SIMT SP Correlations

SSPIX Fund

USD 98.61 -0.58 -0.58%

Current 90-days correlation between Simt Sampp 500 and Franklin Efolio Allocation is 0.47 (i.e., Very weak diversification).The correlation coefficient for SIMT SP 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: SIMT SP

Very weak diversification

Across the chosen horizon, SSPIX and DJI show a correlation of 0.55 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 Simt Sampp 500 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 SIMT Mutual Fund

0.73	SRWAX	Saat Market Growth	Pair Corr
0.93	SSCGX	Simt Small Cap	Pair Corr
0.89	SSEAX	Siit Screened World	Pair Corr
0.86	SSGAX	Saat Aggressive Strategy	Pair Corr
0.86	SASDX	Saat Aggressive Strategy	Pair Corr
0.69	ENIAX	Siit Opportunistic Income	Pair Corr
0.76	STLYX	Simt Tax Managed	Pair Corr
0.81	STMPX	Simt Tax Managed	Pair Corr
0.81	STMSX	Simt Tax Managed	Pair Corr
0.91	STVYX	Simt Tax Managed	Pair Corr
0.91	SUSYX	Simt Managed Volatility	Pair Corr
0.95	SDLAX	Siit Dynamic Asset	Pair Corr
0.9	SVAYX	Simt Large Cap	Pair Corr
0.91	SVOAX	Simt Managed Volatility	Pair Corr
0.98	SDYYX	Simt Dynamic Asset	Pair Corr
0.86	SEAIX	Saat Aggressive Strategy	Pair Corr
0.81	SVTAX	Simt Global Managed	Pair Corr
0.84	SECAX	Siit Small Cap	Pair Corr
0.85	SEFCX	Sit International Equity	Pair Corr
0.92	SEHAX	Siit Equity Factor	Pair Corr
0.68	SEIRX	Simt Real Estate	Pair Corr
0.85	SEITX	Sit International Equity	Pair Corr

Related Correlations Analysis

	SPIIX	NEAGX	SMVTX	FLMFX	BSMAX	GTSCX	MNDAX	SWEGX	FCAZX	FTCLX
SPIIX		0.43	0.73	0.74	0.57	0.76	0.46	0.67	0.57	0.55	SPIIX
NEAGX	0.43		0.84	0.75	0.82	0.5	0.39	0.86	0.2	0.15	NEAGX
SMVTX	0.73	0.84		0.87	0.78	0.72	0.32	0.88	0.27	0.22	SMVTX
FLMFX	0.74	0.75	0.87		0.87	0.84	0.54	0.88	0.57	0.54	FLMFX
BSMAX	0.57	0.82	0.78	0.87		0.81	0.77	0.87	0.63	0.6	BSMAX
GTSCX	0.76	0.5	0.72	0.84	0.81		0.71	0.72	0.7	0.68	GTSCX
MNDAX	0.46	0.39	0.32	0.54	0.77	0.71		0.52	0.87	0.86	MNDAX
SWEGX	0.67	0.86	0.88	0.88	0.87	0.72	0.52		0.47	0.43	SWEGX
FCAZX	0.57	0.2	0.27	0.57	0.63	0.7	0.87	0.47		1.0	FCAZX
FTCLX	0.55	0.15	0.22	0.54	0.6	0.68	0.86	0.43	1.0		FTCLX
	SPIIX	NEAGX	SMVTX	FLMFX	BSMAX	GTSCX	MNDAX	SWEGX	FCAZX	FTCLX

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Risk-Adjusted Indicators

There is a big difference between SIMT Mutual Fund performing well and SIMT SP 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 SP'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
SPIIX	0.65	0.10	0.15	0.11	0.66	-0.75	0.88	-1.32	9.24
NEAGX	1.21	0.23	0.12	0.12	1.53	-1.19	2.34	-2.69	7.79
SMVTX	0.99	0.35	0.32	0.35	0.70	-1.14	2.24	-1.69	16.04
FLMFX	0.68	0.11	0.14	0.07	0.73	-0.81	1.06	-1.43	7.08
BSMAX	0.82	0.06	0.05	0.00	1.04	-0.86	1.49	-1.77	5.64
GTSCX	0.95	0.11	0.08	0.05	1.11	-0.99	2.31	-1.93	9.64
MNDAX	0.98	-0.02	0.00	-0.06	0.00	0.00	1.63	-2.24	6.70
SWEGX	0.61	0.12	0.15	0.11	0.68	-0.63	1.17	-1.30	5.55
FCAZX	0.62	-0.03	0.00	-0.08	0.00	0.00	0.86	-1.55	3.86
FTCLX	0.62	-0.04	0.00	-0.09	0.00	0.00	0.86	-1.51	3.92

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SIMT SP Correlations

Correlation With Market: SIMT SP

Very weak diversification

Moving together with SIMT Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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