| SBRAX Fund | | | USD 23.98 0.14 0.59% |
Segall Bryant market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Segall Bryant Hamill or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Segall Bryant Hamill has current Market Risk Adjusted Performance of 0.1082.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1082 | |
| ER[a] | = | Expected return on investing in Segall Bryant |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Segall Bryant Market Risk Adjusted Performance Peers Comparison
Segall Market Risk Adjusted Performance Relative To Other Indicators
Segall Bryant Hamill is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
32.78 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Segall Bryant Hamill is roughly
32.78
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