Vanguard Inflation-protec Correlations
| VAIPX Fund | USD 23.17 0.04 0.17% |
The current 90-days correlation between Vanguard Inflation-protec and Vanguard Short Term Investment Grade is 0.28 (i.e., Modest diversification). The correlation of Vanguard Inflation-protec 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.
Vanguard Inflation-protec Correlation With Market
Good diversification
The correlation between Vanguard Inflation Protected S and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S and DJI in the same portfolio, assuming nothing else is changed.
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Moving together with Vanguard Mutual Fund
Related Correlations Analysis
| 0.69 | 0.72 | 0.68 | 0.78 | VFSUX | ||
| 0.69 | 0.61 | 0.99 | 0.86 | VFIJX | ||
| 0.72 | 0.61 | 0.61 | 0.75 | VWEAX | ||
| 0.68 | 0.99 | 0.61 | 0.86 | VBTLX | ||
| 0.78 | 0.86 | 0.75 | 0.86 | VBIRX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation-protec 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 Vanguard Inflation-protec'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VFSUX | 0.21 | 0.01 | (0.34) | 0.35 | 0.45 | 0.29 | 3.26 | |||
| VFIJX | 0.26 | 0.01 | (0.67) | 1.26 | 0.28 | 0.55 | 1.21 | |||
| VWEAX | 0.16 | 0.04 | (0.67) | 1.24 | 0.00 | 0.38 | 0.94 | |||
| VBTLX | 0.26 | 0.00 | (0.73) | 0.18 | 0.28 | 0.42 | 1.16 | |||
| VBIRX | 0.11 | 0.01 | (1.42) | (0.33) | 0.05 | 0.20 | 0.78 |