sotnkρ +0.43beyond mkt +0.35holdout +0.51stable 100%robust
SABA Saba Capital Income & Opportunities Fund II
- Last close
- 7.76
- 504-day return
- +9.85%
- Median $/day
- $481k
- Relationships shown
- 13
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
SABA vs BRW
Both indexed to 100 at 2026-05-11.
Moves with SABA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.36beyond mkt +0.22holdout +0.41stable 88%robust
ρ +0.32beyond mkt +0.22holdout +0.38stable 100%robust
ρ +0.34beyond mkt +0.21holdout +0.39stable 88%robust
ρ +0.39beyond mkt +0.21holdout +0.46stable 100%robust
ρ +0.40beyond mkt +0.20holdout +0.50stable 88%robust
Moves against SABA
ρ -0.33beyond mkt -0.05holdout -0.43stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.53holdout +0.65stable 62%moderate
horizon 10dρ +0.53holdout +0.33stable 75%robust
horizon 10dρ +0.53holdout +0.53stable 88%robust
horizon 10dρ +0.53holdout +0.54stable 50%moderate
horizon 10dρ +0.47holdout +0.36stable 100%robust
horizon 10dρ +0.47holdout +0.45stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.47recent -0.32prior +0.16beyond mkt +0.04
Δ -0.44recent -0.36prior +0.08beyond mkt -0.02
Δ +0.42recent +0.54prior +0.12beyond mkt +0.02
Δ +0.41recent +0.64prior +0.23beyond mkt +0.06
Δ +0.41recent +0.64prior +0.23beyond mkt +0.05
Δ +0.41recent +0.52prior +0.11beyond mkt +0.04