Osterweis Fund Correlations

Mutual Funds . USA . 
Fund . Osterweis Fund Investor
OSTFX Fund  USD 19.82  0.03  0.15%   
The current 90-days correlation between Osterweis Fund Investor and Osterweis Emerging Opportunity is 0.85 (i.e., Very poor diversification). The correlation of Osterweis Fund 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.

Osterweis Fund Correlation With Market

Good diversification

The correlation between Osterweis Fund Investor and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Osterweis Fund Investor and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Osterweis Fund Investor. 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 census.

Moving together with Osterweis Mutual Fund

  0.97OSTGX Osterweis EmergingPairCorr
  0.97OSTIX Osterweis StrategicPairCorr
  1.0OSTVX Osterweis StrategicPairCorr
  1.0VTSAX Vanguard Total StockPairCorr
  0.98VFIAX Vanguard 500 IndexPairCorr
  1.0VTSMX Vanguard Total StockPairCorr
  0.98VITSX Vanguard Total StockPairCorr
  1.0VSMPX Vanguard Total StockPairCorr
  1.0VSTSX Vanguard Total StockPairCorr
  0.98VFINX Vanguard 500 IndexPairCorr
  1.0VFFSX Vanguard 500 IndexPairCorr
  0.98VINIX Vanguard InstitutionalPairCorr
  0.98VIIIX Vanguard InstitutionalPairCorr
  0.84LIIAX Columbia Porate IncomePairCorr
  0.83SRINX Columbia Porate IncomePairCorr
  0.93WRHIX Ivy High IncomePairCorr
  0.95WHIAX Ivy High IncomePairCorr
  0.93IHIFX Ivy High IncomePairCorr
  0.94IVHIX Ivy High IncomePairCorr
  0.99JVMCX John Hancock DisciplinedPairCorr
  0.93CEYIX Calvert Equity PortfolioPairCorr
  0.98VFIFX Vanguard Target RetiPairCorr
  0.98GSFRX Goldman Sachs HighPairCorr
  0.98JAAIX Alternative AssetPairCorr
  0.98MEGMX Matthews Emerging MarketsPairCorr
  0.97AADSX Invesco Growth AllocationPairCorr
  0.9RAPZX Cohen Steers RealPairCorr
  0.95MXKJX Great West GoldmanPairCorr
  0.89ASVIX Small Cap ValuePairCorr
  0.99ACSYX Invesco ComstockPairCorr
  0.98WGGNX William Blair GlobalPairCorr
  0.97RLBBX American BalancedPairCorr
  0.9SNCAX California MunicipalPairCorr
  0.99ERBCX Eaton Vance RichardPairCorr
  0.89CEMCX Calvert Emerging MarketsPairCorr
  0.98ADX Adams Diversified EquityPairCorr
  0.86MSFAX Global Franchise PorPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Osterweis Mutual Fund performing well and Osterweis Fund 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 Osterweis Fund'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
OSTFX  0.57  0.19  0.01 (2.86) 0.45 
(0.63)
 1.56 
(1.22)
 3.89 
OSTGX  0.88  0.22  0.00 (0.52) 1.01 
(0.94)
 2.25 
(1.52)
 6.55 
OSTIX  0.09  0.03 (1.10) 0.50  0.00 
(0.14)
 0.18 
(0.09)
 0.72 
OSTVX  0.36  0.13 (0.08)(2.66) 0.17 
(0.43)
 0.97 
(0.79)
 2.53 
RLBCX  0.39  0.17 (0.02)(2.85) 0.20 
(0.47)
 1.31 
(0.87)
 2.72 
NBMIX  0.83  0.06  0.06  0.22  0.66 
(0.98)
 2.21 
(1.31)
 5.10 
FDSCX  0.87  0.09  0.09  0.25  0.80 
(0.97)
 2.34 
(1.63)
 6.13 
FFTYX  0.68  0.13  0.13  0.30  0.36 
(0.78)
 1.99 
(0.82)
 5.11 
AIENX  0.25  0.02 (0.46) 1.46  0.21 
(0.29)
 0.47 
(0.46)
 1.29 
NWGSX  0.94 (0.04)(0.02) 0.13  0.98 
(1.06)
 1.97 
(2.12)
 6.10 

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