Westcore Small-cap Correlations

WTSGX Fund

USD 22.71 0.17 0.75%

The current 90-days correlation between Westcore Small Cap and Qs Large Cap is 0.06 (i.e., Significant diversification). The correlation of Westcore Small-cap 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.

Westcore Small-cap Correlation With Market

Average diversification

The correlation between Westcore Small Cap Growth and DJI is 0.15 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Westcore Small Cap Growth and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Westcore Small Cap Growth. 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 rate.

Moving together with Westcore Mutual Fund

0.77	SBRVX	Segall Bryant Hamill	Pair Corr
1.0	WISGX	Westcore Small Cap	Pair Corr
0.79	VSGAX	Vanguard Small Cap	Pair Corr
0.79	VSGIX	Vanguard Small Cap	Pair Corr
0.61	VISGX	Vanguard Small Cap	Pair Corr
0.67	VEXPX	Vanguard Explorer	Pair Corr
0.67	VEXRX	Vanguard Explorer	Pair Corr
0.67	JGMIX	Janus Triton	Pair Corr
0.67	JGMAX	Janus Triton	Pair Corr
0.66	JGMNX	Janus Triton	Pair Corr

Related Correlations Analysis

	LMUSX	QNZIX	SEKRX	OPTCX	FHTFX	DBELX	VWAHX
LMUSX		0.84	0.86	0.9	0.83	0.79	0.82	LMUSX
QNZIX	0.84		0.94	0.88	0.89	0.91	0.88	QNZIX
SEKRX	0.86	0.94		0.91	0.87	0.88	0.86	SEKRX
OPTCX	0.9	0.88	0.91		0.84	0.84	0.83	OPTCX
FHTFX	0.83	0.89	0.87	0.84		0.94	0.99	FHTFX
DBELX	0.79	0.91	0.88	0.84	0.94		0.91	DBELX
VWAHX	0.82	0.88	0.86	0.83	0.99	0.91		VWAHX
	LMUSX	QNZIX	SEKRX	OPTCX	FHTFX	DBELX	VWAHX

Risk-Adjusted Indicators

There is a big difference between Westcore Mutual Fund performing well and Westcore Small-cap 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 Westcore Small-cap'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
LMUSX	0.56	0.03	0.03	0.09	0.76	(0.52)	1.25	(1.38)	3.59
QNZIX	0.60	0.12	0.07	48.15	0.73	(0.64)	1.23	(1.11)	4.01
SEKRX	0.80	0.08	0.02	1.66	1.03	(0.81)	1.54	(1.20)	5.48
OPTCX	0.17	0.01	(0.19)	0.27	0.10	(0.22)	0.41	(0.30)	1.01
FHTFX	0.13	0.06	0.03	1.72	0.00	(0.24)	0.39	(0.13)	1.16
DBELX	0.22	0.04	(0.06)	2.92	0.18	(0.24)	0.42	(0.53)	1.28
VWAHX	0.14	0.07	0.07	16.03	0.00	(0.24)	0.48	(0.19)	0.97

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Westcore Small-cap Correlations

Westcore Small-cap Correlation With Market

Average diversification

Moving together with Westcore Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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