WESTWOOD SMALLCAP Competition
| WHGSX Fund | USD 19.84 -0.19 -0.95% |
Correlation: WESTWOOD SMALLCAP vs QUEENS ROAD Summary
Very poor diversification
The correlation between WESTWOOD SMALLCAP and QUEENS ROAD is 0.85, which Macroaxis classifies as Very poor diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
Moving together with WESTWOOD Mutual Fund
The mean reversion principle applied to WESTWOOD SMALLCAP's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of WESTWOOD SMALLCAP's price dislocation is essential before acting on a mean reversion signal.
WESTWOOD SMALLCAP Competition Correlation Matrix
Correlation analysis between Westwood Smallcap Value and its competitors provides context for understanding whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.
Risk-Adjusted Indicators
Strong recent returns in WESTWOOD Mutual Fund do not always mean WESTWOOD SMALLCAP Mutual Fund is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HNTVX | 0.83 | 0.16 | 0.14 | 0.06 | 1.00 | 1.67 | 5.02 | |||
| DBMAX | 1.11 | -0.06 | 0.00 | 0.19 | 0.00 | 2.16 | 6.73 | |||
| HRTVX | 0.83 | 0.16 | 0.14 | 0.06 | 1.00 | 1.69 | 5.00 | |||
| COVAX | 0.83 | 0.04 | 0.12 | -0.23 | 1.00 | 1.66 | 5.22 | |||
| MDRFX | 0.66 | -0.05 | 0.00 | 0.13 | 0.00 | 1.35 | 3.70 | |||
| GTSCX | 0.88 | 0.04 | 0.00 | -0.04 | 0.00 | 1.69 | 5.18 | |||
| ARSVX | 0.69 | -0.01 | 0.00 | -0.08 | 0.00 | 1.48 | 4.12 | |||
| ICSCX | 0.76 | 0.11 | 0.10 | 0.03 | 1.01 | 1.57 | 4.91 | |||
| TQSMX | 0.84 | 0.08 | 0.06 | -0.01 | 1.17 | 1.23 | 5.93 | |||
| QRSVX | 0.70 | 0.12 | 0.14 | 0.05 | 0.81 | 1.41 | 4.19 |
WESTWOOD SMALLCAP Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
WESTWOOD SMALLCAP Competition Peer Performance Charts
How to Analyze WESTWOOD SMALLCAP Against Peers
WESTWOOD SMALLCAP's peer analysis compares WESTWOOD SMALLCAP with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether WESTWOOD SMALLCAP trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where WESTWOOD SMALLCAP leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Analyst consensus for WESTWOOD SMALLCAP shows a wider price target range than peers, reflecting higher uncertainty about fair value. Institutional ownership changes across WESTWOOD SMALLCAP's peer set can reflect shifts in professional positioning. The peer set can help frame whether recent outperformance is broad-based or company-specific.
For Westwood Smallcap Value, this section uses fund disclosures and market reference feeds and standardizes the results for cross-period comparison. Intraday timing differences may exist.