Lincoln Inflation Correlations

LFTAX Fund

10.21 0.03 0.29%

The current 90-days correlation between Lincoln Inflation Plus and Ab Global Risk is -0.04 (i.e., Good diversification). The correlation of Lincoln Inflation 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.

Lincoln Inflation Correlation With Market

Average diversification

The correlation between Lincoln Inflation Plus and DJI is 0.12 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lincoln Inflation Plus and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lincoln Inflation Plus. 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 nation.

Moving together with Lincoln Mutual Fund

0.75	VTSAX	Vanguard Total Stock	Pair Corr
0.75	VFIAX	Vanguard 500 Index	Pair Corr
0.75	VTSMX	Vanguard Total Stock	Pair Corr
0.76	VITSX	Vanguard Total Stock	Pair Corr
0.75	VSTSX	Vanguard Total Stock	Pair Corr
0.75	VSMPX	Vanguard Total Stock	Pair Corr
0.75	VFINX	Vanguard 500 Index	Pair Corr
0.74	VFFSX	Vanguard 500 Index	Pair Corr
0.73	VGTSX	Vanguard Total Inter	Pair Corr
0.73	VTIAX	Vanguard Total Inter	Pair Corr
0.62	SMPSX	Semiconductor Ultrasector	Pair Corr
0.62	SMPIX	Semiconductor Ultrasector	Pair Corr
0.78	RSNRX	Victory Global Natural	Pair Corr
0.78	RSNYX	Victory Global Natural	Pair Corr
0.78	RGNCX	Victory Global Natural	Pair Corr
0.74	UPDDX	Upright Growth Income Potential Growth	Pair Corr
0.79	JPM	JPMorgan Chase	Pair Corr
0.63	BA	Boeing	Pair Corr
0.7	INTC	Intel	Pair Corr
0.64	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.78	MRK	Merck Company Aggressive Push	Pair Corr
0.64	MMM	3M Company Sell-off Trend	Pair Corr
0.83	BAC	Bank of America	Pair Corr
0.68	HPQ	HP Inc	Pair Corr

Moving against Lincoln Mutual Fund

0.57

Coca Cola

Pair Corr

Related Correlations Analysis

	CBSYX	GAGIX	GMADX	MFIRX	TINCX	MSTGX	JGECX
CBSYX		0.9	0.94	0.97	0.92	0.94	0.9	CBSYX
GAGIX	0.9		0.98	0.87	0.96	0.95	0.97	GAGIX
GMADX	0.94	0.98		0.92	0.98	0.98	0.97	GMADX
MFIRX	0.97	0.87	0.92		0.89	0.92	0.87	MFIRX
TINCX	0.92	0.96	0.98	0.89		0.98	0.98	TINCX
MSTGX	0.94	0.95	0.98	0.92	0.98		0.96	MSTGX
JGECX	0.9	0.97	0.97	0.87	0.98	0.96		JGECX
	CBSYX	GAGIX	GMADX	MFIRX	TINCX	MSTGX	JGECX

Risk-Adjusted Indicators

There is a big difference between Lincoln Mutual Fund performing well and Lincoln Inflation 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 Lincoln Inflation'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
CBSYX	0.27	0.03	(0.08)	0.16	0.12	(0.30)	0.55	(0.48)	1.64
GAGIX	0.56	0.12	0.03	(2.28)	0.55	(0.62)	1.40	(1.20)	3.39
GMADX	0.50	0.13	0.05	(1.43)	0.38	(0.58)	1.30	(0.94)	2.68
MFIRX	0.15	0.05	(0.17)	0.93	0.00	(0.25)	0.38	(0.19)	0.77
TINCX	0.44	0.09	(0.01)	11.18	0.33	(0.62)	1.12	(0.74)	2.60
MSTGX	0.25	0.00	(0.10)	0.00	0.20	(0.30)	0.60	(0.60)	1.34
JGECX	0.46	0.08	(0.03)	(0.92)	0.43	(0.51)	1.10	(1.01)	2.45

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