Artisan Value Correlations

Mutual Funds . USA . 
Fund . Artisan Value Fund
ARTLX Fund  USD 15.65  0.10  0.63%   
The current 90-days correlation between Artisan Value and Artisan International Value is 0.88 (i.e., Very poor diversification). The correlation of Artisan Value 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 Value Correlation With Market

Almost no diversification

The correlation between Artisan Value Fund and DJI is 0.94 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Artisan Value Fund 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 Value Fund. 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 bureau of economic analysis.

Moving together with Artisan Mutual Fund

  0.99APDWX Artisan Value IncomePairCorr
  0.92APDYX Artisan Developing WorldPairCorr
  0.97APDTX Artisan ThematicPairCorr
  0.94APDSX Artisan Small CapPairCorr
  0.96APDUX Artisan Floating RatePairCorr
  0.93APDPX Artisan Global UnconPairCorr
  0.98APDOX Artisan Emerging MarketsPairCorr
  0.96APDRX Artisan Global OpporPairCorr
  0.93APDQX Artisan Mid CapPairCorr
  0.93APDKX Artisan InternationalPairCorr
  0.96APDJX Artisan InternationalPairCorr
  0.98APDMX Artisan Mid CapPairCorr
  1.0APDLX Artisan ValuePairCorr
  0.98APDGX Artisan Global ValuePairCorr
  0.96APDFX Artisan High IncomePairCorr
  0.96APDIX Artisan InternationalPairCorr
  0.97APDHX Artisan Global EquityPairCorr
  0.98APDEX Artisan SustainablePairCorr
  0.97APDDX Artisan Global DiscoveryPairCorr
  0.99APFWX Artisan Value IncomePairCorr
  0.93APFPX Artisan Global UnconPairCorr
  0.96APFOX Artisan Emerging MarketsPairCorr
  0.97APFDX Artisan Global DiscoveryPairCorr
  0.99APHWX Artisan Value IncomePairCorr
  0.98APHOX Artisan Emerging MarketsPairCorr
  0.93APHPX Artisan Global UnconPairCorr
  0.98ARDBX Artisan InternationalPairCorr
  0.98ARHBX Artisan InternationalPairCorr
  0.97ARTQX Artisan Mid CapPairCorr
  0.94ARTSX Artisan Small CapPairCorr
  0.98ARTRX Artisan Global OpporPairCorr
  0.96ARTMX Artisan Mid CapPairCorr
  0.96ARTIX Artisan InternationalPairCorr
  0.97ARTHX Artisan Global EquityPairCorr
  0.96ARTKX Artisan InternationalPairCorr
  0.97ARTJX Artisan InternationalPairCorr
  0.98ARTGX Artisan Global ValuePairCorr
  0.96ARTFX Artisan High IncomePairCorr
  0.92ARTYX Artisan Developing WorldPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Artisan Mutual Fund performing well and Artisan Value 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 Value'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.

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