BlackRock Inflation Protected Fund Volatility
| BPRIX Fund | USD 9.94 0.04 0.40% |
Recent trading patterns suggest BlackRock Inflation Protected maintains a minimal volatility profile. The current Sharpe Ratio (Efficiency) for BlackRock Inflation Protected is 0.15, showing reward per unit of risk over the last 3 months. We reviewed 26 technical indicators influencing the latest risk profile.
Sharpe Ratio = 0.1543
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| Negative Returns | BPRIX |
For BlackRock Inflation Protected, recent data highlights a Market Risk Adjusted Performance of 0.7%, a Risk of 0.17, and a Risk Adjusted Performance of 0.1%. Moving average data indicates BlackRock Inflation is positioned near 12% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to BlackRock Inflation's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for BlackRock Inflation draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of BlackRock Inflation's risk profile.
BlackRock |
Volatility Strategy
Observed trading dispersion in BlackRock Inflation Protected can affect long-term allocation structure. Current statistical measures show total volatility near 0.17% with a beta coefficient of 0.0167, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.15, evaluates return per unit of total risk. An alpha value of 0.0123 reflects performance relative to systematic market exposure. Expected return estimates near 0.0255% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to BlackRock Inflation's market risk premium analysis include:
Beta 0.0167 | Alpha 0.0123 | Risk 0.17 | Sharpe Ratio 0.15 | Expected Return 0.0255 |
Moving together with BlackRock Mutual Fund
| 0.83 | BICPX | BlackRock Conservative | PairCorr |
| 0.75 | BIMPX | BlackRock Moderate | PairCorr |
| 0.94 | MDMTX | Blrc Sgy Mnp | PairCorr |
| 0.97 | VIPIX | VANGUARD INFLATION-PROTEC | PairCorr |
| 0.98 | VAIPX | VANGUARD INFLATION-PROTEC | PairCorr |
| 0.97 | VIPSX | VANGUARD INFLATION-PROTEC | PairCorr |
| 0.93 | BFICX | American Funds Inflation | PairCorr |
| 0.92 | BFIAX | American Funds Inflation | PairCorr |
| 0.96 | BFIFX | American Funds Inflation | PairCorr |
| 0.97 | FLIBX | American Funds Inflation | PairCorr |
| 0.97 | FIBLX | American Funds Inflation | PairCorr |
| 0.98 | FSPWX | Fidelity Sai Inflation | PairCorr |
| 0.95 | FSTDX | Fidelity Series 5 | PairCorr |
| 0.73 | FSMMX | Fs Multi Strategy | PairCorr |
| 0.83 | BTMPX | iShares Msci Eafe | PairCorr |
| 0.8 | BTMKX | BlackRock International | PairCorr |
| 0.8 | MDIIX | BlackRock Intern Index | PairCorr |
| 0.92 | SPMPX | Invesco Steelpath Mlp | PairCorr |
| 0.92 | MLPNX | Oppenheimer Steelpath Mlp | PairCorr |
| 0.92 | MLPMX | Oppenheimer Steelpath Mlp | PairCorr |
| 0.92 | SPMJX | Invesco Steelpath Mlp | PairCorr |
Sensitivity To Market
BlackRock Inflation systematic risk exposure is reflected in a beta value of 0.0167. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.17%.Over the current lookback period, BlackRock Inflation Protected shows a minimal volatility profile, using downside deviation (0.18%) as a primary reference. Global funds can add currency-related movement on top of underlying asset volatility.
3 Months Beta |Analyze BlackRock Inflation Demand TrendCheck current 90 days BlackRock Inflation correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for BlackRock expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.17 |
For BlackRock Inflation investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in BlackRock Inflation's daily returns. For BlackRock Inflation Protected, recent data highlights a Downside Deviation of 0.18, a Downside Variance of 0.03, and a Maximum Drawdown of 0.71.
Mutual Fund Volatility Analysis
Volatility describes the degree to which BlackRock Inflation mutual fund price fluctuates in either direction. Highly volatile mutual funds like BlackRock Inflation can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. BlackRock Inflation Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon BlackRock Inflation has a beta of 0.0167 suggesting as returns on the market go up, BlackRock Inflation's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding BlackRock Inflation Protected is expected to be smaller as well.Systematic risk links BlackRock Inflation to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. For BlackRock Inflation Protected, recent data highlights a Downside Deviation of 0.18, a Mean Deviation of 0.13, and a Standard Deviation of 0.16.
Predicted Return Density |
| Returns |
What Drives BlackRock Inflation's Price Volatility?
Several factors can influence BlackRock Inflation's market volatility:Industry Dynamics
Sector-level events can directly affect BlackRock Inflation's price stability. Regulatory changes, supply disruptions, or shifts in demand within BlackRock Inflation's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like BlackRock Inflation.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for BlackRock Inflation's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward BlackRock Inflation. During periods of economic expansion, BlackRock Inflation's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.BlackRock Inflation's Company-Specific Factors
Volatility can also stem from events unique to BlackRock Inflation. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in BlackRock Inflation's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on BlackRock Inflation's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of BlackRock Inflation is 648.18. The daily returns are distributed with a variance of 0.03 and standard deviation of 0.17. The mean deviation of BlackRock Inflation Protected is currently at 0.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.17 | |
Ir | Information ratio | 0.33 |
Mutual Fund Return Volatility
BlackRock Inflation historical daily return volatility represents how much of BlackRock Inflation fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.1651% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.7 | 0.46 | 0.91 | 0.97 | 0.93 | 0.52 | VEIPX | ||
| 0.7 | 0.67 | 0.78 | 0.74 | 0.76 | 0.9 | CBLSX | ||
| 0.46 | 0.67 | 0.64 | 0.52 | 0.59 | 0.7 | MTCGX | ||
| 0.91 | 0.78 | 0.64 | 0.92 | 0.93 | 0.66 | GMLVX | ||
| 0.97 | 0.74 | 0.52 | 0.92 | 0.93 | 0.61 | AMFFX | ||
| 0.93 | 0.76 | 0.59 | 0.93 | 0.93 | 0.61 | LTFOX | ||
| 0.52 | 0.9 | 0.7 | 0.66 | 0.61 | 0.61 | SCPAX | ||
Risk-Adjusted Indicators
There is a big difference between BlackRock Mutual Fund performing well and BlackRock Inflation Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare BlackRock Inflation's efficiency and downside exposure against peers in a more meaningful way. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VEIPX | 0.48 | 0.04 | 0.07 | 0.02 | 0.70 | 1.05 | 3.25 | |||
| CBLSX | 0.78 | 0.22 | 0.24 | 0.28 | 0.69 | 1.23 | 14.55 | |||
| MTCGX | 1.22 | 0.32 | 0.29 | 0.39 | 0.86 | 1.38 | 29.28 | |||
| GMLVX | 0.91 | 0.18 | 0.13 | 0.15 | 1.21 | 2.03 | 7.82 | |||
| AMFFX | 0.46 | 0.03 | 0.06 | 0.01 | 0.67 | 0.81 | 2.92 | |||
| LTFOX | 0.56 | 0.04 | 0.10 | -0.65 | 0.70 | 1.02 | 3.60 | |||
| SCPAX | 0.78 | 0.22 | 0.27 | 0.22 | 0.57 | 0.95 | 15.66 |
Risk Metrics, Assumptions & Methodology
Volatility for BlackRock Inflation reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for BlackRock Inflation Protected come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsBlackRock Inflation Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 4.71 times the return volatility of BlackRock Inflation Protected. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use BlackRock Inflation Protected to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal upward fluctuation. Check odds of BlackRock Inflation to be traded at $10.44 in 90 days.Average diversification
Across the chosen horizon, BPRIX and DJI show a correlation of 0.13 and fall into the Average diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
BlackRock Inflation Additional Risk Indicators
Secondary risk indicators for BlackRock Inflation Protected can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0669 | |||
| Market Risk Adjusted Performance | 0.7059 | |||
| Mean Deviation | 0.1302 | |||
| Downside Deviation | 0.1779 | |||
| Coefficient Of Variation | 745.83 | |||
| Standard Deviation | 0.1613 | |||
| Variance | 0.026 |
BlackRock Inflation Suggested Diversification Pairs
Using BlackRock Inflation in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against BlackRock Inflation as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. BlackRock Inflation's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, BlackRock Inflation's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to BlackRock Inflation Protected.