Wcm Sustainable Correlations
| WCMDX Fund | USD 14.35 0.00 0.00% |
The correlation of Wcm Sustainable 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 |
Related Correlations Analysis
| 0.84 | 0.92 | 0.84 | 0.64 | 0.9 | IGIEX | ||
| 0.84 | 0.9 | 0.77 | 0.87 | 0.91 | APDOX | ||
| 0.92 | 0.9 | 0.86 | 0.7 | 0.94 | BXECX | ||
| 0.84 | 0.77 | 0.86 | 0.62 | 0.92 | REMVX | ||
| 0.64 | 0.87 | 0.7 | 0.62 | 0.77 | AMTOX | ||
| 0.9 | 0.91 | 0.94 | 0.92 | 0.77 | CDHIX | ||
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Risk-Adjusted Indicators
There is a big difference between Wcm Mutual Fund performing well and Wcm Sustainable 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 Sustainable'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| IGIEX | 0.24 | 0.00 | 0.06 | 0.00 | 0.24 | 0.61 | 1.59 | |||
| APDOX | 0.16 | 0.03 | 0.12 | 1.29 | 0.07 | 0.30 | 1.07 | |||
| BXECX | 0.19 | 0.04 | 0.14 | (0.48) | 0.00 | 0.55 | 1.21 | |||
| REMVX | 0.78 | 0.09 | 0.09 | (0.99) | 0.93 | 1.67 | 5.76 | |||
| AMTOX | 0.45 | 0.08 | 0.14 | 0.19 | 0.41 | 1.00 | 2.56 | |||
| CDHIX | 0.68 | 0.08 | 0.08 | (0.31) | 0.85 | 1.44 | 4.90 |