Westcore Global Correlations

WIMVX Fund

USD 11.93 0.01 0.08%

The current 90-days correlation between Westcore Global Large and Westcore Orado Tax Exempt is -0.07 (i.e., Good diversification). The correlation of Westcore Global 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.

Westcore Global Correlation With Market

Good diversification

The correlation between Westcore Global Large Cap and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Westcore Global Large Cap 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 Westcore Global Large Cap. 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 real.

Moving together with Westcore Mutual Fund

0.97	SBASX	Segall Bryant Hamill	Pair Corr
0.87	SBAPX	Segall Bryant Hamill	Pair Corr
0.75	SBEMX	Segall Bryant Hamill	Pair Corr
0.99	SBHAX	Segall Bryant Hamill	Pair Corr
0.76	SBHCX	Segall Bryant Hamill	Pair Corr
0.75	SBHEX	Segall Bryant Hamill	Pair Corr
0.68	SBHPX	Segall Bryant Hamill	Pair Corr
0.72	SBHSX	Segall Bryant Hamill	Pair Corr
0.75	SBHVX	Segall Bryant Hamill	Pair Corr
0.75	SBRVX	Segall Bryant Hamill	Pair Corr
0.77	SBRAX	Segall Bryant Hamill	Pair Corr
0.72	SBSIX	Segall Bryant Hamill	Pair Corr
0.64	WTCOX	Westcore Orado Tax	Pair Corr
0.65	WTIBX	Westcore Plus Bond	Pair Corr
0.76	WTMVX	Westcore Global Large	Pair Corr
0.72	WTLTX	Westcore Flexible Income	Pair Corr
0.76	WTSGX	Westcore Small Cap	Pair Corr
0.88	WTTAX	Westcore Municipal	Pair Corr
0.68	CIEQX	Segall Bryant Hamll	Pair Corr
0.67	CIQRX	Segall Bryant Hamll	Pair Corr
0.64	WICOX	Westcore Orado Tax	Pair Corr
0.72	WILTX	Westcore Flexible Income	Pair Corr
0.77	WISGX	Westcore Small Cap	Pair Corr
0.65	WITAX	Westcore Municipal	Pair Corr
0.98	FCWGX	American Funds Capital	Pair Corr
0.98	FWCGX	American Funds Capital	Pair Corr
0.8	CWGIX	Capital World Growth	Pair Corr
0.8	CWGFX	Capital World Growth	Pair Corr
0.8	CWGCX	Capital World Growth	Pair Corr
0.98	RWIFX	Capital World Growth	Pair Corr
0.8	CWICX	Capital World Growth	Pair Corr
0.98	RWIAX	Capital World Growth	Pair Corr
0.8	CWIAX	Capital World Growth	Pair Corr
0.98	WGIFX	Capital World Growth	Pair Corr
0.7	FSMMX	Fs Multi Strategy	Pair Corr
0.67	BTMPX	Ishares Msci Eafe	Pair Corr
0.67	BTMKX	Blackrock International	Pair Corr
0.67	MDIIX	Blackrock Intern Index	Pair Corr

Related Correlations Analysis

	WICOX	WIIBX	WIMVX	WILTX	WISGX	WITAX	SBASX	SBAPX	SBEMX
WICOX		0.76	0.64	0.9	0.84	0.92	0.62	0.53	0.85	WICOX
WIIBX	0.76		0.57	0.8	0.63	0.83	0.54	0.72	0.71	WIIBX
WIMVX	0.64	0.57		0.72	0.77	0.65	0.97	0.87	0.75	WIMVX
WILTX	0.9	0.8	0.72		0.95	0.94	0.68	0.66	0.97	WILTX
WISGX	0.84	0.63	0.77	0.95		0.86	0.73	0.61	0.95	WISGX
WITAX	0.92	0.83	0.65	0.94	0.86		0.64	0.65	0.92	WITAX
SBASX	0.62	0.54	0.97	0.68	0.73	0.64		0.84	0.73	SBASX
SBAPX	0.53	0.72	0.87	0.66	0.61	0.65	0.84		0.68	SBAPX
SBEMX	0.85	0.71	0.75	0.97	0.95	0.92	0.73	0.68		SBEMX
	WICOX	WIIBX	WIMVX	WILTX	WISGX	WITAX	SBASX	SBAPX	SBEMX

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Risk-Adjusted Indicators

There is a big difference between Westcore Mutual Fund performing well and Westcore Global 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 Westcore Global'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
WICOX	0.08	0.00	(0.81)	0.10	0.00	(0.12)	0.20	(0.19)	0.59
WIIBX	0.25	0.01	(0.34)	0.23	0.23	(0.27)	0.44	(0.54)	1.21
WIMVX	0.56	0.24	0.16	(4.77)	0.23	(0.72)	1.72	(0.83)	4.07
WILTX	0.13	0.03	(0.46)	0.46	0.00	(0.21)	0.36	(0.23)	0.83
WISGX	0.85	0.09	0.08	0.21	0.79	(0.94)	2.15	(1.49)	5.98
WITAX	0.11	0.02	(0.65)	(0.84)	0.00	(0.15)	0.21	(0.21)	0.85
SBASX	0.84	0.27	0.14	(3.41)	0.59	(1.02)	2.17	(1.34)	6.32
SBAPX	0.06	0.01	(0.99)	1.77	0.00	(0.11)	0.10	(0.10)	0.40
SBEMX	0.51	0.28	0.18	(19.14)	0.00	(0.65)	1.46	(1.11)	4.04

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Westcore Global Correlations

Westcore Global Correlation With Market

Good diversification

Moving together with Westcore Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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