Chautauqua International Correlations

Mutual Funds USA . 
Fund . Chautauqua International Growth
CCWSX Fund  USD 21.24  0.05  0.23%   
The current 90-days correlation between Chautauqua International and Baird Aggregate Bond is 0.2 (i.e., Modest diversification). The correlation of Chautauqua International 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.

Chautauqua International Correlation With Market

Poor diversification

The correlation between Chautauqua International Growt and DJI is 0.68 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Chautauqua International Growt 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 Chautauqua International Growth. 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 state.

Moving together with Chautauqua Mutual Fund

  0.73BSBIX Baird Short TermPairCorr
  0.75BSBSX Baird Short TermPairCorr
  0.93BSGSX Baird Smallmid CapPairCorr
  0.94BSGIX Baird Smallmid CapPairCorr
  0.84BSNSX Baird Strategic MunicipalPairCorr
  0.85BSNIX Baird Strategic MunicipalPairCorr
  0.88BSVSX Baird Smallcap ValuePairCorr
  0.88BSVIX Baird Smallcap ValuePairCorr
  0.85BTMIX Baird Short TermPairCorr
  0.81BUBIX Baird Ultra ShortPairCorr
  0.82BUBSX Baird Ultra ShortPairCorr
  0.61BIMSX Baird Intermediate BondPairCorr
  0.63BIMIX Baird Intermediate BondPairCorr
  0.83BMBSX Baird Quality IntermPairCorr
  0.84BMBIX Baird Quality IntermPairCorr
  0.92BMDSX Baird MidcapPairCorr
  0.92BMDIX Baird MidcapPairCorr
  0.83BMNIX Baird E IntermediatePairCorr
  0.76BMQSX Baird Municipal BondPairCorr
  0.77BMQIX Baird Municipal BondPairCorr
  0.99CCGIX Chautauqua Global GrowthPairCorr
  0.99CCGSX Chautauqua Global GrowthPairCorr
  1.0CCWIX Chautauqua InternationalPairCorr
  0.96RERFX Europacific GrowthPairCorr
  0.96AEPFX Europacific GrowthPairCorr
  0.96CEUAX Europacific GrowthPairCorr
  0.96CEUCX Europacific GrowthPairCorr
  0.96RERCX Europacific GrowthPairCorr
  0.96REREX Europacific GrowthPairCorr
  0.96RERGX Europacific GrowthPairCorr
  0.96CEUFX Europacific GrowthPairCorr
  0.96CEUEX Europacific GrowthPairCorr
  0.96RERAX Europacific GrowthPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Chautauqua Mutual Fund performing well and Chautauqua International 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 Chautauqua International'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BAGIX  0.24  0.01 (0.36) 0.26  0.20 
(0.31)
 0.52 
(0.41)
 1.24 
BAGSX  0.25  0.01 (0.33) 0.24  0.23 
(0.28)
 0.50 
(0.49)
 1.10 
BSBIX  0.07  0.02 (0.83)(0.94) 0.00 
(0.12)
 0.11 
(0.11)
 0.42 
BSBSX  0.09  0.01 (0.87)(1.04) 0.00 
(0.13)
 0.21 
(0.11)
 0.42 
BSGSX  0.68  0.00 (0.01) 0.13  0.77 
(0.81)
 1.81 
(1.50)
 5.91 
BSGIX  0.67  0.00 (0.01) 0.13  0.76 
(0.77)
 1.78 
(1.49)
 5.92 
BSNSX  0.10  0.01 (0.71) 0.53  0.00 
(0.13)
 0.20 
(0.20)
 0.60 
BSNIX  0.09  0.01 (0.74) 0.70  0.00 
(0.13)
 0.20 
(0.10)
 0.59 
BSVSX  0.97  0.14  0.13  0.26  0.89 
(1.10)
 2.16 
(1.77)
 6.99 
BSVIX  0.97  0.14  0.13  0.26  0.89 
(1.10)
 2.20 
(1.75)
 7.06 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY