Wcm Focused Correlations

WCMFX Fund

USD 14.83 0.03 0.20%

The current 90-days correlation between Wcm Focused Small and Locorr Dynamic Equity is 0.06 (i.e., Significant diversification). The correlation of Wcm Focused 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 Focused Correlation With Market

Significant diversification

The correlation between Wcm Focused Small and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wcm Focused 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 Focused 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 census.

Moving together with Wcm Mutual Fund

0.82	VSIIX	Vanguard Small Cap	Pair Corr
0.82	VISVX	Vanguard Small Cap	Pair Corr
0.83	DFSVX	Us Small Cap	Pair Corr
0.83	DFFVX	Us Targeted Value	Pair Corr
0.81	UBVCX	Undiscovered Managers	Pair Corr
0.81	UBVAX	Undiscovered Managers	Pair Corr
0.81	UBVSX	Undiscovered Managers	Pair Corr
0.83	AVFIX	American Beacon Small	Pair Corr
0.78	KSOCX	Kinetics Small Cap	Pair Corr
0.75	KINAX	Kinetics Internet	Pair Corr
0.78	KNPCX	Kinetics Paradigm Steady Growth	Pair Corr
0.78	WWNPX	Kinetics Paradigm Steady Growth	Pair Corr
0.78	KSCYX	Kinetics Small Cap	Pair Corr
0.78	KNPAX	Kinetics Paradigm Steady Growth	Pair Corr
0.78	KSCOX	Kinetics Small Cap	Pair Corr
0.78	LSHUX	Horizon Spin Off Steady Growth	Pair Corr
0.75	KINCX	Kinetics Internet	Pair Corr
0.71	CSCO	Cisco Systems Sell-off Trend	Pair Corr
0.66	INTC	Intel Fiscal Year End 23rd of January 2025	Pair Corr
0.67	DIS	Walt Disney Sell-off Trend	Pair Corr
0.75	CVX	Chevron Corp Sell-off Trend	Pair Corr
0.71	BAC	Bank of America Aggressive Push	Pair Corr
0.7	WMT	Walmart Aggressive Push	Pair Corr

Moving against Wcm Mutual Fund

0.62	KO	Coca Cola Aggressive Push	Pair Corr
0.59	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.34	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr

Related Correlations Analysis

	LEQCX	DFVEX	DIVHX	LOGRX	OIEQX	SRFMX	GSCYX	FLDFX
LEQCX		0.96	0.83	0.93	0.95	0.83	0.96	0.8	LEQCX
DFVEX	0.96		0.88	0.95	0.98	0.88	0.98	0.89	DFVEX
DIVHX	0.83	0.88		0.86	0.91	0.78	0.81	0.89	DIVHX
LOGRX	0.93	0.95	0.86		0.95	0.89	0.96	0.86	LOGRX
OIEQX	0.95	0.98	0.91	0.95		0.84	0.94	0.84	OIEQX
SRFMX	0.83	0.88	0.78	0.89	0.84		0.89	0.91	SRFMX
GSCYX	0.96	0.98	0.81	0.96	0.94	0.89		0.87	GSCYX
FLDFX	0.8	0.89	0.89	0.86	0.84	0.91	0.87		FLDFX
	LEQCX	DFVEX	DIVHX	LOGRX	OIEQX	SRFMX	GSCYX	FLDFX

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Risk-Adjusted Indicators

There is a big difference between Wcm Mutual Fund performing well and Wcm Focused 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 Focused'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
LEQCX	0.39	0.05	(0.02)	0.22	0.16	(0.47)	0.95	(0.71)	2.38
DFVEX	0.63	(0.01)	0.00	0.12	0.63	(0.73)	1.41	(1.06)	5.26
DIVHX	0.49	0.02	(0.03)	0.15	0.30	(0.56)	1.12	(0.74)	2.83
LOGRX	0.47	(0.01)	(0.11)	0.11	0.39	(0.52)	0.86	(0.89)	2.96
OIEQX	0.52	0.01	(0.02)	0.14	0.29	(0.64)	1.12	(0.83)	3.65
SRFMX	0.53	(0.04)	(0.10)	0.07	0.67	(0.57)	0.99	(1.30)	3.50
GSCYX	0.86	(0.03)	0.02	0.10	0.83	(1.06)	2.14	(1.37)	7.13
FLDFX	0.41	(0.05)	(0.17)	0.05	0.51	(0.45)	0.64	(0.98)	2.60

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