Wasatch Frontier Correlations

WIFMX Fund

USD 3.87 0.01 0.26%

The current 90-days correlation between Wasatch Frontier Emerging and Kirr Marbach Partners is 0.6 (i.e., Poor diversification). The correlation of Wasatch Frontier 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.

Wasatch Frontier Correlation With Market

Very weak diversification

The correlation between Wasatch Frontier Emerging and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Wasatch Frontier Emerging and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Wasatch Frontier Emerging. 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 state.

Moving together with Wasatch Mutual Fund

0.64	WIESX	Wasatch Emerging Markets	Pair Corr
0.77	VEMAX	Vanguard Emerging Markets	Pair Corr
0.77	VEIEX	Vanguard Emerging Markets	Pair Corr
0.77	VEMIX	Vanguard Emerging Markets	Pair Corr
0.76	VEMRX	Vanguard Emerging Markets	Pair Corr
0.63	JACRX	James Alpha Global	Pair Corr

Related Correlations Analysis

	PMEGX	FMFTX	BWDTX	LMUSX	LAVVX	REVAX	HRSTX	KMVAX
PMEGX		0.85	0.89	0.93	0.82	0.74	1.0	0.88	PMEGX
FMFTX	0.85		0.92	0.85	0.8	0.94	0.82	0.91	FMFTX
BWDTX	0.89	0.92		0.89	0.92	0.83	0.88	0.87	BWDTX
LMUSX	0.93	0.85	0.89		0.88	0.73	0.92	0.92	LMUSX
LAVVX	0.82	0.8	0.92	0.88		0.67	0.82	0.81	LAVVX
REVAX	0.74	0.94	0.83	0.73	0.67		0.7	0.82	REVAX
HRSTX	1.0	0.82	0.88	0.92	0.82	0.7		0.85	HRSTX
KMVAX	0.88	0.91	0.87	0.92	0.81	0.82	0.85		KMVAX
	PMEGX	FMFTX	BWDTX	LMUSX	LAVVX	REVAX	HRSTX	KMVAX

Risk-Adjusted Indicators

There is a big difference between Wasatch Mutual Fund performing well and Wasatch Frontier 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 Frontier'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
PMEGX	1.09	0.38	0.45	0.81	0.05	(1.39)	1.61	(1.24)	27.79
FMFTX	0.87	0.14	0.10	0.67	0.88	(0.92)	1.91	(1.61)	3.95
BWDTX	0.05	0.01	(0.31)	10.37	0.00	(0.10)	0.10	(0.10)	0.20
LMUSX	0.60	0.04	0.03	0.11	0.74	(0.62)	1.14	(1.35)	4.94
LAVVX	0.58	0.18	0.28	0.27	0.17	(0.76)	1.13	(0.86)	8.59
REVAX	0.59	0.20	0.23	2.43	0.31	(0.76)	1.47	(0.84)	2.81
HRSTX	0.15	0.06	0.07	(3.17)	0.00	(0.37)	0.13	(0.06)	4.94
KMVAX	0.88	0.00	0.01	0.05	1.12	(0.90)	1.48	(2.05)	8.73

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Wasatch Frontier Correlations

Wasatch Frontier Correlation With Market

Very weak diversification

Moving together with Wasatch Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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