	Pair Corr
0.97	SUSYX	Simt Managed Volatility	Pair Corr
0.9	SDLAX	Siit Dynamic Asset	Pair Corr
0.95	SVAYX	Simt Large Cap	Pair Corr
1.0	SDYAX	Simt Dynamic Asset	Pair Corr
0.97	SVOAX	Simt Managed Volatility	Pair Corr
0.88	SEAIX	Saat Aggressive Strategy	Pair Corr

Moving against SIMT Mutual Fund

0.95

SVYAX

Siit Managed Volatility

Pair Corr

Related Correlations Analysis

	FRGOX	AGGWX	EKWYX	OGMCX	EPGIX	GCEBX	VGSBX	INIVX
FRGOX		0.94	0.94	0.94	0.94	0.89	0.67	0.99	FRGOX
AGGWX	0.94		0.99	1.0	1.0	0.88	0.66	0.94	AGGWX
EKWYX	0.94	0.99		1.0	1.0	0.88	0.7	0.95	EKWYX
OGMCX	0.94	1.0	1.0		1.0	0.89	0.68	0.94	OGMCX
EPGIX	0.94	1.0	1.0	1.0		0.88	0.67	0.94	EPGIX
GCEBX	0.89	0.88	0.88	0.89	0.88		0.72	0.91	GCEBX
VGSBX	0.67	0.66	0.7	0.68	0.67	0.72		0.71	VGSBX
INIVX	0.99	0.94	0.95	0.94	0.94	0.91	0.71		INIVX
	FRGOX	AGGWX	EKWYX	OGMCX	EPGIX	GCEBX	VGSBX	INIVX

Risk-Adjusted Indicators

There is a big difference between SIMT Mutual Fund performing well and SIMT DYNAMIC 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 SIMT 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
FRGOX	2.15	0.47	0.13	-1.16	3.05	-2.16	4.97	-6.42	16.65
AGGWX	2.10	0.43	0.11	0.34	3.41	-2.09	4.86	-6.28	17.63
EKWYX	2.10	0.48	0.12	0.43	3.49	-2.07	5.11	-6.13	18.29
OGMCX	1.98	0.42	0.10	0.34	3.25	-1.86	4.72	-5.96	16.71
EPGIX	1.85	0.40	0.10	0.35	3.06	-1.76	4.17	-6.32	14.54
GCEBX	0.76	0.15	0.16	-1.25	0.88	-0.84	1.46	-1.31	5.81
VGSBX	0.08	0.00	0.05	-0.11	0.06	-0.13	0.21	-0.21	0.43
INIVX	2.10	0.46	0.11	-0.86	3.31	-1.95	4.74	-6.03	18.45

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