Hotchkis Wiley Correlations

HWMZX Fund

USD 58.05 0.21 0.36%

The current 90-days correlation between Hotchkis Wiley Mid and Gmo Quality Fund is -0.06 (i.e., Good diversification). The correlation of Hotchkis Wiley 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.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Hotchkis Wiley Mid Cap. 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 nation.

Moving together with Hotchkis Mutual Fund

0.65	HOMPX	Hw Opportunities	Pair Corr
0.72	HWACX	Hotchkis Wiley Value	Pair Corr
0.7	HWAIX	Hotchkis Wiley Value	Pair Corr
0.68	HWHZX	Hotchkis Wiley High	Pair Corr
0.76	HWMIX	Hotchkis Wiley Mid	Pair Corr
0.82	HWSCX	Hotchkis Wiley Small	Pair Corr
0.83	HWSIX	Hotchkis Wiley Small	Pair Corr
0.7	HWSZX	Hotchkis Wiley Small	Pair Corr
0.84	HWVIX	Hotchkis Wiley Small	Pair Corr
0.67	HWVAX	Hotchkis Wiley Small	Pair Corr
0.74	JVMAX	John Hancock Disciplined	Pair Corr
0.74	JVMIX	John Hancock Disciplined	Pair Corr
0.68	JMVZX	Jpmorgan Mid Cap	Pair Corr
0.8	JMVRX	Jpmorgan Mid Cap	Pair Corr
0.67	JMVQX	Jpmorgan Mid Cap	Pair Corr
0.67	JMVYX	Jpmorgan Mid Cap	Pair Corr
0.8	JMVPX	Jpmorgan Mid Cap	Pair Corr
0.87	MVCAX	Mfs Mid Cap	Pair Corr

Related Correlations Analysis

	GQESX	SEDAX	ADGAX	MFTTX	DBELX	FEMDX	LMUSX
GQESX		0.83	0.92	0.79	0.81	0.8	0.87	GQESX
SEDAX	0.83		0.7	0.51	0.95	0.99	0.78	SEDAX
ADGAX	0.92	0.7		0.7	0.68	0.68	0.95	ADGAX
MFTTX	0.79	0.51	0.7		0.53	0.43	0.59	MFTTX
DBELX	0.81	0.95	0.68	0.53		0.92	0.77	DBELX
FEMDX	0.8	0.99	0.68	0.43	0.92		0.78	FEMDX
LMUSX	0.87	0.78	0.95	0.59	0.77	0.78		LMUSX
	GQESX	SEDAX	ADGAX	MFTTX	DBELX	FEMDX	LMUSX

Risk-Adjusted Indicators

There is a big difference between Hotchkis Mutual Fund performing well and Hotchkis Wiley 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 Hotchkis Wiley'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
GQESX	0.57	0.06	0.06	0.14	0.69	(0.58)	1.26	(1.14)	3.44
SEDAX	0.18	0.06	0.01	0.84	0.00	(0.25)	0.44	(0.33)	1.09
ADGAX	0.51	0.01	0.00	0.07	0.81	(0.48)	1.02	(1.15)	3.39
MFTTX	1.12	0.10	0.07	0.16	1.15	(1.36)	2.91	(1.80)	6.72
DBELX	0.22	0.04	(0.05)	0.37	0.16	(0.25)	0.42	(0.53)	1.28
FEMDX	0.16	0.05	(0.04)	0.65	0.00	(0.20)	0.39	(0.31)	0.86
LMUSX	0.54	0.03	0.02	0.10	0.76	(0.50)	1.25	(1.38)	3.58

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Hotchkis Wiley Correlations

Moving together with Hotchkis Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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