Inflation Linked Correlations

TILUX Fund

USD 8.52 0.03 0.35%

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 0.21 (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

0.85	TEMUX	Emerging Markets Equity	Pair Corr
0.96	DINDX	Global Fixed Income	Pair Corr
0.97	DINCX	Global Fixed Income	Pair Corr
0.95	DINAX	Global Fixed Income	Pair Corr
0.8	MLMAX	Global E Portfolio	Pair Corr
0.8	MLMCX	Global E Portfolio	Pair Corr
0.76	MLNSX	Global Centrated Por	Pair Corr
0.83	MLMIX	Global E Portfolio	Pair Corr
0.83	MLMSX	Global E Portfolio	Pair Corr
0.75	MLNCX	Global Centrated Por	Pair Corr
0.74	MLNAX	Global Centrated Por	Pair Corr
0.76	MLNIX	Global Centrated Por	Pair Corr
0.63	MMCGX	Mid Cap Growth	Pair Corr
0.83	MMKBX	Emerging Markets Por	Pair Corr
0.83	MMMPX	Msif Emerging Markets	Pair Corr
0.69	MNOPX	International Opportunity	Pair Corr
0.93	THYUX	High Yield Fund	Pair Corr
0.76	TIFUX	International Fixed	Pair Corr
0.77	TIEUX	International Equity	Pair Corr
0.96	TIIUX	Core Fixed Income	Pair Corr
0.86	MORGX	Morgan Stanley Mortgage	Pair Corr
0.66	MPAIX	Advantage Portfolio Class	Pair Corr
0.9	MPBAX	Global Strategist	Pair Corr
0.95	MPFDX	Corporate Bond Portfolio	Pair Corr
0.62	MPEGX	Mid Cap Growth	Pair Corr
0.83	MRGEX	Msif Emerging Markets	Pair Corr
0.93	MRHYX	Msift High Yield	Pair Corr
0.69	MRNPX	Msif International	Pair Corr
0.66	MADSX	Msif Advantage Port	Pair Corr
0.85	MAIJX	Morgan Stanley Insti	Pair Corr
0.86	MAIHX	Morgan Stanley Insti	Pair Corr
0.96	MSBOX	Corporate Bond Portfolio	Pair Corr
0.86	MSAAX	Active International	Pair Corr
0.86	MSACX	Active International	Pair Corr
0.69	MSAQX	Asia Opportunity Por	Pair Corr

Moving against Inflation Mutual Fund

0.78	MSFLX	Global Franchise Por	Pair Corr
0.78	MSGFX	Global Franchise Por	Pair Corr
0.66	MSBWX	Morgan Stanley Insti	Pair Corr

Related Correlations Analysis

	HDCAX	MFTFX	LMUSX	FANISX	FFCGX	FBANJX	FLDFX
HDCAX		0.93	0.88	0.85	0.89	0.93	0.89	HDCAX
MFTFX	0.93		0.76	0.72	0.8	0.86	0.79	MFTFX
LMUSX	0.88	0.76		0.89	0.98	0.94	0.98	LMUSX
FANISX	0.85	0.72	0.89		0.87	0.86	0.9	FANISX
FFCGX	0.89	0.8	0.98	0.87		0.94	0.98	FFCGX
FBANJX	0.93	0.86	0.94	0.86	0.94		0.95	FBANJX
FLDFX	0.89	0.79	0.98	0.9	0.98	0.95		FLDFX
	HDCAX	MFTFX	LMUSX	FANISX	FFCGX	FBANJX	FLDFX

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
HDCAX	0.41	0.11	0.03	(0.56)	0.36	(0.49)	0.85	(0.68)	2.95
MFTFX	1.00	0.27	0.11	(1.02)	1.22	(1.05)	2.56	(2.90)	6.84
LMUSX	0.48	0.05	0.05	0.13	0.47	(0.52)	1.15	(0.58)	4.38
FANISX	0.26	0.05	(0.09)	0.67	0.00	(0.33)	0.65	(0.36)	1.27
FFCGX	0.48	0.01	0.00	0.09	0.58	(0.52)	1.36	(0.65)	4.37
FBANJX	0.43	0.10	0.01	(0.65)	0.45	(0.48)	1.10	(0.60)	3.78
FLDFX	0.36	0.03	0.01	0.13	0.30	(0.44)	0.93	(0.53)	3.20

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