Inflation Linked Correlations

TILUX Fund

USD 8.43 0.01 0.12%

The current 90-days correlation between Inflation Linked Fixed and Guidepath Conservative Income is 0.18 (i.e., Average diversification). 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

Modest diversification

The correlation between Inflation Linked Fixed Income and DJI is 0.23 (i.e., Modest 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 housing.

Moving together with Inflation Mutual Fund

0.86	TEMUX	Emerging Markets Equity	Pair Corr
0.62	DINDX	Global Fixed Income	Pair Corr
0.83	DINCX	Global Fixed Income	Pair Corr
0.61	DINAX	Global Fixed Income	Pair Corr
0.89	MLMCX	Global E Portfolio	Pair Corr
0.91	MLNSX	Global Centrated Por	Pair Corr
0.78	MLMIX	Global E Portfolio	Pair Corr
0.91	MLNCX	Global Centrated Por	Pair Corr
0.81	MLNIX	Global Centrated Por	Pair Corr
0.68	MMCGX	Mid Cap Growth	Pair Corr
0.71	MMKBX	Emerging Markets Por	Pair Corr
0.79	MMMPX	Msif Emerging Markets	Pair Corr
0.83	THYUX	High Yield Fund	Pair Corr
0.84	TIIUX	Core Fixed Income	Pair Corr
0.79	MPBAX	Global Strategist	Pair Corr
0.95	MPFDX	Corporate Bond Portfolio	Pair Corr
0.68	MPEGX	Mid Cap Growth	Pair Corr
0.79	MRGEX	Msif Emerging Markets	Pair Corr
0.96	MRHYX	Msift High Yield	Pair Corr

Moving against Inflation Mutual Fund

0.49	MSALX	International Advantage	Pair Corr
0.42	MSGFX	Global Franchise Por	Pair Corr
0.32	MSFLX	Global Franchise Por	Pair Corr
0.31	MSDFX	Morgan Stanley Insti	Pair Corr
0.31	MSDKX	Morgan Stanley Insti	Pair Corr

Related Correlations Analysis

	GPICX	DLTZX	FHCOX	GRINX	CDEYX	TFCAX	MDBZX
GPICX		0.86	0.94	0.53	0.54	0.93	0.57	GPICX
DLTZX	0.86		0.86	0.48	0.48	0.84	0.56	DLTZX
FHCOX	0.94	0.86		0.59	0.56	0.98	0.66	FHCOX
GRINX	0.53	0.48	0.59		0.97	0.63	0.92	GRINX
CDEYX	0.54	0.48	0.56	0.97		0.6	0.87	CDEYX
TFCAX	0.93	0.84	0.98	0.63	0.6		0.64	TFCAX
MDBZX	0.57	0.56	0.66	0.92	0.87	0.64		MDBZX
	GPICX	DLTZX	FHCOX	GRINX	CDEYX	TFCAX	MDBZX

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
GPICX	0.04	0.01	0.00	1.33	0.00	0.00	0.10	0.00	0.21
DLTZX	0.09	0.03	(0.61)	(1.78)	0.00	(0.18)	0.26	(0.13)	0.64
FHCOX	0.03	0.00	0.00	0.00	0.00	0.00	0.10	0.00	0.40
GRINX	0.54	0.19	0.09	(0.81)	0.32	(0.67)	1.11	(0.94)	2.94
CDEYX	0.46	0.12	0.01	(1.11)	0.35	(0.52)	1.01	(0.82)	2.30
TFCAX	0.02	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.20
MDBZX	0.18	0.03	(0.36)	2.32	0.00	(0.26)	0.45	(0.23)	1.12

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