Inflation Linked Correlations

TILUX Fund

USD 8.37 0.01 0.12%

The correlation of Inflation Linked 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.

Inflation Linked Correlation With Market

Average diversification

The correlation between Inflation Linked Fixed Income and DJI is 0.11 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inflation Linked Fixed Income and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Inflation Linked Fixed Income. 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 manufacturing.

Moving together with Inflation Mutual Fund

0.61	TIFUX	International Fixed	Pair Corr
0.72	MPFDX	Corporate Bond Portfolio	Pair Corr

Moving against Inflation Mutual Fund

0.46	THYUX	High Yield Fund	Pair Corr
0.37	MSYLX	High Yield Portfolio	Pair Corr
0.51	MFIRX	Ms Global Fixed	Pair Corr

Related Correlations Analysis

	MPIXX	TLMXX	MODXX	SMAAX	JRSXX	FMVUX
MPIXX		0.0	0.0	0.0	0.0	0.0	MPIXX
TLMXX	0.0		0.0	0.0	0.0	0.0	TLMXX
MODXX	0.0	0.0		0.0	0.0	0.0	MODXX
SMAAX	0.0	0.0	0.0		0.0	0.41	SMAAX
JRSXX	0.0	0.0	0.0	0.0		0.0	JRSXX
FMVUX	0.0	0.0	0.0	0.41	0.0		FMVUX
	MPIXX	TLMXX	MODXX	SMAAX	JRSXX	FMVUX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FMVUX	+ 0.41	SMAAX
TLMXX	+ 0.0	MPIXX
MODXX	+ 0.0	MPIXX
SMAAX	+ 0.0	MPIXX
JRSXX	+ 0.0	MPIXX
FMVUX	+ 0.0	MPIXX

High negative correlations

FMVUX	- 0.0	JRSXX
JRSXX	- 0.0	SMAAX
FMVUX	- 0.0	MODXX
JRSXX	- 0.0	MODXX
SMAAX	- 0.0	MODXX
FMVUX	- 0.0	TLMXX

Risk-Adjusted Indicators

There is a big difference between Inflation Mutual Fund performing well and Inflation Linked 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 Inflation Linked'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
MPIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TLMXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MODXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
SMAAX	0.07	0.01	(0.45)	1.11	0.00	(0.13)	0.19	(0.10)	0.39
JRSXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
FMVUX	0.66	0.01	0.02	0.07	0.84	(0.66)	1.62	(1.35)	3.82

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