IShares Inflation Correlations

Etfs . USA . 
Etf . iShares Inflation Hedged
LQDI Etf  USD 26.59  0.09  0.34%   
The current 90-days correlation between iShares Inflation Hedged and Nuveen Core Plus is 0.64 (i.e., Poor diversification). The correlation of IShares 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.

IShares Inflation Correlation With Market

Very weak diversification

The correlation between iShares Inflation Hedged 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 iShares Inflation Hedged and DJI in the same portfolio, assuming nothing else is changed.
  
Build AI portfolio with IShares Etf
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in iShares Inflation Hedged. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in private.

Moving together with IShares Etf

  0.82LQD iShares iBoxx Investment Sell-off TrendPairCorr
  0.73USIG iShares Broad USD Sell-off TrendPairCorr
  0.76SUSC iShares ESG USDPairCorr
  0.78QLTA iShares AaaPairCorr
  0.72CORP PIMCO Investment GradePairCorr
  0.78FLCO Franklin Liberty InvPairCorr
  0.77GIGB Goldman Sachs AccessPairCorr
  0.76VTC Vanguard Total CorporatePairCorr
  0.65USD ProShares Ultra SemiPairCorr
  0.67QLD ProShares Ultra QQQPairCorr
  0.66UPRO ProShares UltraPro SP500PairCorr
  0.65SPXL Direxion Daily SP500PairCorr

Related Correlations Analysis


IShares Inflation Constituents Risk-Adjusted Indicators

There is a big difference between IShares Etf performing well and IShares Inflation ETF 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 IShares 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
IGBH  0.17  0.01 (0.09) 0.11  0.12 
(0.20)
 0.41 
(0.37)
 0.89 
IHYF  0.14  0.01 (0.11) 0.09  0.08 
(0.17)
 0.32 
(0.22)
 0.81 
EMCB  0.16  0.00 (0.13) 0.06  0.16 
(0.18)
 0.35 
(0.33)
 1.21 
NUHY  0.13  0.00 (0.15) 0.05  0.07 
(0.15)
 0.28 
(0.23)
 0.80 
GHYB  0.12  0.00 (0.13) 0.06  0.10 
(0.14)
 0.29 
(0.27)
 0.80 
AGZD  0.15  0.01 (0.11) 0.31  0.11 
(0.16)
 0.27 
(0.36)
 0.94 
BSSX  0.10  0.01 (0.18) 0.18  0.00 
(0.14)
 0.23 
(0.23)
 0.70 
RSBT  0.76  0.03  0.02  0.08  1.19 
(0.73)
 1.48 
(1.76)
 3.73 
STXT  0.15 (0.01) 0.00 (0.10) 0.00 
 0.00 
 0.30 
(0.35)
 0.90 
NCPB  0.13 (0.01)(0.19)(0.03) 0.13 
(0.15)
 0.24 
(0.28)
 0.72 

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