Causeway International Correlations

CIISX Fund

USD 16.73 0.23 1.39%

The current 90-days correlation between Causeway International and Lord Abbett Health is -0.12 (i.e., Good diversification). The correlation of Causeway 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.

Causeway International Correlation With Market

Weak diversification

The correlation between Causeway International Small and DJI is 0.36 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Causeway International Small 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 Causeway International Small. 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 Causeway Mutual Fund

0.99	DISVX	Dfa International Small	Pair Corr
0.99	DFVQX	Dfa International Vector	Pair Corr
0.99	FMNEX	Free Market International	Pair Corr
0.96	OANEX	Oakmark International	Pair Corr
0.98	KGGIX	Kopernik Global All	Pair Corr
0.98	KGGAX	Kopernik Global All	Pair Corr
0.96	OAZEX	Oakmark International	Pair Corr
0.96	OAYEX	Oakmark International	Pair Corr
0.96	RIVKX	American Funds Inter	Pair Corr
0.95	FDEGX	Fidelity Growth Stra	Pair Corr
0.63	CSCO	Cisco Systems	Pair Corr
0.61	CAT	Caterpillar	Pair Corr

Moving against Causeway Mutual Fund

0.42	HPQ	HP Inc	Pair Corr
0.35	TRV	The Travelers Companies	Pair Corr

Related Correlations Analysis

	LHCCX	XHQHX	SCHLX	LOGSX	AHSCX
LHCCX		0.62	0.76	0.71	0.78	LHCCX
XHQHX	0.62		0.78	0.36	0.27	XHQHX
SCHLX	0.76	0.78		0.48	0.59	SCHLX
LOGSX	0.71	0.36	0.48		0.79	LOGSX
AHSCX	0.78	0.27	0.59	0.79		AHSCX
	LHCCX	XHQHX	SCHLX	LOGSX	AHSCX

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Risk-Adjusted Indicators

There is a big difference between Causeway Mutual Fund performing well and Causeway 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 Causeway 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
LHCCX	0.82	0.09	(0.13)	(0.33)	1.06	(0.82)	1.74	(1.76)	4.63
XHQHX	1.18	0.12	(0.07)	(0.31)	1.67	(1.20)	2.02	(2.25)	8.21
SCHLX	0.88	0.04	(0.15)	0.03	1.29	(0.84)	1.76	(2.20)	5.11
LOGSX	0.79	0.08	(0.16)	(0.32)	0.91	(0.85)	1.74	(1.49)	4.52
AHSCX	0.69	0.04	(0.20)	(0.12)	0.87	(0.71)	1.26	(1.32)	3.71

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