William Blair Correlations
| BGGIX Fund | USD 10.51 0.04 0.38% |
The current 90-days correlation between William Blair Global and Vanguard Reit Index is 0.29 (i.e., Modest diversification). The correlation of William Blair 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.
William Blair Correlation With Market
Good diversification
The correlation between William Blair Global and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding William Blair Global and DJI in the same portfolio, assuming nothing else is changed.
WILLIAM |
Moving together with WILLIAM Mutual Fund
| 0.73 | WSMDX | William Blair Small | PairCorr |
| 0.73 | WSMRX | William Blair Small | PairCorr |
| 0.75 | WSMNX | William Blair Small | PairCorr |
| 0.95 | WBGSX | William Blair Growth | PairCorr |
| 0.63 | WBIGX | William Blair Intern | PairCorr |
| 0.61 | WBIRX | William Blair Intern | PairCorr |
| 0.74 | WBSNX | William Blair Small | PairCorr |
| 0.69 | WBSIX | William Blair Small | PairCorr |
| 0.69 | WBSRX | William Blair Small | PairCorr |
| 0.62 | WBVNX | William Blair Small | PairCorr |
| 0.62 | WBVRX | William Blair Small | PairCorr |
| 1.0 | WGFIX | William Blair Global | PairCorr |
| 0.9 | BGFRX | William Blair Growth | PairCorr |
| 0.9 | BGFIX | William Blair Growth | PairCorr |
| 0.61 | BIGIX | William Blair Intern | PairCorr |
| 0.62 | ICSCX | Icm Small Pany | PairCorr |
| 0.63 | LCGFX | William Blair Large | PairCorr |
| 0.65 | LCGNX | William Blair Large | PairCorr |
| 0.64 | FNFPX | American Funds New | PairCorr |
| 0.64 | FFPNX | American Funds New | PairCorr |
| 0.67 | NPFCX | New Perspective | PairCorr |
| 0.65 | ANWPX | New Perspective | PairCorr |
Related Correlations Analysis
| 0.99 | 0.95 | 0.62 | 0.95 | 0.83 | 0.28 | VGSIX | ||
| 0.99 | 0.95 | 0.61 | 0.96 | 0.82 | 0.33 | REINX | ||
| 0.95 | 0.95 | 0.66 | 1.0 | 0.8 | 0.36 | TRREX | ||
| 0.62 | 0.61 | 0.66 | 0.66 | 0.62 | 0.14 | ZRPTUX | ||
| 0.95 | 0.96 | 1.0 | 0.66 | 0.8 | 0.36 | PAREX | ||
| 0.83 | 0.82 | 0.8 | 0.62 | 0.8 | 0.6 | FIKMX | ||
| 0.28 | 0.33 | 0.36 | 0.14 | 0.36 | 0.6 | NRSCX | ||
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Risk-Adjusted Indicators
There is a big difference between WILLIAM Mutual Fund performing well and William Blair 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 William Blair'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VGSIX | 0.92 | 0.00 | 0.00 | (0.07) | 0.00 | 1.73 | 4.57 | |||
| REINX | 0.90 | (0.01) | 0.00 | (0.08) | 0.00 | 1.61 | 4.62 | |||
| TRREX | 1.03 | (0.09) | 0.00 | (0.19) | 0.00 | 1.63 | 6.60 | |||
| ZRPTUX | 0.08 | (0.01) | 0.00 | (0.92) | 0.00 | 0.15 | 0.98 | |||
| PAREX | 1.02 | (0.08) | 0.00 | (0.19) | 0.00 | 1.65 | 6.34 | |||
| FIKMX | 0.26 | 0.03 | 0.20 | 0.08 | 0.30 | 0.59 | 1.36 | |||
| NRSCX | 0.18 | 0.00 | 0.24 | 0.08 | 0.22 | 0.31 | 1.00 |