Sterling Capital Correlations

Mutual Funds USA . 
Fund . Sterling Capital Securitized
SCSSX Fund  USD 8.97  0.01  0.11%   
The current 90-days correlation between Sterling Capital Sec and Sterling Capital Equity is 0.07 (i.e., Significant diversification). The correlation of Sterling Capital 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.

Sterling Capital Correlation With Market

Significant diversification

The correlation between Sterling Capital Securitized and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sterling Capital Securitized and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sterling Capital Securitized. 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 state.

Moving together with Sterling Mutual Fund

  0.78BSCIX Sterling Capital SouthPairCorr
  0.78BSCCX Sterling Capital SouthPairCorr
  0.75BASCX Sterling Capital SouthPairCorr
  0.86BSGAX Sterling Capital ShortPairCorr
  0.66STRSX Sterling Capital SpecialPairCorr
  0.96STRFX Wells Fargo LargePairCorr
  0.66STRGX Sterling Capital StrattonPairCorr
  0.66STRAX Stralem EquityPairCorr
  0.99STRDX Sterling Capital TotalPairCorr
  0.66STRNX Sterling Capital StrattonPairCorr
  0.66STRLX Sterling Capital StrattonPairCorr
  0.96SCCNX Sterling Capital PoratePairCorr
  0.96SCCMX Sterling Capital PoratePairCorr
  0.96SCCPX Sterling Capital PoratePairCorr
  0.99BBGVX Sterling Capital IntPairCorr
  0.66BBISX Sterling Capital BehPairCorr
  0.77BBNTX Sterling Capital NorthPairCorr
  0.76BBNCX Sterling Capital NorthPairCorr
  0.86BBSCX Sterling Capital ShortPairCorr
  1.0SCSTX Sterling Capital SecPairCorr
  0.99SCSPX Sterling Capital SecPairCorr
  0.84BBSGX Sterling Capital ShortPairCorr
  0.66BBTGX Sterling Capital BehPairCorr
  0.66BCVCX Sterling Capital BehPairCorr
  0.75BUSIX Sterling Capital UltraPairCorr
  0.75BUSRX Sterling Capital UltraPairCorr
  0.75OWVAX Sterling Capital WestPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Sterling Mutual Fund performing well and Sterling Capital 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 Sterling Capital'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BAEIX  0.57  0.02 (0.06) 0.17  0.57 
(0.64)
 1.49 
(1.06)
 3.73 
BSCIX  0.10  0.01 (0.74)(1.05) 0.00 
(0.16)
 0.20 
(0.20)
 0.59 
BSCCX  0.10  0.01 (0.80)(0.34) 0.00 
(0.13)
 0.20 
(0.19)
 0.69 
BASCX  0.10  0.01 (0.74)(0.83) 0.00 
(0.14)
 0.20 
(0.19)
 0.68 
BSGAX  0.08  0.01 (0.96) 1.05  0.00 
(0.16)
 0.24 
(0.12)
 0.48 
STMDX  0.58  0.10 (0.06)(0.64) 0.80 
(0.61)
 1.50 
(1.36)
 4.40 
STMMX  0.58  0.10 (0.06)(0.65) 0.77 
(0.62)
 1.47 
(1.36)
 4.36 
STMOX  0.57  0.10 (0.06)(0.62) 0.79 
(0.60)
 1.46 
(1.35)
 4.38 
STRSX  0.76  0.24  0.09 (1.79) 0.64 
(0.85)
 2.21 
(1.33)
 5.22 
STSCX  0.75  0.14  0.12  0.33  0.59 
(0.87)
 2.12 
(1.18)
 5.73 

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