Osterweis Strategic Correlations

OSTIX Fund

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The current 90-days correlation between Osterweis Strategic and Jpmorgan Smartretirement 2025 is 0.42 (i.e., Very weak diversification). The correlation of Osterweis Strategic 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.

Osterweis Strategic Correlation With Market

Almost no diversification

The correlation between Osterweis Strategic Income and DJI is 0.9 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Osterweis Strategic Income and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Osterweis Strategic Income. 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 gross domestic product.

Moving together with Osterweis Mutual Fund

0.94	OSTFX	Osterweis Fund Investor	Pair Corr
0.93	OSTGX	Osterweis Emerging	Pair Corr
0.97	OSTVX	Osterweis Strategic	Pair Corr
0.96	AHTCX	American High Income	Pair Corr
0.95	AHTFX	American High Income	Pair Corr
0.95	AHITX	American High Income	Pair Corr
0.97	BHYCX	Blackrock Hi Yld	Pair Corr
0.97	BHYIX	Blackrock High Yield	Pair Corr
0.97	BHYSX	Blackrock Hi Yld	Pair Corr
0.97	BHYAX	Blackrock High Yield	Pair Corr
0.96	VWEHX	Vanguard High Yield	Pair Corr
0.96	VWEAX	Vanguard High Yield	Pair Corr
0.96	PHYZX	Prudential High Yield	Pair Corr
0.81	PDI	Pimco Dynamic Income	Pair Corr
0.71	ARIIX	Ab Global Real	Pair Corr
0.89	FLMVX	Jpmorgan Mid Cap	Pair Corr
0.67	ARYTX	Global Real Estate	Pair Corr
0.94	FMNEX	Free Market International	Pair Corr
0.91	ITACX	Transamerica Short Term	Pair Corr
0.94	PVFIX	Pinnacle Value	Pair Corr
0.79	VFINX	Vanguard 500 Index	Pair Corr
0.89	QMORX	Aqr Large Cap	Pair Corr
0.93	RTIUX	Tax-managed International	Pair Corr
0.79	MBDIX	Mfs Porate Bond	Pair Corr
0.92	LAMCX	Lord Abbett Calibrated	Pair Corr
0.76	HTCIX	Hennessy Technology	Pair Corr
0.96	SECUX	Guggenheim Styleplus	Pair Corr
0.79	VFIAX	Vanguard 500 Index	Pair Corr
0.91	GSCYX	Small Cap Equity	Pair Corr
0.95	PDIDX	Prudential Day One	Pair Corr

Moving against Osterweis Mutual Fund

0.87	TCTGX	Transamerica Cleartrack	Pair Corr
0.86	TDKTX	Cleartrack 2015 Class	Pair Corr
0.86	TCTJX	Transamerica Cleartrack	Pair Corr
0.33	USPSX	Profunds Ultrashort	Pair Corr
0.94	UIPIX	Ultrashort Mid Cap	Pair Corr
0.87	TCSUX	Cleartrack 2020 Class	Pair Corr
0.8	CESGX	Coho Relative Value	Pair Corr

Related Correlations Analysis

	OSTFX	OSTGX	OSTVX	MLPLX	FIKVX	WAASX	RLEMX	TTIIX	JNSAX
OSTFX		0.89	0.97	0.52	0.83	0.84	0.73	0.87	0.96	OSTFX
OSTGX	0.89		0.92	0.64	0.83	0.86	0.77	0.91	0.88	OSTGX
OSTVX	0.97	0.92		0.62	0.9	0.89	0.8	0.92	0.93	OSTVX
MLPLX	0.52	0.64	0.62		0.85	0.85	0.92	0.76	0.68	MLPLX
FIKVX	0.83	0.83	0.9	0.85		0.96	0.96	0.96	0.9	FIKVX
WAASX	0.84	0.86	0.89	0.85	0.96		0.93	0.93	0.92	WAASX
RLEMX	0.73	0.77	0.8	0.92	0.96	0.93		0.92	0.83	RLEMX
TTIIX	0.87	0.91	0.92	0.76	0.96	0.93	0.92		0.91	TTIIX
JNSAX	0.96	0.88	0.93	0.68	0.9	0.92	0.83	0.91		JNSAX
	OSTFX	OSTGX	OSTVX	MLPLX	FIKVX	WAASX	RLEMX	TTIIX	JNSAX

Risk-Adjusted Indicators

There is a big difference between Osterweis Mutual Fund performing well and Osterweis Strategic 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 Osterweis Strategic'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
OSTFX	0.66	0.12	0.10	(0.94)	0.62	(0.79)	1.23	(1.16)	7.79
OSTGX	0.93	0.08	0.07	0.11	0.96	(1.06)	2.12	(1.87)	5.28
OSTVX	0.38	0.05	0.01	(0.87)	0.38	(0.41)	0.84	(0.69)	2.46
MLPLX	0.76	0.28	0.25	(5.00)	0.57	(0.93)	1.86	(1.26)	3.98
FIKVX	0.17	0.03	(0.05)	1.04	0.00	(0.21)	0.42	(0.35)	0.98
WAASX	0.08	0.01	(0.19)	0.44	0.00	(0.14)	0.22	(0.11)	0.44
RLEMX	0.52	0.18	0.25	0.44	0.20	(0.62)	1.29	(1.09)	2.64
TTIIX	0.50	0.03	0.02	0.08	0.60	(0.54)	1.04	(1.18)	3.15
JNSAX	0.32	0.09	0.13	(2.65)	0.00	(0.40)	0.61	(0.48)	4.68

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