Wasatch Emerging Markets Fund Volatility
| WIESX Fund | USD 18.32 0.12 0.66% |
Across the designated horizon, Wasatch Emerging Markets continues to post a minimal volatility profile. Wasatch Emerging Markets currently reflects a Sharpe Ratio (Efficiency) of -0.026, reflecting poor reward-to-volatility behavior over the last 3 months. 22 technical indicators currently contribute to the broader risk narrative.
Sharpe Ratio = -0.026
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| Negative Returns | WIESX |
For Wasatch Emerging Markets, recent data highlights a Market Risk Adjusted Performance of -0.05%, a Risk of 1.05, and a Risk Adjusted Performance of -0.02%. Monthly data shows WASATCH EMERGING is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to WASATCH EMERGING's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
WASATCH EMERGING's beta measures how much WASATCH EMERGING's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether WASATCH EMERGING's risk is primarily market-driven or company-specific.
WASATCH |
WASATCH EMERGING Volatility Strategy
Volatility in Wasatch Emerging Markets contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 1.05% with a beta coefficient of 0.63, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.026, evaluates return per unit of total risk. An alpha value of -0.0236 reflects performance relative to systematic market exposure. Expected return estimates near -0.0273% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to WASATCH EMERGING's market risk premium analysis include:
Beta 0.63 | Alpha -0.02 | Risk 1.05 | Sharpe Ratio -0.03 | Expected Return -0.03 |
Moving together with WASATCH Mutual Fund
| 1.0 | WAESX | Wasatch Emerging Markets | PairCorr |
| 0.77 | WAFMX | Wasatch Frontier Emerging | PairCorr |
| 0.61 | WAISX | Wasatch International | PairCorr |
| 0.77 | WIFMX | Wasatch Frontier Emerging | PairCorr |
Moving against WASATCH Mutual Fund
WASATCH EMERGING Sensitivity To Market
WASATCH EMERGING'sWasatch Emerging Markets relative market sensitivity is quantified by its beta value of 0.63. This regression-derived coefficient reflects systematic risk. Total return variability is about 1.05%.This summary describes how Wasatch Emerging Markets has moved rather than why it moved. Standard deviation is near 1.03% and downside deviation is near 0.0%. A fundโs downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze Wasatch Emerging Markets Demand TrendCheck current 90 days WASATCH EMERGING correlation with market (Dow Jones Industrial)WASATCH EMERGING Downside Risk
Standard deviation of WASATCH is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 1.05 |
For investors in WASATCH EMERGING, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in WASATCH EMERGING's returns. For Wasatch Emerging Markets, recent data highlights a Maximum Drawdown of 5.40.
Wasatch Emerging Markets Mutual Fund Volatility Analysis
Analyzing WASATCH EMERGING volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in WASATCH EMERGING's mutual fund price during volatile periods can trigger margin calls or forced exits.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Wasatch Emerging Markets Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
WASATCH EMERGING Projected Return Density Against Market
Assuming a 90-day horizon WASATCH EMERGING has a beta of 0.6288 . This entails as returns on the market go up, WASATCH EMERGING's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Wasatch Emerging Markets is expected to be smaller as well.WASATCH EMERGING remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For Wasatch Emerging Markets, recent data highlights a Mean Deviation of 0.79 and a Standard Deviation of 1.03.
Predicted Return Density |
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What Drives a WASATCH EMERGING Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.WASATCH EMERGING Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of WASATCH EMERGING is -3844.59. The daily returns are distributed with a variance of 1.1 and standard deviation of 1.05. The mean deviation of Wasatch Emerging Markets is currently at 0.8. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | -0.0236 | |
β | Beta against Dow Jones | 0.63 | |
σ | Overall volatility | 1.05 | |
Ir | Information ratio | -0.0154 |
WASATCH EMERGING Mutual Fund Return Volatility
WASATCH EMERGING historical daily return volatility represents how much of WASATCH EMERGING fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.0501% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between WASATCH Mutual Fund performing well and WASATCH EMERGING 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 WASATCH EMERGING'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 | ||
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| FFCGX | 0.60 | 0.06 | 0.07 | 0.05 | 0.80 | 1.02 | 4.54 | |||
| ACWDX | 0.95 | 0.18 | 0.18 | 0.20 | 0.84 | 1.47 | 13.97 | |||
| FKHEMX | 0.68 | 0.05 | 0.05 | 0.04 | 1.00 | 1.14 | 4.18 | |||
| FDNCX | 0.55 | 0.05 | 0.07 | 0.05 | 0.73 | 0.96 | 4.22 | |||
| FZNOPX | 0.61 | 0.08 | 0.12 | 0.14 | 0.64 | 1.40 | 3.10 | |||
| GRHAX | 1.49 | 0.33 | 0.16 | 0.33 | 1.90 | 2.50 | 8.30 | |||
| PMEGX | 1.11 | 0.36 | 0.43 | 0.59 | 0.39 | 1.54 | 27.92 | |||
| ARCHX | 0.38 | 0.09 | 0.18 | 0.17 | 0.33 | 0.80 | 2.89 |
About WASATCH EMERGING Volatility Analysis
Volatility for WASATCH EMERGING reflects NAV dispersion and exposure stability across disclosure periods. Return variability informs risk budgeting and diversification impact. 
Rifka Kats ยท Member of Macroaxis Editorial Board
Unless otherwise specified, financial data for Wasatch Emerging Markets is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
WASATCH Mutual Fund is Curated By:
Rifka Kats ยท Member of Macroaxis Editorial BoardWASATCH EMERGING Investment Opportunity
Measured over the selected horizon, Wasatch Emerging Markets carries roughly 1.36 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Wasatch Emerging Markets to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a moderate upward volatility. Check odds of WASATCH EMERGING to be traded at $20.15 in 90 days.Poor diversification
Across the chosen horizon, WIESX and DJI show a correlation of 0.77 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
WASATCH EMERGING Additional Risk Indicators
Risk analysis around Wasatch Emerging Markets becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.7882 | |||
| Coefficient Of Variation | -3,853 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Information Ratio | -0.02 |
WASATCH EMERGING Suggested Diversification Pairs
Pair trading with WASATCH EMERGING can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against WASATCH EMERGING as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. WASATCH EMERGING's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, WASATCH EMERGING's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Wasatch Emerging Markets.