Correlation Between Wasatch Ultra and Wasatch International

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Can any of the company-specific risk be diversified away by investing in both Wasatch Ultra and Wasatch International at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining Wasatch Ultra and Wasatch International into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between Wasatch Ultra Growth and Wasatch International Select, you can compare the effects of market volatilities on Wasatch Ultra and Wasatch International and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Wasatch Ultra with a short position of Wasatch International. Check out your portfolio center. Please also check ongoing floating volatility patterns of Wasatch Ultra and Wasatch International.

Diversification Opportunities for Wasatch Ultra and Wasatch International

-0.45
  Correlation Coefficient

Very good diversification

The 3 months correlation between Wasatch and Wasatch is -0.45. Overlapping area represents the amount of risk that can be diversified away by holding Wasatch Ultra Growth and Wasatch International Select in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Wasatch International and Wasatch Ultra is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Wasatch Ultra Growth are associated (or correlated) with Wasatch International. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Wasatch International has no effect on the direction of Wasatch Ultra i.e., Wasatch Ultra and Wasatch International go up and down completely randomly.

Pair Corralation between Wasatch Ultra and Wasatch International

Assuming the 90 days horizon Wasatch Ultra Growth is expected to generate 1.83 times more return on investment than Wasatch International. However, Wasatch Ultra is 1.83 times more volatile than Wasatch International Select. It trades about 0.18 of its potential returns per unit of risk. Wasatch International Select is currently generating about -0.21 per unit of risk. If you would invest  3,046  in Wasatch Ultra Growth on September 12, 2025 and sell it today you would earn a total of  474.00  from holding Wasatch Ultra Growth or generate 15.56% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Against 
StrengthVery Weak
Accuracy98.44%
ValuesDaily Returns

Wasatch Ultra Growth  vs.  Wasatch International Select

 Performance 
       Timeline  
Wasatch Ultra Growth 

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Wasatch Ultra Growth are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak fundamental indicators, Wasatch Ultra showed solid returns over the last few months and may actually be approaching a breakup point.
Wasatch International 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Wasatch International Select has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.

Wasatch Ultra and Wasatch International Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with Wasatch Ultra and Wasatch International

The main advantage of trading using opposite Wasatch Ultra and Wasatch International positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if Wasatch Ultra position performs unexpectedly, Wasatch International can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Wasatch International will offset losses from the drop in Wasatch International's long position.
The idea behind Wasatch Ultra Growth and Wasatch International Select pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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