Artisan International Correlations

APHKX Fund

USD 56.26 0.19 0.34%

The current 90-days correlation between Artisan International and Artisan International Value is 1.0 (i.e., No risk reduction). 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

Poor diversification

The correlation between Artisan International Value and DJI is 0.62 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan International Value and DJI in the same portfolio, assuming nothing else is changed.

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Artisan International Value. 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 inflation.

Moving together with Artisan Mutual Fund

0.93	APDNX	Artisan Select Equity	Pair Corr
0.87	APHSX	Artisan Small Cap	Pair Corr
0.93	APHNX	Artisan Select Equity	Pair Corr
0.9	APHRX	Artisan Global Oppor	Pair Corr
0.83	APHJX	Artisan International	Pair Corr
0.88	APHMX	Artisan Mid Cap	Pair Corr
0.87	APHLX	Artisan Value	Pair Corr
0.95	APHGX	Artisan Global Value	Pair Corr
0.8	APHFX	Artisan High Income	Pair Corr
0.68	APHIX	Artisan International	Pair Corr
0.75	APHHX	Artisan Global Equity	Pair Corr
0.9	APHEX	Artisan Emerging Markets	Pair Corr
0.93	ARTNX	Artisan Select Equity	Pair Corr
0.95	VGTSX	Vanguard Total Inter	Pair Corr
0.95	VTIAX	Vanguard Total Inter	Pair Corr
0.95	VTSNX	Vanguard Total Inter	Pair Corr
0.95	VTPSX	Vanguard Total Inter	Pair Corr
0.95	VTISX	Vanguard Total Inter	Pair Corr
0.96	VTMGX	Vanguard Developed	Pair Corr
0.96	VDVIX	Vanguard Developed	Pair Corr
0.96	VTMNX	Vanguard Developed	Pair Corr
0.96	VDIPX	Vanguard Developed	Pair Corr
0.95	FSPSX	Fidelity International	Pair Corr
0.94	BRUFX	Bruce Fund Bruce	Pair Corr
0.89	SPGSX	State Street Premier	Pair Corr
0.88	KF	Korea Closed	Pair Corr
0.74	COSYX	Columbia Overseas Value	Pair Corr
0.85	FNYIX	Franklin New York	Pair Corr
0.87	ETAZX	Eaton Vance Arizona	Pair Corr
0.96	TIOHX	Tiaa Cref International	Pair Corr
0.67	JDSNX	Perkins Small Cap	Pair Corr
0.85	LUBAX	Lord Abbett Ultra	Pair Corr
0.93	MAFIX	Abbey Capital Multi	Pair Corr

Related Correlations Analysis

	ARTKX	APDKX	JACTX	LCEYX	JFRDX	JARTX	TROSX	JCAPX	JFRNX	CIVIX
ARTKX		1.0	0.78	0.89	0.78	0.77	0.96	0.78	0.78	0.96	ARTKX
APDKX	1.0		0.78	0.89	0.78	0.78	0.96	0.78	0.78	0.96	APDKX
JACTX	0.78	0.78		0.79	1.0	1.0	0.84	1.0	1.0	0.83	JACTX
LCEYX	0.89	0.89	0.79		0.79	0.79	0.92	0.79	0.79	0.87	LCEYX
JFRDX	0.78	0.78	1.0	0.79		1.0	0.84	1.0	1.0	0.83	JFRDX
JARTX	0.77	0.78	1.0	0.79	1.0		0.83	1.0	1.0	0.82	JARTX
TROSX	0.96	0.96	0.84	0.92	0.84	0.83		0.84	0.84	0.97	TROSX
JCAPX	0.78	0.78	1.0	0.79	1.0	1.0	0.84		1.0	0.83	JCAPX
JFRNX	0.78	0.78	1.0	0.79	1.0	1.0	0.84	1.0		0.83	JFRNX
CIVIX	0.96	0.96	0.83	0.87	0.83	0.82	0.97	0.83	0.83		CIVIX
	ARTKX	APDKX	JACTX	LCEYX	JFRDX	JARTX	TROSX	JCAPX	JFRNX	CIVIX

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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
ARTKX	0.43	0.03	(0.01)	0.13	0.40	(0.49)	1.06	(0.79)	2.49
APDKX	0.43	0.03	(0.01)	0.13	0.40	(0.49)	1.06	(0.77)	2.49
JACTX	0.70	0.02	0.01	0.09	0.97	(0.67)	1.65	(1.72)	5.78
LCEYX	0.41	(0.02)	(0.06)	0.05	0.48	(0.43)	1.13	(0.84)	2.75
JFRDX	0.70	0.02	0.01	0.09	0.97	(0.67)	1.66	(1.71)	5.75
JARTX	0.70	0.02	0.01	0.09	0.97	(0.67)	1.65	(1.70)	5.79
TROSX	0.58	0.02	0.01	0.10	0.71	(0.59)	1.36	(1.06)	3.85
JCAPX	0.70	0.02	0.01	0.09	0.97	(0.67)	1.66	(1.72)	5.78
JFRNX	0.70	0.02	0.01	0.09	0.97	(0.67)	1.66	(1.72)	5.78
CIVIX	0.58	0.01	(0.01)	0.09	0.69	(0.62)	1.34	(1.13)	3.99

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Artisan International Correlations

Artisan International Correlation With Market

Poor diversification

Moving together with Artisan Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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