Seix Us Correlations
SIGZX Fund | USD 9.91 0.01 0.10% |
The current 90-days correlation between Seix Govt Sec and Ultrasmall Cap Profund Ultrasmall Cap is -0.11 (i.e., Good diversification). The correlation of Seix Us 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.
Seix Us Correlation With Market
Good diversification
The correlation between Seix Govt Sec and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Seix Govt Sec and DJI in the same portfolio, assuming nothing else is changed.
Seix |
Moving together with Seix Mutual Fund
0.64 | VMSAX | Vanguard Multi Sector | PairCorr |
0.68 | VMSSX | Virtus Multi Sector | PairCorr |
0.65 | HYIZX | Ridgeworth Seix High | PairCorr |
0.64 | HYPSX | Ridgeworth Seix High | PairCorr |
0.62 | SAMFX | Ridgeworth Seix Total | PairCorr |
0.64 | SAMBX | Ridgeworth Seix Floating | PairCorr |
0.65 | SAMHX | Ridgeworth Seix High | PairCorr |
0.74 | SSAGX | Virtus Seix Government | PairCorr |
0.77 | SAMZX | Ridgeworth Seix Total | PairCorr |
0.82 | SASVX | Ridgeworth Ceredex Small | PairCorr |
0.9 | PXIIX | Virtus Rampart Enhanced | PairCorr |
0.9 | SAVAX | Virtus Bond Fund | PairCorr |
0.89 | SAVCX | Virtus Bond Fund | PairCorr |
0.69 | SAVYX | Virtus Bond Fund | PairCorr |
0.62 | PGHCX | Virtus High Yield | PairCorr |
0.62 | PGICX | Virtus Rampart Enhanced | PairCorr |
0.81 | PGIUX | Virtus Global Infras | PairCorr |
0.99 | HIBIX | Virtus Low Duration | PairCorr |
0.61 | STCZX | Ridgeworth Silvant Large | PairCorr |
0.9 | STCAX | Ridgeworth Silvant Large | PairCorr |
0.9 | STCIX | Ridgeworth Silvant Large | PairCorr |
0.82 | STCEX | Ridgeworth Ceredex Small | PairCorr |
0.79 | PGUCX | Virtus Global Infras | PairCorr |
0.68 | STIGX | Ridgeworth Seix E | PairCorr |
0.99 | HIMZX | Virtus Low Duration | PairCorr |
0.96 | PHCIX | Virtus High Yield | PairCorr |
0.83 | STTBX | Ridgeworth Seix Inve | PairCorr |
0.61 | STVZX | Ridgeworth Ceredex Large | PairCorr |
Related Correlations Analysis
0.97 | 0.96 | 0.99 | 0.99 | 1.0 | UAPIX | ||
0.97 | 0.97 | 0.99 | 0.96 | 0.96 | MGPIX | ||
0.96 | 0.97 | 0.97 | 0.94 | 0.95 | HFMDX | ||
0.99 | 0.99 | 0.97 | 0.99 | 0.99 | BPSCX | ||
0.99 | 0.96 | 0.94 | 0.99 | 1.0 | LRSOX | ||
1.0 | 0.96 | 0.95 | 0.99 | 1.0 | GSXPX | ||
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Risk-Adjusted Indicators
There is a big difference between Seix Mutual Fund performing well and Seix Us 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 Seix Us' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
UAPIX | 1.86 | 0.23 | 0.16 | 0.24 | 1.93 | 4.54 | 12.47 | |||
MGPIX | 0.77 | 0.08 | 0.08 | 0.21 | 0.72 | 2.22 | 5.99 | |||
HFMDX | 0.89 | 0.08 | 0.06 | 0.21 | 0.98 | 2.11 | 5.71 | |||
BPSCX | 0.80 | 0.09 | 0.08 | 0.22 | 0.79 | 2.33 | 5.24 | |||
LRSOX | 0.87 | 0.13 | 0.13 | 0.26 | 0.76 | 2.37 | 6.53 | |||
GSXPX | 0.89 | 0.12 | 0.11 | 0.25 | 0.76 | 2.28 | 6.17 |