Stadion Tactical Correlations

ETFWX Fund

USD 17.22 0.07 0.41%

The current 90-days correlation between Stadion Tactical Def and Fa 529 Aggressive is 0.69 (i.e., Poor diversification). The correlation of Stadion Tactical 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.

Stadion Tactical Correlation With Market

Poor diversification

The correlation between Stadion Tactical Defensive and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Stadion Tactical Defensive and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Stadion Tactical Defensive. 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 housing.

Moving together with Stadion Mutual Fund

0.86	ETFAX	Stadion Tactical Growth	Pair Corr
1.0	ETFZX	Stadion Tactical Def	Pair Corr
1.0	ETFRX	Stadion Tactical Def	Pair Corr
0.85	ETFOX	Stadion Tactical Growth	Pair Corr
0.86	ETFCX	Stadion Tactical Growth	Pair Corr
0.61	PASCX	All Asset Fund	Pair Corr
0.91	ABRIX	Invesco Balanced Risk	Pair Corr
0.91	RYMEX	Commodities Strategy	Pair Corr
0.91	RYMJX	Commodities Strategy	Pair Corr
0.89	RYMBX	Commodities Strategy	Pair Corr
0.83	SPGSX	State Street Premier	Pair Corr

Moving against Stadion Mutual Fund

0.39	STTIX	Stadion Trilogy Alte	Pair Corr
0.92	DBLGX	Doubleline Global Bond	Pair Corr
0.89	TWUSX	Short Term Government	Pair Corr
0.89	EKIZX	Wells Fargo Adjustable	Pair Corr
0.82	BRPSX	Bear Profund Bear	Pair Corr
0.78	CLMVX	Columbia Mortgage	Pair Corr
0.77	PSTIX	Stocksplus Tr Short	Pair Corr
0.66	MXEGX	Great West E	Pair Corr
0.48	PYARX	Payden Absolute Return	Pair Corr
0.48	ICBRX	Federated Hermes Int	Pair Corr
0.44	FPPUX	Mfs Prudent Investor	Pair Corr
0.84	RYIRX	Inverse Russell 2000	Pair Corr
0.84	RCWBX	Capital World Bond	Pair Corr

Related Correlations Analysis

	FFCGX	FZDAQX	FTUFOX	IAADX	OPTCX	MSSGX
FFCGX		0.87	0.06	0.67	-0.57	0.84	FFCGX
FZDAQX	0.87		0.43	0.83	-0.48	0.56	FZDAQX
FTUFOX	0.06	0.43		0.66	0.12	-0.26	FTUFOX
IAADX	0.67	0.83	0.66		-0.4	0.3	IAADX
OPTCX	-0.57	-0.48	0.12	-0.4		-0.52	OPTCX
MSSGX	0.84	0.56	-0.26	0.3	-0.52		MSSGX
	FFCGX	FZDAQX	FTUFOX	IAADX	OPTCX	MSSGX

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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

FZDAQX	+ 0.87	FFCGX
MSSGX	+ 0.84	FFCGX
IAADX	+ 0.83	FZDAQX
IAADX	+ 0.67	FFCGX
IAADX	+ 0.66	FTUFOX
MSSGX	+ 0.56	FZDAQX

High negative correlations

OPTCX	- 0.57	FFCGX
MSSGX	- 0.52	OPTCX
OPTCX	- 0.48	FZDAQX
OPTCX	- 0.4	IAADX
MSSGX	- 0.26	FTUFOX

Risk-Adjusted Indicators

There is a big difference between Stadion Mutual Fund performing well and Stadion Tactical 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 Stadion Tactical'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
FFCGX	1.06	0.09	0.00	(0.01)	0.00	0.00	2.06	(2.69)	10.64
FZDAQX	0.18	0.00	0.00	(0.12)	0.00	0.00	0.31	(0.51)	2.50
FTUFOX	0.12	0.00	0.50	(0.61)	0.18	(0.11)	0.22	(0.26)	0.77
IAADX	0.26	0.01	0.21	0.18	0.41	(0.31)	0.55	(0.46)	2.35
OPTCX	0.02	0.00	0.00	0.00	0.00	0.00	0.10	0.00	0.21
MSSGX	2.15	0.10	0.00	(0.04)	0.00	0.00	4.23	(3.97)	15.77

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