William Blair Correlations
| WEDRX Fund | USD 8.17 0.01 0.12% |
The current 90-days correlation between William Blair Emerging and William Blair China is 0.28 (i.e., Modest diversification). The correlation of William Blair 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.
William Blair Correlation With Market
Significant diversification
The correlation between William Blair Emerging and DJI is 0.05 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding William Blair Emerging and DJI in the same portfolio, assuming nothing else is changed.
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Risk-Adjusted Indicators
There is a big difference between William Mutual Fund performing well and William Blair 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 William Blair'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| WRCGX | 1.37 | 0.20 | 0.04 | (2.85) | 1.31 | 4.71 | 9.42 | |||
| WSMDX | 0.74 | 0.00 | 0.02 | 0.13 | 0.86 | 1.42 | 5.10 | |||
| WSMRX | 0.74 | 0.01 | 0.02 | 0.13 | 0.86 | 1.42 | 5.08 | |||
| WSMNX | 0.74 | 0.00 | 0.02 | 0.13 | 0.86 | 1.45 | 5.06 | |||
| WBCIX | 0.69 | 0.01 | 0.02 | 0.14 | 0.74 | 1.47 | 4.66 | |||
| WBCRX | 0.69 | 0.01 | 0.02 | 0.13 | 0.77 | 1.46 | 4.71 | |||
| WBELX | 0.60 | (0.04) | (0.17) | (0.01) | 0.75 | 1.21 | 3.26 | |||
| WBEIX | 0.58 | (0.08) | 0.00 | (0.11) | 0.00 | 1.21 | 3.24 | |||
| WBENX | 0.59 | (0.08) | 0.00 | (0.11) | 0.00 | 1.24 | 3.40 | |||
| WBGSX | 0.70 | 0.01 | 0.01 | 0.14 | 0.91 | 1.51 | 4.98 |