Artisan International Correlations
| APDIX Fund | USD 30.12 0.19 0.63% |
The current 90-days correlation between Artisan International and Artisan Small Cap is 0.06 (i.e., Significant 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
Significant diversification
The correlation between Artisan International Fund and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan International Fund and DJI in the same portfolio, assuming nothing else is changed.
Artisan |
Moving together with Artisan Mutual Fund
| 0.75 | APDJX | Artisan International | PairCorr |
| 0.62 | APDHX | Artisan Global Equity | PairCorr |
| 1.0 | ARTIX | Artisan International | PairCorr |
| 0.63 | ARTHX | Artisan Global Equity | PairCorr |
| 0.75 | ARTJX | Artisan International | PairCorr |
| 0.62 | RERFX | Europacific Growth | PairCorr |
| 0.62 | AEPFX | Europacific Growth | PairCorr |
Related Correlations Analysis
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| APDSX | 0.96 | 0.02 | 0.03 | 0.13 | 1.13 | 2.03 | 5.77 | |||
| SCYVX | 0.95 | 0.14 | 0.03 | 1.42 | 0.90 | 2.22 | 7.36 | |||
| MSSGX | 1.48 | 0.58 | 0.31 | 7.97 | 1.07 | 3.46 | 7.23 | |||
| MMGEX | 0.87 | (0.02) | 0.03 | 0.11 | 0.94 | 1.92 | 6.50 | |||
| VSCPX | 0.76 | 0.17 | 0.08 | 1.35 | 0.67 | 1.75 | 5.35 | |||
| BSGSX | 0.79 | 0.18 | 0.08 | 0.85 | 0.83 | 1.90 | 5.09 | |||
| HSLIX | 0.94 | (0.03) | 0.01 | 0.09 | 1.07 | 1.94 | 6.85 | |||
| MRVSX | 0.94 | 0.14 | 0.03 | 1.66 | 0.77 | 1.94 | 7.77 |