Pimco Inflation Correlations

PFRMX Fund

9.51 0.05 0.53%

The current 90-days correlation between Pimco Inflation Response and Mh Elite Fund is 0.18 (i.e., Average diversification). The correlation of Pimco 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.

Pimco Inflation Correlation With Market

Very weak diversification

The correlation between Pimco Inflation Response and DJI is 0.5 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pimco Inflation Response and DJI in the same portfolio, assuming nothing else is changed.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pimco Inflation Response. 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 board of governors.

Moving together with Pimco Mutual Fund

0.66	FASIX	Fidelity Asset Manager	Pair Corr
0.65	FTIWX	Fidelity Asset Manager	Pair Corr
0.63	FTDWX	Fidelity Asset Manager	Pair Corr
0.63	FTAWX	Fidelity Asset Manager	Pair Corr
0.66	FIKVX	Fidelity Asset Manager	Pair Corr
0.68	FTCWX	Fidelity Asset Manager	Pair Corr
0.73	VASIX	Vanguard Lifestrategy	Pair Corr
0.67	PFIPX	Strategic Asset Mana	Pair Corr
0.64	RSNRX	Victory Global Natural	Pair Corr
0.63	RSNYX	Victory Global Natural	Pair Corr
0.63	RGNCX	Victory Global Natural	Pair Corr
0.68	CVX	Chevron Corp Earnings Call This Week	Pair Corr

Moving against Pimco Mutual Fund

0.37	TRV	The Travelers Companies	Pair Corr
0.35	IBM	International Business Earnings Call Tomorrow	Pair Corr
0.35	T	ATT Inc Earnings Call Tomorrow	Pair Corr
0.35	VZ	Verizon Communications Earnings Call This Week	Pair Corr
0.34	HPQ	HP Inc	Pair Corr

Related Correlations Analysis

	GQESX	AUXIX	SSHFX	WPGSX	ARTQX	MHEFX
GQESX		0.96	0.9	0.94	0.96	0.71	GQESX
AUXIX	0.96		0.86	0.94	0.98	0.71	AUXIX
SSHFX	0.9	0.86		0.88	0.85	0.76	SSHFX
WPGSX	0.94	0.94	0.88		0.94	0.85	WPGSX
ARTQX	0.96	0.98	0.85	0.94		0.7	ARTQX
MHEFX	0.71	0.71	0.76	0.85	0.7		MHEFX
	GQESX	AUXIX	SSHFX	WPGSX	ARTQX	MHEFX

Risk-Adjusted Indicators

There is a big difference between Pimco Mutual Fund performing well and Pimco 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 Pimco 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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GQESX	0.66	0.16	0.19	0.31	0.42	(0.79)	1.41	(1.12)	9.05
AUXIX	0.45	0.03	0.01	0.13	0.46	(0.49)	1.06	(0.86)	3.34
SSHFX	0.85	0.25	0.29	0.45	0.40	(1.06)	1.38	(1.29)	15.33
WPGSX	0.86	0.17	0.12	0.52	0.80	(1.01)	2.27	(1.46)	4.65
ARTQX	0.81	0.08	0.11	0.14	0.63	(1.00)	1.86	(1.10)	10.44
MHEFX	0.66	0.17	0.12	1.95	0.44	(0.85)	1.39	(1.22)	9.84

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