Artisan International Correlations

Mutual Funds . USA . 
Fund . Artisan International Small
APHJX Fund  USD 20.00  0.15  0.76%   
The current 90-days correlation between Artisan International and Oakmark International Small is 0.46 (i.e., Very weak 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

Poor diversification

The correlation between Artisan International Small and DJI is 0.6 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan International Small and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Artisan International Small. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis.

Moving together with Artisan Mutual Fund

  0.97APDNX Artisan Select EquityPairCorr
  0.98APHSX Artisan Small CapPairCorr
  0.97APHNX Artisan Select EquityPairCorr
  0.98APHQX Artisan Mid CapPairCorr
  0.93APHKX Artisan InternationalPairCorr
  0.98APHMX Artisan Mid CapPairCorr
  0.98APHLX Artisan ValuePairCorr
  0.97APHGX Artisan Global ValuePairCorr
  0.82APHFX Artisan High IncomePairCorr
  0.96APHIX Artisan InternationalPairCorr
  0.96APHHX Artisan Global EquityPairCorr
  0.68APHEX Artisan Emerging MarketsPairCorr
  0.97APHDX Artisan Global DiscoveryPairCorr
  0.97ARTNX Artisan Select EquityPairCorr
  0.94OSMYX Oppenheimer Intl SmallPairCorr
  0.94OSCIX Oppenheimer Intl SmallPairCorr
  0.93OSMNX Oppenheimer Intl SmallPairCorr
  0.95TIDDX T Rowe PricePairCorr
  0.91MIDCX Mfs International NewPairCorr
  0.85MIDBX Mfs International NewPairCorr
  0.91MWNIX Mfs International NewPairCorr
  0.74SMPSX Semiconductor UltrasectorPairCorr
  0.68SMPIX Semiconductor UltrasectorPairCorr
  0.83RMQAX Monthly RebalancePairCorr
  0.86RMQHX Monthly RebalancePairCorr
  0.8UOPIX Ultra Nasdaq 100PairCorr
  0.77FSELX Fidelity Select SemiPairCorr
  0.81FGPMX Franklin Gold AndPairCorr
  0.88VQNPX Vanguard Growth AndPairCorr
  0.88RRTCX T Rowe PricePairCorr
  0.94JDSNX Perkins Small CapPairCorr
  0.82FSAGX Gold Portfolio Gold Steady GrowthPairCorr
  0.87PQTNX Pimco Trends ManagedPairCorr

Moving against Artisan Mutual Fund

  0.56APHYX Artisan Developing WorldPairCorr
  0.72RMQCX Monthly RebalancePairCorr
  0.49ONERX One Rock FundPairCorr

Related Correlations Analysis


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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
OAKEX  0.65  0.02  0.01  0.11  0.74 
(0.73)
 1.35 
(1.33)
 5.79 
JDSAX  0.80  0.11  0.06  0.38  0.77 
(0.87)
 1.89 
(1.24)
 4.84 
GTSVX  1.36  0.11  0.10  0.15  1.37 
(1.65)
 2.57 
(2.93)
 10.72 
JSIVX  0.78  0.07  0.07  0.16  0.75 
(0.85)
 1.88 
(1.25)
 4.78 
CLXRX  0.84  0.19  0.22  0.23  0.51 
(1.01)
 1.52 
(1.20)
 17.76 
BBHLX  0.69 (0.01)(0.01) 0.07  0.92 
(0.69)
 1.44 
(1.29)
 3.62 
PZIEX  0.60  0.12  0.08  0.49  0.49 
(0.73)
 1.55 
(1.27)
 3.36 
VDEQX  0.65 (0.02)(0.02) 0.07  0.91 
(0.61)
 1.36 
(1.36)
 3.74 
AAGPX  0.62  0.05 (0.02) 0.37  0.69 
(0.68)
 1.20 
(1.24)
 3.27 
LZIOX  0.84  0.05  0.01  0.15  1.83 
(0.86)
 1.24 
(1.24)
 21.65 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2026 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY