International Fixed Correlations

TIFUX Fund

USD 6.86 0.00 0.00%

The current 90-days correlation between International Fixed and Global Centrated Portfolio is 0.12 (i.e., Average diversification). The correlation of International Fixed 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.

International Fixed Correlation With Market

Very weak diversification

The correlation between International Fixed Income and DJI is 0.56 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding International 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 International 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 population.

Moving together with International Mutual Fund

0.77	TEMUX	Emerging Markets Equity	Pair Corr
0.64	DINDX	Global Fixed Income	Pair Corr
0.64	THYUX	High Yield Fund	Pair Corr
0.77	TIIUX	Core Fixed Income	Pair Corr
0.9	TILUX	Inflation Linked Fixed	Pair Corr
0.76	MPFDX	Corporate Bond Portfolio	Pair Corr
0.65	MRHYX	Msift High Yield	Pair Corr
0.64	MAIJX	Morgan Stanley Insti	Pair Corr
0.64	MAIHX	Morgan Stanley Insti	Pair Corr
0.68	MSBOX	Corporate Bond Portfolio	Pair Corr
0.65	MSBQX	Morgan Stanley Insti	Pair Corr
0.63	MSBWX	Morgan Stanley Insti	Pair Corr
0.64	MSBVX	Morgan Stanley Insti	Pair Corr
0.64	MSAAX	Active International	Pair Corr
0.75	MSACX	Active International	Pair Corr

Moving against International Mutual Fund

0.64	MPAIX	Advantage Portfolio Class	Pair Corr
0.64	MADSX	Msif Advantage Port	Pair Corr
0.42	MMKBX	Emerging Markets Por	Pair Corr
0.41	MMCGX	Mid Cap Growth	Pair Corr
0.41	MPEGX	Mid Cap Growth	Pair Corr
0.38	MMMPX	Msif Emerging Markets	Pair Corr
0.38	MRGEX	Msif Emerging Markets	Pair Corr
0.37	MACGX	Mid Cap Growth	Pair Corr
0.64	MAPLX	Advantage Portfolio Class	Pair Corr
0.61	MAPPX	Advantage Portfolio Class	Pair Corr
0.52	MSCMX	Morgan Stanley Multi	Pair Corr
0.51	MSCOX	Msif Small Pany	Pair Corr
0.44	MSECX	Msif Intl Equity	Pair Corr

Related Correlations Analysis

	TEMUX	DINDX	MLMAX	MLMCX	MLNSX	MLMIX	MLMSX	MLNCX	MLNAX	MLNIX
TEMUX		0.86	0.74	0.73	0.64	0.72	0.72	0.63	0.66	0.64	TEMUX
DINDX	0.86		0.73	0.73	0.62	0.74	0.74	0.61	0.61	0.62	DINDX
MLMAX	0.74	0.73		1.0	0.92	0.95	0.95	0.92	0.98	0.92	MLMAX
MLMCX	0.73	0.73	1.0		0.93	0.95	0.95	0.92	0.98	0.92	MLMCX
MLNSX	0.64	0.62	0.92	0.93		0.98	0.98	1.0	0.92	1.0	MLNSX
MLMIX	0.72	0.74	0.95	0.95	0.98		1.0	0.97	0.9	0.98	MLMIX
MLMSX	0.72	0.74	0.95	0.95	0.98	1.0		0.97	0.9	0.98	MLMSX
MLNCX	0.63	0.61	0.92	0.92	1.0	0.97	0.97		0.92	1.0	MLNCX
MLNAX	0.66	0.61	0.98	0.98	0.92	0.9	0.9	0.92		0.92	MLNAX
MLNIX	0.64	0.62	0.92	0.92	1.0	0.98	0.98	1.0	0.92		MLNIX
	TEMUX	DINDX	MLMAX	MLMCX	MLNSX	MLMIX	MLMSX	MLNCX	MLNAX	MLNIX

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Risk-Adjusted Indicators

There is a big difference between International Mutual Fund performing well and International Fixed 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 International Fixed'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
TEMUX	0.62	0.14	0.16	0.27	0.49	(0.73)	1.51	(1.09)	3.72
DINDX	0.14	0.03	(0.01)	0.71	0.00	(0.16)	0.32	(0.26)	0.83
MLMAX	0.70	0.02	(0.02)	(0.41)	0.99	(0.65)	1.30	(1.65)	4.53
MLMCX	0.69	0.02	(0.02)	(0.39)	0.99	(0.65)	1.29	(1.61)	4.72
MLNSX	0.80	(0.04)	(0.03)	0.00	1.17	(0.70)	1.26	(1.81)	5.67
MLMIX	0.70	0.00	(0.01)	0.03	0.98	(0.67)	1.24	(1.58)	4.50
MLMSX	0.70	0.00	(0.01)	0.04	0.96	(0.66)	1.28	(1.62)	4.46
MLNCX	0.80	(0.04)	(0.03)	0.00	1.17	(0.70)	1.23	(1.83)	5.62
MLNAX	0.79	(0.01)	0.00	0.09	0.00	0.00	1.26	(1.84)	5.62
MLNIX	0.80	(0.04)	(0.03)	0.00	1.17	(0.70)	1.26	(1.85)	5.65

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