Sterling Capital Correlations

STSOX Fund

USD 34.13 0.34 1.01%

The current 90-days correlation between Sterling Capital Stratton and Columbia Diversified Equity is 0.74 (i.e., Poor 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

Poor diversification

The correlation between Sterling Capital Stratton and DJI is 0.69 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sterling Capital Stratton 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 Stratton. 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 persons.

Moving together with Sterling Mutual Fund

0.89	VSCIX	Vanguard Small Cap	Pair Corr
0.89	VSCPX	Vanguard Small Cap	Pair Corr
0.89	NAESX	Vanguard Small Cap	Pair Corr
0.89	FSSNX	Fidelity Small Cap	Pair Corr
0.89	DFSTX	Us Small Cap	Pair Corr
0.89	PRVIX	T Rowe Price	Pair Corr
0.89	TRZVX	T Rowe Price	Pair Corr

Moving against Sterling Mutual Fund

0.48	TRV	The Travelers Companies	Pair Corr
0.46	MCD	McDonalds	Pair Corr
0.32	WMT	Walmart Sell-off Trend	Pair Corr

Related Correlations Analysis

	CDEYX	EKBDX	HRIDX	ELDFX	SWSSX	WDIAX	QDARX	TRHBX
CDEYX		0.98	0.97	0.99	0.99	0.98	0.95	0.99	CDEYX
EKBDX	0.98		0.97	0.99	0.98	0.98	0.97	0.98	EKBDX
HRIDX	0.97	0.97		0.97	0.95	0.98	0.95	0.95	HRIDX
ELDFX	0.99	0.99	0.97		0.98	0.98	0.97	0.98	ELDFX
SWSSX	0.99	0.98	0.95	0.98		0.97	0.95	1.0	SWSSX
WDIAX	0.98	0.98	0.98	0.98	0.97		0.96	0.97	WDIAX
QDARX	0.95	0.97	0.95	0.97	0.95	0.96		0.95	QDARX
TRHBX	0.99	0.98	0.95	0.98	1.0	0.97	0.95		TRHBX
	CDEYX	EKBDX	HRIDX	ELDFX	SWSSX	WDIAX	QDARX	TRHBX

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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
CDEYX	0.59	0.05	0.02	0.26	0.37	(0.71)	1.61	(0.82)	4.39
EKBDX	0.63	0.18	0.17	0.44	0.00	(0.72)	1.96	(0.81)	4.51
HRIDX	0.47	0.23	0.03	(5.86)	0.15	(0.58)	1.20	(0.87)	3.04
ELDFX	0.31	0.07	(0.11)	0.37	0.00	(0.39)	1.10	(0.55)	2.22
SWSSX	0.92	0.07	0.10	0.27	0.77	(1.10)	2.30	(1.54)	6.24
WDIAX	0.53	0.22	(0.02)	(1.26)	0.42	(0.61)	1.52	(1.09)	3.90
QDARX	0.07	0.00	(1.50)	0.00	0.00	(0.11)	0.16	(0.08)	0.56
TRHBX	0.94	0.05	0.08	0.25	0.84	(1.13)	2.27	(1.83)	6.20

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