Simt Small Correlations

SSCGX Fund

USD 32.71 -0.88 -2.62%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument. Current 90-days correlation between Simt Small Cap and Live Oak Health is 0.43 (i.e., Weak diversification).

Simt Small Market Correlation Overview

Poor diversification

For the present investment horizon, the measured correlation between Simt Small and Dow Jones stands at 0.72, or Poor diversification. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding Simt Small alone.

World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The allocation shows a weighting toward Simt Small Cap. The weighting is visible within the allocation breakdown. 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 census.

Moving together with Simt Mutual Fund

0.76	SRWAX	Saat Market Growth	Pair Corr
0.84	SSEAX	Siit Screened World	Pair Corr
0.85	SASDX	Saat Aggressive Strategy	Pair Corr
0.91	SSMAX	Siit Small Mid	Pair Corr
0.87	SSPIX	Simt Sampp 500	Pair Corr
0.62	SBDAX	Stet California Municipal	Pair Corr
0.85	STLYX	Simt Tax Managed	Pair Corr
0.93	STMPX	Simt Tax Managed	Pair Corr
0.93	STMSX	Simt Tax Managed	Pair Corr
0.69	SCMSX	Saat E Market	Pair Corr
0.82	SCLAX	Simt Multi Asset	Pair Corr
0.81	SCPAX	Siit Large Cap	Pair Corr
0.79	SDLAX	Siit Dynamic Asset	Pair Corr
0.8	SVAYX	Simt Large Cap	Pair Corr
0.74	SVOAX	Simt Managed Volatility	Pair Corr
0.83	SDYYX	Simt Dynamic Asset	Pair Corr
0.84	SEAIX	Saat Aggressive Strategy	Pair Corr
0.64	SVTAX	Simt Global Managed	Pair Corr
0.91	SECAX	Siit Small Cap	Pair Corr

Moving against Simt Mutual Fund

0.55

SVYAX

Siit Managed Volatility

Pair Corr

Related Correlations Analysis

	PHLCX	AHSZX	SWHFX	HIAHX	SBHIX	THQ	LOGSX
PHLCX		-0.11	-0.23	0.14	-0.39	-0.1	-0.37	PHLCX
AHSZX	-0.11		0.89	0.83	0.61	0.86	0.74	AHSZX
SWHFX	-0.23	0.89		0.7	0.78	0.8	0.86	SWHFX
HIAHX	0.14	0.83	0.7		0.29	0.91	0.48	HIAHX
SBHIX	-0.39	0.61	0.78	0.29		0.44	0.97	SBHIX
THQ	-0.1	0.86	0.8	0.91	0.44		0.63	THQ
LOGSX	-0.37	0.74	0.86	0.48	0.97	0.63		LOGSX
	PHLCX	AHSZX	SWHFX	HIAHX	SBHIX	THQ	LOGSX

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

LOGSX	+ 0.97	SBHIX
THQ	+ 0.91	HIAHX
SWHFX	+ 0.89	AHSZX
THQ	+ 0.86	AHSZX
LOGSX	+ 0.86	SWHFX
HIAHX	+ 0.83	AHSZX

High negative correlations

SBHIX	- 0.39	PHLCX
LOGSX	- 0.37	PHLCX
SWHFX	- 0.23	PHLCX
AHSZX	- 0.11	PHLCX
THQ	- 0.1	PHLCX

Risk-Adjusted Indicators

Simt Small Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of Simt Small's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
PHLCX	1.40	-0.64	-2.07	2.06	-2.08	33.29
AHSZX	0.81	-0.02	-0.13	2.10	-1.79	4.44
SWHFX	0.72	0.03	-0.04	1.56	-1.25	5.63
HIAHX	0.69	-0.06	-0.20	1.67	-1.54	4.23
SBHIX	0.69	0.03	-0.04	1.57	-1.64	4.18
THQ	0.78	-0.04	-0.16	1.09	-1.94	5.20
LOGSX	0.69	0.03	-0.06	1.42	-1.64	4.19

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