Lincoln Inflation Correlations

Mutual Funds . USA . 
Fund . Lincoln Inflation Plus
LFTAX Fund   10.71  0.02  0.19%   
The current 90-days correlation between Lincoln Inflation Plus and Vanguard Total Stock is 0.45 (i.e., Very weak diversification). The correlation of Lincoln Inflation 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.

Lincoln Inflation Correlation With Market

Very weak diversification

The correlation between Lincoln Inflation Plus and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lincoln Inflation Plus and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lincoln Inflation Plus. 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 nation.

Moving together with Lincoln Mutual Fund

  0.7VTIAX Vanguard Total InterPairCorr
  0.82ARMLX Western Asset AdjustablePairCorr
  0.63EPGFX Europac Gold Steady GrowthPairCorr
  0.74CIQGX American Funds ConsePairCorr
  0.75ADX Adams Diversified EquityPairCorr
  0.7ACHFX American Century HighPairCorr
  0.62RITGX American High IncomePairCorr
  0.82LROSX Legg Mason BwPairCorr
  0.62SSUSX State Street EquityPairCorr
  0.86DRRCX Dreyfus Global RealPairCorr
  0.74FCAQX Franklin California HighPairCorr
  0.68FLSOX Franklin Lifesmart 2050PairCorr
  0.61MMDAX Madison Moderate AllPairCorr
  0.65ICELX Mainstay Epoch InterPairCorr
  0.61WACIX Western Asset EPairCorr
  0.77TGVRX Thornburg InternationalPairCorr
  0.74FCAHX Franklin California HighPairCorr
  0.61UDBTX Ubs Sustainable DevePairCorr

Moving against Lincoln Mutual Fund

  0.31NHS Neuberger Berman HighPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Lincoln Mutual Fund performing well and Lincoln Inflation 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 Lincoln Inflation'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VTSAX  0.60 (0.01)(0.02) 0.06  0.89 
(0.55)
 1.15 
(1.22)
 3.38 
VFIAX  0.58 (0.01)(0.01) 0.06  0.84 
(0.53)
 1.23 
(1.17)
 3.29 
VTSMX  0.59 (0.02)(0.02) 0.05  0.89 
(0.55)
 1.15 
(1.22)
 3.38 
VITSX  0.60 (0.01)(0.02) 0.06  0.87 
(0.55)
 1.15 
(1.23)
 3.39 
VSMPX  0.60 (0.01)(0.02) 0.06  0.87 
(0.55)
 1.18 
(1.22)
 3.39 
VSTSX  0.60 (0.02)(0.02) 0.05  0.91 
(0.54)
 1.15 
(1.22)
 3.39 
VTIAX  0.60  0.01  0.00  0.09  0.74 
(0.63)
 1.14 
(1.18)
 3.82 
VFINX  0.58 (0.01)(0.01) 0.06  0.84 
(0.53)
 1.23 
(1.17)
 3.29 
VFFSX  0.58 (0.01)(0.01) 0.06  0.84 
(0.53)
 1.23 
(1.17)
 3.29 
VBTLX  0.16  0.00 (0.27) 0.10  0.15 
(0.19)
 0.31 
(0.31)
 0.92 

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