Segall Bryant Correlations
| SBRAX Fund | USD 19.99 0.16 0.80% |
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 |
Moving together with Segall Mutual Fund
| 0.98 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.98 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.98 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.98 | VITSX | Vanguard Total Stock | PairCorr |
| 0.98 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.98 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.98 | VFINX | Vanguard 500 Index | PairCorr |
| 0.98 | VINIX | Vanguard Institutional | PairCorr |
| 0.98 | VIIIX | Vanguard Institutional | PairCorr |
| 0.66 | IBM | International Business | PairCorr |
| 0.61 | CAT | Caterpillar | PairCorr |
Moving against Segall Mutual Fund
Related Correlations Analysis
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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 Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ARTFX | 0.14 | 0.08 | (0.84) | (2.35) | 0.00 | 0.56 | 0.90 | |||
| CRDOX | 0.12 | 0.04 | (0.84) | 0.52 | 0.00 | 0.35 | 0.81 | |||
| BHYRX | 0.15 | 0.04 | (0.65) | 0.41 | 0.00 | 0.57 | 1.02 | |||
| PYRLX | 0.14 | 0.08 | (0.63) | (1.31) | 0.00 | 0.50 | 1.05 | |||
| PHDTX | 0.12 | 0.08 | (0.68) | (1.81) | 0.00 | 0.34 | 0.92 | |||
| JDHYX | 0.19 | 0.05 | (0.53) | 0.44 | 0.00 | 0.58 | 1.26 | |||
| BXHCX | 0.15 | 0.08 | (0.63) | (2.92) | 0.00 | 0.50 | 1.02 |