Bbh Intermediate Correlations
BBIIX Fund | USD 10.20 0.02 0.20% |
The current 90-days correlation between Bbh Intermediate Mun and World Precious Minerals is -0.1 (i.e., Good diversification). The correlation of Bbh Intermediate 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 Intermediate Correlation With Market
Good diversification
The correlation between Bbh Intermediate Municipal and DJI is -0.11 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Bbh Intermediate Municipal and DJI in the same portfolio, assuming nothing else is changed.
Bbh |
Moving together with Bbh Mutual Fund
0.83 | BBBMX | Bbh Limited Duration | PairCorr |
0.85 | BBBIX | Bbh Limited Duration | PairCorr |
0.79 | BBHLX | Bbh Partner Fund | PairCorr |
1.0 | BBINX | Bbh Intermediate Mun | PairCorr |
0.88 | BBNIX | Bbh Income Fund | PairCorr |
0.94 | VWITX | Vanguard Intermediate-ter | PairCorr |
0.94 | VWIUX | Vanguard Intermediate-ter | PairCorr |
0.9 | AFTEX | Tax Exempt Bond | PairCorr |
0.89 | AFTFX | Tax Exempt Bond | PairCorr |
0.85 | TEBCX | Tax Exempt Bond | PairCorr |
0.9 | TEAFX | Tax Exempt Bond | PairCorr |
0.9 | TFEBX | Tax Exempt Bond | PairCorr |
0.93 | FLTMX | Fidelity Intermediate | PairCorr |
0.82 | MDNLX | Blackrock National | PairCorr |
0.76 | MFNLX | Blackrock Natl Muni | PairCorr |
0.84 | NHS | Neuberger Berman High | PairCorr |
0.81 | DLDFX | Destinations Low Duration | PairCorr |
0.76 | ARBOX | Absolute Convertible | PairCorr |
0.88 | PUCAX | Prudential Unconstrained | PairCorr |
0.77 | LIRRX | Lord Abbett International | PairCorr |
0.81 | DBIWX | Dws Global Macro | PairCorr |
0.8 | VTAPX | Vanguard Short Term | PairCorr |
0.63 | SGDLX | Sprott Gold Equity | PairCorr |
0.86 | USGDX | Morgan Stanley Government | PairCorr |
0.61 | EBSIX | Campbell Systematic Macro | PairCorr |
0.73 | HTD | John Hancock Tax | PairCorr |
0.84 | ABNOX | Ab Bond Inflation | PairCorr |
0.78 | VWICX | Vanguard International | PairCorr |
0.81 | MEERX | Massmutual Premier | PairCorr |
0.85 | HRBDX | Harbor Bond Fund | PairCorr |
0.87 | TIMUX | Transamerica Intermediate | PairCorr |
0.74 | CIHCX | Cullen International High | PairCorr |
0.85 | VSGDX | Vanguard Short Term | PairCorr |
0.78 | RIGEX | International Growth And | PairCorr |
0.76 | EPDPX | Europac International | PairCorr |
Moving against Bbh Mutual Fund
Related Correlations Analysis
0.97 | 0.65 | 0.95 | 0.94 | 0.97 | UNWPX | ||
0.97 | 0.76 | 0.98 | 0.97 | 1.0 | FGDIX | ||
0.65 | 0.76 | 0.76 | 0.77 | 0.74 | VGSBX | ||
0.95 | 0.98 | 0.76 | 0.98 | 0.98 | GLDAX | ||
0.94 | 0.97 | 0.77 | 0.98 | 0.97 | QGLDX | ||
0.97 | 1.0 | 0.74 | 0.98 | 0.97 | IIGCX | ||
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Risk-Adjusted Indicators
There is a big difference between Bbh Mutual Fund performing well and Bbh Intermediate 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 Bbh Intermediate'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
UNWPX | 1.26 | 0.31 | 0.17 | 0.91 | 1.37 | 3.11 | 8.41 | |||
FGDIX | 1.24 | 0.36 | 0.22 | 0.81 | 1.29 | 3.15 | 6.82 | |||
VGSBX | 0.18 | 0.00 | (0.01) | 0.00 | 0.20 | 0.43 | 0.98 | |||
GLDAX | 1.10 | 0.30 | 0.19 | (1.88) | 1.14 | 2.83 | 6.45 | |||
QGLDX | 0.72 | 0.18 | 0.19 | 6.61 | 0.68 | 1.71 | 3.97 | |||
IIGCX | 1.25 | 0.35 | 0.20 | 0.84 | 1.29 | 3.26 | 7.27 |