Wcm Focused Related Correlations
WFEMX Fund | USD 13.24 0.24 1.85% |
Correlations
0.96 | 0.92 | 0.85 | 0.6 | WCMRX | ||
0.96 | 0.86 | 0.93 | 0.68 | ARTYX | ||
0.92 | 0.86 | 0.72 | 0.59 | MFAPX | ||
0.85 | 0.93 | 0.72 | 0.57 | CEMVX | ||
0.6 | 0.68 | 0.59 | 0.57 | WAESX | ||
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
WCMRX | 0.67 | (0.01) | 0.00 | 0.07 | 0.61 | 1.53 | 4.09 | |||
ARTYX | 0.83 | 0.03 | 0.04 | 0.11 | 0.88 | 1.98 | 5.24 | |||
MFAPX | 0.72 | (0.06) | (0.04) | 0.04 | 0.79 | 1.63 | 4.74 | |||
CEMVX | 0.63 | 0.10 | 0.09 | 0.22 | 0.57 | 1.25 | 3.94 | |||
WAESX | 0.64 | (0.08) | 0.00 | (0.04) | 0.00 | 1.34 | 3.28 |