Wcm International Correlations

Mutual Funds . USA . 
Fund . Wcm International Small
WCMSX Fund  USD 25.82  0.04  0.15%   
The current 90-days correlation between Wcm International Small and Investment Managers Series is -0.24 (i.e., Very good diversification). The correlation of Wcm 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.

Wcm International Correlation With Market

Good diversification

The correlation between Wcm International Small and DJI is -0.08 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wcm International Small and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Wcm International Small. 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 Wcm Mutual Fund

  0.99WCFEX Investment ManagersPairCorr
  1.0WCFOX Wcm Focused InternationalPairCorr
  1.0WCMOX Wcm Focused InternationalPairCorr
  0.93WCMNX Wcm Small CapPairCorr
  0.93WCMLX Wcm Small CapPairCorr
  0.89WCMJX Wcm Focused SmallPairCorr
  0.99WCMWX Investment ManagersPairCorr
  0.99WCMVX Wcm Focused InternationalPairCorr
  0.97WCMRX Wcm Focused InternationalPairCorr
  0.81WCMAX Wcm Mid CapPairCorr
  0.97WCMIX Wcm Focused InternationalPairCorr
  0.97WCMGX Wcm Focused GlobalPairCorr
  0.89WCMFX Wcm Focused SmallPairCorr
  0.99WCMEX Wcm Focused EmergingPairCorr
  0.86WCMCX Wcm China QualityPairCorr
  0.86WCQGX Wcm China QualityPairCorr
  0.99WFEMX Wcm Focused EmergingPairCorr
  0.97WFGGX Wcm Focused GlobalPairCorr
  0.98WLIVX Wcm Focused InternationalPairCorr
  0.83WMIDX Wcm Mid CapPairCorr
  0.83WMVYX Wcm Mid CapPairCorr
  0.98OSMYX Oppenheimer Intl SmallPairCorr
  0.98OSCIX Oppenheimer Intl SmallPairCorr
  0.99OSMNX Oppenheimer Intl SmallPairCorr
  0.99TIDDX T Rowe PricePairCorr
  0.98MIDGX Mfs International NewPairCorr
  0.99MIDHX Mfs International NewPairCorr
  0.98MIDRX Mfs International NewPairCorr
  0.72NHS Neuberger Berman HighPairCorr
  0.96JOGEX Johcm Global EquityPairCorr
  0.96AIAFX Alpine Global InfrasPairCorr
  0.98FXAIX Fidelity 500 IndexPairCorr
  0.95GNSRX Aberdeen Small CapPairCorr
  0.89TSIIX Thornburg StrategicPairCorr
  0.97TEFQX Firsthand TechnologyPairCorr
  0.97FSMAX Fidelity Extended MarketPairCorr
  0.98FNCMX Fidelity Nasdaq PositePairCorr
  0.95JEQSX Johnson Equity IncomePairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Wcm Mutual Fund performing well and Wcm 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 Wcm 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
WCFEX  0.63  0.32  0.38  0.92  0.00 
(0.84)
 1.98 
(0.86)
 3.75 
WCFOX  0.67  0.38  0.30 (2.62) 0.00 
(0.87)
 1.92 
(1.12)
 4.09 
WCMOX  0.67  0.38  0.28 (2.77) 0.00 
(0.88)
 1.82 
(1.01)
 4.24 
WCMNX  0.92  0.09  0.09  0.21  0.80 
(1.04)
 2.31 
(1.67)
 7.20 
WCMLX  0.92  0.08  0.09  0.21  0.81 
(1.05)
 2.37 
(1.74)
 7.27 
WCMJX  0.82  0.00  0.01  0.14  0.88 
(0.94)
 2.03 
(1.56)
 6.44 
WCMWX  0.63  0.32  0.38  0.92  0.00 
(0.88)
 1.92 
(0.93)
 3.74 
WCMVX  0.62  0.31  0.21 (3.60) 0.17 
(0.74)
 1.93 
(0.97)
 3.93 
WCMSX  0.55  0.37  0.27 (5.84) 0.00 
(0.67)
 1.65 
(1.04)
 4.01 
WCMRX  0.61  0.16  0.13  0.44  0.36 
(0.71)
 1.69 
(0.92)
 3.97 

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