Artisan International Correlations
| APDJX Fund | USD 17.43 0.02 0.11% |
The current 90-days correlation between Artisan International and Cmg Ultra Short is -0.11 (i.e., Good diversification). The correlation of Artisan 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.
Artisan International Correlation With Market
Good diversification
The correlation between Artisan International Small Mi and DJI is -0.09 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan International Small Mi and DJI in the same portfolio, assuming nothing else is changed.
Artisan |
Moving together with Artisan Mutual Fund
| 0.75 | APDWX | Artisan Value Income | PairCorr |
| 0.92 | APDYX | Artisan Developing World | PairCorr |
| 0.7 | APDOX | Artisan Emerging Markets | PairCorr |
| 0.62 | APDQX | Artisan Mid Cap | PairCorr |
| 0.69 | APDKX | Artisan International | PairCorr |
| 0.8 | APDLX | Artisan Value | PairCorr |
| 0.72 | APDGX | Artisan Global Value | PairCorr |
| 0.63 | APDFX | Artisan High Income | PairCorr |
| 0.61 | APDIX | Artisan International | PairCorr |
| 0.63 | APDHX | Artisan Global Equity | PairCorr |
| 0.78 | APDEX | Artisan Sustainable | PairCorr |
| 0.7 | APFWX | Artisan Value Income | PairCorr |
| 0.7 | APHWX | Artisan Value Income | PairCorr |
| 0.71 | APHOX | Artisan Emerging Markets | PairCorr |
| 0.8 | ARTLX | Artisan Value | PairCorr |
| 0.63 | ARTHX | Artisan Global Equity | PairCorr |
| 0.65 | ARTKX | Artisan International | PairCorr |
| 0.87 | ARTJX | Artisan International | PairCorr |
| 0.72 | ARTGX | Artisan Global Value | PairCorr |
| 0.61 | ARTFX | Artisan High Income | PairCorr |
| 0.92 | ARTYX | Artisan Developing World Potential Growth | PairCorr |
| 0.83 | ARTZX | Artisan Emerging Markets | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Artisan Mutual Fund performing well and Artisan 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 Artisan 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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CMGUX | 0.04 | 0.01 | 0.00 | (0.57) | 0.00 | 0.11 | 0.54 | |||
| AOUNX | 0.05 | 0.01 | 0.00 | (0.67) | 0.00 | 0.10 | 0.52 | |||
| BXDCX | 0.08 | 0.01 | 0.60 | (0.42) | 0.00 | 0.22 | 0.54 | |||
| RSDIX | 0.09 | 0.01 | 0.54 | (0.49) | 0.00 | 0.21 | 0.72 | |||
| FMUUX | 0.03 | 0.00 | 0.00 | (0.26) | 0.00 | 0.10 | 0.40 | |||
| PSTQX | 0.11 | 0.02 | 0.52 | 1.43 | 0.00 | 0.29 | 0.67 | |||
| BDMKX | 0.08 | 0.01 | 0.36 | (0.64) | 0.00 | 0.11 | 0.66 |