Artisan Focus Correlations

APHTX Fund

USD 25.57 0.35 1.39%

The current 90-days correlation between Artisan Focus and Columbia Diversified Equity is 0.4 (i.e., Very weak diversification). The correlation of Artisan Focus 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.

Artisan Focus Correlation With Market

Very weak diversification

The correlation between Artisan Focus and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan Focus and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Artisan Focus. 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 estimate.

Moving together with Artisan Mutual Fund

0.98	FAFGX	American Funds	Pair Corr
0.98	FFAFX	American Funds	Pair Corr
0.98	GFACX	Growth Fund	Pair Corr
0.99	GFAFX	Growth Fund	Pair Corr
0.99	AGTHX	Growth Fund	Pair Corr
0.98	CGFFX	Growth Fund	Pair Corr
0.98	CGFCX	Growth Fund	Pair Corr
0.99	CGFAX	Growth Fund	Pair Corr
0.99	CGFEX	Growth Fund	Pair Corr
0.98	RGAEX	Growth Fund	Pair Corr
0.9	CIF	Mfs Intermediate High	Pair Corr
0.91	PCF	Putnam High Income	Pair Corr
0.63	JPM	JPMorgan Chase	Pair Corr
0.69	IBM	International Business	Pair Corr
0.65	CSCO	Cisco Systems	Pair Corr
0.62	CVX	Chevron Corp	Pair Corr

Moving against Artisan Mutual Fund

0.78	XNBHX	Neuberger Berman Int	Pair Corr
0.77	XDSMX	Dreyfus Strategic	Pair Corr
0.61	MCD	McDonalds	Pair Corr
0.59	XNXJX	Nuveen New Jersey	Pair Corr
0.47	XPPRX	Voya Prime Rate	Pair Corr
0.34	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	CDEYX	QDARX	CAARX	LIGFX	HRIDX	VDSCX	PGFCX
CDEYX		0.95	0.51	0.98	0.97	0.58	0.5	CDEYX
QDARX	0.95		0.48	0.96	0.95	0.54	0.49	QDARX
CAARX	0.51	0.48		0.54	0.48	0.98	0.99	CAARX
LIGFX	0.98	0.96	0.54		0.96	0.58	0.53	LIGFX
HRIDX	0.97	0.95	0.48	0.96		0.55	0.48	HRIDX
VDSCX	0.58	0.54	0.98	0.58	0.55		0.97	VDSCX
PGFCX	0.5	0.49	0.99	0.53	0.48	0.97		PGFCX
	CDEYX	QDARX	CAARX	LIGFX	HRIDX	VDSCX	PGFCX

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Risk-Adjusted Indicators

There is a big difference between Artisan Mutual Fund performing well and Artisan Focus 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 Artisan Focus' 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
QDARX	0.07	0.00	(1.50)	0.00	0.00	(0.11)	0.16	(0.08)	0.56
CAARX	0.22	0.03	(0.31)	0.35	0.00	(0.25)	0.56	(0.49)	1.62
LIGFX	0.24	0.03	(0.32)	0.31	0.00	(0.29)	0.67	(0.42)	1.63
HRIDX	0.47	0.23	0.03	(5.86)	0.15	(0.58)	1.20	(0.87)	3.04
VDSCX	0.53	0.13	0.06	0.42	0.00	(0.64)	1.13	(0.81)	4.77
PGFCX	0.19	0.03	(0.36)	0.39	0.00	(0.25)	0.39	(0.47)	1.54

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