Bbh Trust Correlations
| BBSXX Fund | USD 1.00 0.00 0.00% |
The correlation of Bbh Trust 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.
Bbh |
Related Correlations Analysis
| 0.94 | 0.91 | 0.78 | 0.49 | 0.77 | MSVIX | ||
| 0.94 | 0.9 | 0.75 | 0.43 | 0.74 | IAAEX | ||
| 0.91 | 0.9 | 0.91 | 0.74 | 0.85 | PSSRX | ||
| 0.78 | 0.75 | 0.91 | 0.83 | 0.76 | RMBLX | ||
| 0.49 | 0.43 | 0.74 | 0.83 | 0.68 | FNPIX | ||
| 0.77 | 0.74 | 0.85 | 0.76 | 0.68 | PGFMX | ||
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Risk-Adjusted Indicators
There is a big difference between Bbh Money Market Fund performing well and Bbh Trust Money Market 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 Bbh Trust'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| MSVIX | 0.86 | (0.09) | 0.00 | (0.09) | 0.00 | 1.64 | 15.14 | |||
| IAAEX | 0.71 | (0.10) | 0.00 | (0.39) | 0.00 | 1.27 | 9.89 | |||
| PSSRX | 0.90 | (0.01) | (0.04) | 0.07 | 1.35 | 1.51 | 11.81 | |||
| RMBLX | 1.20 | 0.05 | 0.01 | 0.17 | 1.30 | 2.60 | 15.68 | |||
| FNPIX | 1.16 | 0.13 | 0.06 | 0.30 | 1.38 | 2.08 | 13.82 | |||
| PGFMX | 0.36 | 0.00 | (0.15) | (0.16) | 0.51 | 0.86 | 3.70 |