Segall Bryant Correlations

Mutual Funds . USA . 
Fund . Segall Bryant Hamill
SBSIX Fund  USD 13.40  0.05  0.37%   
The current 90-days correlation between Segall Bryant Hamill and Segall Bryant Hamill is 0.34 (i.e., 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

Weak diversification

The correlation between Segall Bryant Hamill and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Segall Bryant Hamill and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Segall Bryant Hamill. 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 gross domestic product.

Moving together with Segall Mutual Fund

  0.94SBASX Segall Bryant HamillPairCorr
  0.96SBAPX Segall Bryant HamillPairCorr
  0.98SBEMX Segall Bryant HamillPairCorr
  0.94SBHAX Segall Bryant HamillPairCorr
  0.94SBHCX Segall Bryant HamillPairCorr
  0.98SBHEX Segall Bryant HamillPairCorr
  0.96SBHPX Segall Bryant HamillPairCorr
  1.0SBHSX Segall Bryant HamillPairCorr
  0.96SBHVX Segall Bryant HamillPairCorr
  0.96SBRVX Segall Bryant HamillPairCorr
  0.94SBRAX Segall Bryant HamillPairCorr
  0.84WTCOX Westcore Orado TaxPairCorr
  0.72WTIBX Westcore Plus BondPairCorr
  0.96WTMVX Westcore Global LargePairCorr
  0.97WTLTX Westcore Flexible IncomePairCorr
  0.96WTSGX Westcore Small CapPairCorr
  0.92WTTAX Westcore MunicipalPairCorr
  0.97CIEQX Segall Bryant HamllPairCorr
  0.97CIQRX Segall Bryant HamllPairCorr
  0.84WICOX Westcore Orado TaxPairCorr
  0.73WIIBX Westcore Plus BondPairCorr
  0.96WIMVX Westcore Global LargePairCorr
  0.96WISGX Westcore Small CapPairCorr
  0.92WITAX Westcore MunicipalPairCorr
  1.0DISVX Dfa International SmallPairCorr
  1.0DFVQX Dfa International VectorPairCorr
  1.0FMNEX Free Market InternationalPairCorr
  0.99OANEX Oakmark InternationalPairCorr
  0.97KGGIX Kopernik Global AllPairCorr
  0.97KGGAX Kopernik Global AllPairCorr
  0.99OAZEX Oakmark InternationalPairCorr
  0.99OAYEX Oakmark InternationalPairCorr
  0.99OAKEX Oakmark InternationalPairCorr
  0.76GAAKX Gmo Alternative AlloPairCorr
  0.75GAAGX Gmo Alternative AlloPairCorr
  0.71GPBFX Gmo E PlusPairCorr

Moving against Segall Mutual Fund

  0.35GPMFX Guidepath Managed FuturesPairCorr

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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