Baird Smallmid Related Correlations
BSGSX Fund | USD 15.07 0.03 0.20% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Baird Mutual Fund performing well and Baird Smallmid 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 Baird Smallmid'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
BAGIX | 0.30 | (0.05) | 0.00 | (0.12) | 0.00 | 0.52 | 1.76 | |||
BAGSX | 0.30 | (0.05) | 0.00 | (0.11) | 0.00 | 0.50 | 1.79 | |||
BSBIX | 0.10 | (0.01) | (0.42) | (0.03) | 0.10 | 0.21 | 0.85 | |||
BSBSX | 0.09 | (0.01) | (0.46) | (0.06) | 0.09 | 0.21 | 0.85 | |||
BSNSX | 0.08 | (0.01) | (0.47) | (0.65) | 0.10 | 0.20 | 0.68 | |||
BSNIX | 0.09 | (0.01) | (0.45) | (0.05) | 0.08 | 0.20 | 0.68 | |||
BSVSX | 0.97 | (0.15) | (0.06) | 0.00 | 1.45 | 2.11 | 6.49 | |||
BTMSX | 0.05 | (0.01) | (0.54) | (0.15) | 0.00 | 0.10 | 0.60 | |||
BTMIX | 0.06 | (0.01) | (0.48) | (0.06) | 0.00 | 0.10 | 0.60 |