sotnklag 1dρ +0.20holdout +0.23stable 88%$/day $43.3Mrobust
BRW Saba Capital Income & Opportunities Fund
- Last close
- 6.08
- 504-day return
- +7.10%
- Median $/day
- $1.2M
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
BRW vs NCNO, shifted 1d
Both indexed to 100 at 2026-05-11. NCNO is drawn 1 trading day later than it happened, so if it leads, the lines move together.
Leads BRW
BRW tends to repeat these symbols' moves some days later. The highlighted bar is the lag.
Moves with BRW
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.43beyond mkt +0.35holdout +0.51stable 100%robust
ρ +0.32beyond mkt +0.23holdout +0.30stable 88%robust
ρ +0.31beyond mkt +0.20holdout +0.36stable 100%robust
ρ +0.31beyond mkt +0.19holdout +0.31stable 88%robust
ρ +0.31beyond mkt +0.18holdout +0.44stable 62%moderate
ρ +0.32beyond mkt +0.18holdout +0.44stable 88%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.62holdout +0.62stable 62%moderate
horizon 10dρ +0.59holdout +0.32stable 75%robust
horizon 10dρ +0.58holdout +0.59stable 62%moderate
horizon 10dρ +0.58holdout +0.51stable 100%robust
horizon 10dρ +0.57holdout +0.55stable 100%robust
horizon 10dρ +0.56holdout +0.58stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.49recent +0.57prior +0.09beyond mkt +0.06
Δ +0.47recent +0.56prior +0.09beyond mkt +0.08
Δ -0.46recent -0.37prior +0.09beyond mkt -0.02
Δ +0.44recent +0.48prior +0.03beyond mkt -0.03
Δ -0.44recent -0.32prior +0.12beyond mkt -0.02
Δ -0.42recent -0.35prior +0.07beyond mkt -0.05