William Blair Emerg Fund Market Value
| WXCIX Fund | USD 17.19 0.31 1.84% |
| Symbol | William |
William Blair 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to William Blair's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of William Blair.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in William Blair on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding William Blair Emerg or generate 0.0% return on investment in William Blair over 90 days. William Blair is related to or competes with Sound Shore, Qs Us, Champlain Mid, Rbb Fund, Chase Growth, Auxier Focus, and Eic Value. Under normal circumstances, the fund invests at least 80 percent of its net assets in emerging markets securities, exclu... More
William Blair Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure William Blair's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess William Blair Emerg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.1273 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.84 |
William Blair Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for William Blair's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as William Blair's standard deviation. In reality, there are many statistical measures that can use William Blair historical prices to predict the future William Blair's volatility.| Risk Adjusted Performance | 0.1574 | |||
| Jensen Alpha | 0.2 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.1509 | |||
| Treynor Ratio | 0.4099 |
William Blair January 22, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1574 | |||
| Market Risk Adjusted Performance | 0.4199 | |||
| Mean Deviation | 0.9076 | |||
| Semi Deviation | 0.7853 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 482.41 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.69 | |||
| Information Ratio | 0.1273 | |||
| Jensen Alpha | 0.2 | |||
| Total Risk Alpha | 0.094 | |||
| Sortino Ratio | 0.1509 | |||
| Treynor Ratio | 0.4099 | |||
| Maximum Drawdown | 7.75 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.84 | |||
| Downside Variance | 1.2 | |||
| Semi Variance | 0.6167 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 1.33 | |||
| Kurtosis | 5.96 |
William Blair Emerg Backtested Returns
William Blair appears to be very steady, given 3 months investment horizon. William Blair Emerg shows Sharpe Ratio of 0.21, which attests that the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for William Blair Emerg, which you can use to evaluate the volatility of the fund. Please utilize William Blair's Downside Deviation of 1.1, mean deviation of 0.9076, and Market Risk Adjusted Performance of 0.4199 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, William Blair's returns are expected to increase less than the market. However, during the bear market, the loss of holding William Blair is expected to be smaller as well.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
William Blair Emerg has almost perfect reverse predictability. Overlapping area represents the amount of predictability between William Blair time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of William Blair Emerg price movement. The serial correlation of -0.78 indicates that around 78.0% of current William Blair price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.85 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in William Mutual Fund
William Blair financial ratios help investors to determine whether William Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in William with respect to the benefits of owning William Blair security.
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