Segall Bryant Correlations

Mutual Funds . USA . 
Fund . Segall Bryant Hamll
CIEQX Fund   12.57  0.04  0.32%   
The current 90-days correlation between Segall Bryant Hamll and Segall Bryant Hamill is 0.47 (i.e., Very weak diversification). The correlation of Segall Bryant 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.

Segall Bryant Correlation With Market

Very weak diversification

The correlation between Segall Bryant Hamll and DJI is 0.47 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Segall Bryant Hamll 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 Segall Bryant Hamll. 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 producer price index.

Moving together with Segall Mutual Fund

  0.93SBASX Segall Bryant HamillPairCorr
  0.89SBAPX Segall Bryant HamillPairCorr
  0.94SBEMX Segall Bryant HamillPairCorr
  0.95SBHAX Segall Bryant HamillPairCorr
  0.93SBHCX Segall Bryant HamillPairCorr
  0.94SBHEX Segall Bryant HamillPairCorr
  0.89SBHPX Segall Bryant HamillPairCorr
  0.97SBHSX Segall Bryant HamillPairCorr
  0.93SBHVX Segall Bryant HamillPairCorr
  0.93SBRVX Segall Bryant HamillPairCorr
  0.95SBRAX Segall Bryant HamillPairCorr
  0.97SBSIX Segall Bryant HamillPairCorr
  0.82WTCOX Westcore Orado TaxPairCorr
  0.63WTIBX Westcore Plus BondPairCorr
  0.97WTMVX Westcore Global LargePairCorr
  0.94WTLTX Westcore Flexible IncomePairCorr
  0.96WTSGX Westcore Small CapPairCorr
  0.86WTTAX Westcore MunicipalPairCorr
  0.98CIQRX Segall Bryant HamllPairCorr
  0.83WICOX Westcore Orado TaxPairCorr
  0.63WIIBX Westcore Plus BondPairCorr
  0.97WIMVX Westcore Global LargePairCorr
  0.94WILTX Westcore Flexible IncomePairCorr
  0.96WISGX Westcore Small CapPairCorr
  0.85WITAX Westcore MunicipalPairCorr
  0.99DOXFX Dodge Cox InternationalPairCorr
  0.98OANIX Oakmark InternationalPairCorr
  0.99DODFX Dodge International StockPairCorr
  0.98OAKIX Oakmark InternationalPairCorr
  0.98OAYIX Oakmark InternationalPairCorr
  0.98OAZIX Oakmark InternationalPairCorr
  1.0FINVX Fidelity Series IntePairCorr
  0.98VTRIX Vanguard InternationalPairCorr
  0.99RRIGX T Rowe PricePairCorr
  0.73NHS Neuberger Berman HighPairCorr
  0.88WHIYX Ivy High IncomePairCorr
  0.85CSRSX Cohen Steers RealtyPairCorr
  0.95TILHX Tiaa Cref LargePairCorr
  0.96GLCGX Goldman Sachs LargePairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Segall Mutual Fund performing well and Segall Bryant 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 Segall Bryant'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SBASX  0.86  0.06  0.07  0.19  0.74 
(1.00)
 2.17 
(1.65)
 6.32 
SBAPX  0.06  0.02 (0.96) 9.48  0.00 
(0.11)
 0.10 
(0.10)
 0.40 
SBEMX  0.51  0.21  0.17  0.61  0.16 
(0.64)
 1.46 
(1.11)
 4.04 
SBHAX  0.63  0.04  0.03  0.18  0.60 
(0.71)
 1.82 
(1.27)
 4.69 
SBHCX  0.85  0.07  0.07  0.20  0.75 
(1.03)
 2.09 
(1.66)
 6.28 
SBHEX  0.49  0.28  0.17 (18.70) 0.00 
(0.62)
 1.46 
(1.08)
 4.01 
SBHPX  0.06  0.02 (1.09) 6.10  0.00 
(0.11)
 0.10 
(0.10)
 0.30 
SBHSX  0.50  0.21  0.16  1.11  0.14 
(0.61)
 1.24 
(0.86)
 2.85 
SBHVX  1.01  0.15  0.15  0.27  0.82 
(1.21)
 2.87 
(1.87)
 7.44 
SBRVX  0.99  0.15  0.15  0.27  0.80 
(1.20)
 2.68 
(1.80)
 7.38 

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