Sterling Capital Correlations
STSNX Fund | USD 40.49 0.30 0.75% |
The current 90-days correlation between Sterling Capital Stratton and Rational Dividend Capture is 0.05 (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 |
Moving together with Sterling Mutual Fund
0.95 | BAEIX | Sterling Capital Equity | PairCorr |
0.89 | BSCIX | Sterling Capital South | PairCorr |
0.86 | BSCCX | Sterling Capital South | PairCorr |
0.89 | BASCX | Sterling Capital South | PairCorr |
0.85 | BSGAX | Sterling Capital Short | PairCorr |
0.8 | STMDX | Sterling Capital Stratton | PairCorr |
0.8 | STMMX | Sterling Capital Stratton | PairCorr |
0.78 | STMOX | Sterling Capital Stratton | PairCorr |
0.98 | STRSX | Sterling Capital Special | PairCorr |
1.0 | STSCX | Sterling Capital Stratton | PairCorr |
1.0 | STSOX | Sterling Capital Stratton | PairCorr |
0.62 | STRFX | Wells Fargo Large | PairCorr |
0.95 | STREX | Sterling Capital Equity | PairCorr |
0.96 | STRGX | Sterling Capital Stratton | PairCorr |
0.96 | STRBX | Sterling Capital Beh | PairCorr |
0.95 | STRAX | Stralem Equity | PairCorr |
0.61 | STRDX | Sterling Capital Total | PairCorr |
0.99 | STRNX | Sterling Capital Stratton | PairCorr |
0.99 | STRLX | Sterling Capital Stratton | PairCorr |
0.65 | SCCMX | Sterling Capital Porate | PairCorr |
0.95 | BBISX | Sterling Capital Beh | PairCorr |
0.9 | BBNTX | Sterling Capital North | PairCorr |
0.88 | BBNCX | Sterling Capital North | PairCorr |
0.86 | BBSCX | Sterling Capital Short | PairCorr |
1.0 | SCSIX | Sentinel Multi Asset | PairCorr |
0.87 | BBSGX | Sterling Capital Short | PairCorr |
0.75 | SCREX | Mfs Variable Insurance | PairCorr |
0.97 | BBTGX | Sterling Capital Beh | PairCorr |
0.94 | BCEGX | Sterling Capital Equity | PairCorr |
0.95 | BCVCX | Sterling Capital Beh | PairCorr |
0.91 | BUSIX | Sterling Capital Ultra | PairCorr |
0.9 | BUSRX | Sterling Capital Ultra | PairCorr |
0.89 | OWVAX | Sterling Capital West | PairCorr |
0.9 | BVACX | Sterling Capital Virginia | PairCorr |
Related Correlations Analysis
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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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
HDCEX | 0.47 | 0.16 | (0.17) | (1.86) | 0.23 | 1.06 | 3.72 | |||
IAADX | 0.15 | 0.07 | (0.93) | (8.76) | 0.00 | 0.33 | 0.87 | |||
FABWX | 0.50 | 0.12 | 0.04 | 0.43 | 0.00 | 1.23 | 4.13 | |||
FFCGX | 0.43 | 0.09 | (0.03) | 0.41 | 0.00 | 1.36 | 3.47 | |||
RPBAX | 0.32 | 0.13 | (0.23) | (13.71) | 0.00 | 0.80 | 2.42 | |||
LMUSX | 0.51 | 0.05 | (0.04) | 0.30 | 0.13 | 1.19 | 4.81 | |||
FLKYPX | 0.63 | 0.10 | 0.06 | 0.37 | 0.00 | 1.70 | 5.27 | |||
FKHEMX | 0.57 | 0.04 | (0.05) | 0.28 | 0.28 | 1.49 | 4.58 |