Inflation Protection Fund Volatility
| PIPJX Fund | USD 7.19 0.02 0.28% |
Inflation Protection Fund posts a Sharpe ratio of 0.0116, highlighting risk-adjusted strength across the last 3 months. The latest risk profile is supported by 27 technical indicators. Inflation Protection Fund is presently characterized by relatively low price volatility over the last 3 months.
Sharpe Ratio = 0.0116
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PIPJX |
Latest disclosures for Inflation Protection Fund show a Market Risk Adjusted Performance of -0.2%, a Risk of 0.22, and a Risk Adjusted Performance of -0.03%. Monthly moving average analysis shows INFLATION PROTECTION is not yet reaching its full return potential. A well-diversified portfolio can improve risk-return balance and INFLATION PROTECTION overall contribution.
Key indicators related to INFLATION PROTECTION's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
INFLATION PROTECTION's volatility is most commonly measured using the annualized standard deviation of daily returns. Beta-adjusted market sensitivity and financial distress probability provide a robust estimate of INFLATION PROTECTION's overall risk level.
INFLATION |
Volatility Strategy
Inflation Protection Fund volatility patterns may influence portfolio-level risk metrics. Current statistical measures show total volatility near 0.22% with a beta coefficient of 0.0384, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0116, evaluates return per unit of total risk. An alpha value of -0.007644 reflects performance relative to systematic market exposure. Expected return estimates near 0.0025% 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 INFLATION PROTECTION's market risk premium analysis include:
Beta 0.0384 | Alpha -0.01 | Risk 0.22 | Sharpe Ratio 0.0116 | Expected Return 0.0025 |
Moving together with INFLATION Mutual Fund
| 0.72 | PFIJX | Strategic Asset | PairCorr |
| 0.65 | PFIEX | International Equity | PairCorr |
| 0.69 | PFIFX | Strategic Asset | PairCorr |
| 0.67 | PFIPX | Strategic Asset | PairCorr |
| 0.93 | PFRSX | Real Estate Securities | PairCorr |
| 0.72 | SAUPX | Strategic Asset | PairCorr |
| 0.63 | PFUMX | FINISTERRE UNCONSTRAINED | PairCorr |
| 0.88 | PGDRX | Diversified Real Asset | PairCorr |
| 0.82 | PGLSX | Global Multi Strategy | PairCorr |
| 0.86 | STCCX | Short Term Income | PairCorr |
| 0.92 | PGRUX | Global Real Estate | PairCorr |
| 0.89 | PGSLX | Principal Global | PairCorr |
| 0.92 | PGRKX | Global Real Estate | PairCorr |
Moving against INFLATION Mutual Fund
Sensitivity To Market
Through regression modeling, beta measures how Inflation Protection Fund reacts to market-wide movements. A beta of 0.0384 implies defined sensitivity to systematic risk factors. Total volatility is around 0.22%.Inflation Protection Fund has recorded return dispersion that can be summarized through standard deviation (0.21%) and semi-deviation (0.2%). Global funds can add currency-related movement on top of underlying asset volatility.
| α | -0.0076 | β | 0.04 | Check current 90 days INFLATION PROTECTION correlation with market (Dow Jones Industrial)
Downside Risk
The standard deviation of INFLATION measures how widely its daily prices are dispersed around the mean. High standard deviation points to high volatility; low standard deviation points to price stability.
Standard Deviation | 0.22 |
Standard deviation captures both upside and downside movement in INFLATION PROTECTION. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of INFLATION PROTECTION's returns. Latest disclosures for Inflation Protection Fund show a Downside Deviation of 0.26, a Downside Variance of 0.07, and a Maximum Drawdown of 1.25.
Mutual Fund Volatility Analysis
INFLATION PROTECTION fund volatility is a measure of the speed and extent of INFLATION PROTECTION's price movements. A higher-volatility mutual fund like INFLATION PROTECTION may generate large gains or losses in a short timeframe.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Inflation Protection 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 INFLATION PROTECTION has a beta of 0.0384 indicating as returns on the market go up, INFLATION PROTECTION's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Inflation Protection Fund is expected to be smaller as well.INFLATION PROTECTION price behavior is shaped by macro trends and company or sector-specific developments. Nonmarket risk can be diversified across assets, yet systematic exposure to the mutual fund market remains constant. Latest disclosures for Inflation Protection Fund show a Downside Deviation of 0.26, a Mean Deviation of 0.16, and a Semi Deviation of 0.20.
Predicted Return Distribution |
| Density |
What Drives INFLATION PROTECTION's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Principal Funds sector often influence how investors price INFLATION PROTECTION's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around INFLATION PROTECTION.INFLATION PROTECTION's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of INFLATION PROTECTION is 8613.09. The daily returns are distributed with a variance of 0.05 and standard deviation of 0.22. The mean deviation of Inflation Protection Fund is currently at 0.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0076 | |
β | Beta against Dow Jones | 0.04 | |
σ | Overall volatility | 0.22 | |
Ir | Information ratio | 0.21 |
Mutual Fund Return Volatility
Daily return volatility for INFLATION PROTECTION measures how far fund returns deviate from their average on a day-to-day basis. The fund shows 0.2166% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Risk-Adjusted Indicators
Evaluating INFLATION Mutual Fund requires separating price momentum from underlying operating strength versus competitors. Reviewing INFLATION PROTECTION's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FJOVEX | 0.61 | -0.13 | 0.00 | -0.38 | 0.00 | 0.92 | 2.26 | |||
| ABVCX | 0.60 | 0.11 | 0.14 | 0.08 | 0.70 | 1.52 | 3.56 | |||
| FADZX | 0.08 | -0.01 | 0.00 | -0.48 | 0.00 | 0.19 | 0.57 | |||
| ACWDX | 0.87 | 0.10 | 0.08 | 0.04 | 1.15 | 1.47 | 5.90 | |||
| FOLOVX | 0.96 | 0.19 | 0.00 | 1.47 | 0.00 | 1.94 | 4.17 | |||
| TWBIX | 0.39 | -0.02 | 0.00 | -0.09 | 0.00 | 0.76 | 2.33 | |||
| FGLNPX | 0.22 | -0.02 | 0.00 | -0.46 | 0.00 | 0.40 | 1.53 |
Risk Metrics, Assumptions & Methodology
Maximum drawdown for INFLATION PROTECTION captures the deepest NAV decline from peak, framing the worst-case experience for holders. Maximum drawdown depth often reveals risk that standard deviation alone does not capture.
Inputs for Inflation Protection Fund come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardINFLATION PROTECTION Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.86 times the return volatility of Inflation Protection Fund. Across the current 90-day horizon, that places the security below 1% of the broader equity and portfolio universe on a pure volatility basis.You can use Inflation Protection Fund to enhance the returns of the portfolio. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a normal upward fluctuation. Check odds of INFLATION PROTECTION to be traded at $7.55 in 90 days.Very good diversification
INFLATION PROTECTION currently posts a 0.05 correlation with Dow Jones, indicating a Very good diversification relationship for the active sample. This chart helps evaluate whether adding Dow Jones genuinely reduces risk relative to holding INFLATION PROTECTION alone.
INFLATION PROTECTION Additional Risk Indicators
Looking at additional risk metrics for Inflation Protection Fund frames how the position may behave under different market and portfolio conditions. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.24 | |||
| Mean Deviation | 0.1595 | |||
| Semi Deviation | 0.202 | |||
| Downside Deviation | 0.2616 | |||
| Coefficient Of Variation | 95207.63 | |||
| Standard Deviation | 0.2131 |
INFLATION PROTECTION Suggested Diversification Pairs
Pair trading with INFLATION PROTECTION can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing INFLATION PROTECTION with another position. However, INFLATION PROTECTION's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Inflation Protection Fund.