Inflation Linked Correlations

TILUX Fund

USD 8.31 0.01 0.12%

The current 90-days correlation between Inflation Linked Fixed and Chase Growth Fund is -0.07 (i.e., Good diversification). 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

Average diversification

The correlation between Inflation Linked Fixed Income and DJI is 0.16 (i.e., Average 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 private.

Moving together with Inflation Mutual Fund

0.61

TIFUX

International Fixed

Pair Corr

Moving against Inflation Mutual Fund

0.51	TIEUX	International Equity	Pair Corr
0.49	DINDX	Global Fixed Income	Pair Corr
0.43	MRHYX	Msift High Yield	Pair Corr
0.42	MLMAX	Global E Portfolio	Pair Corr
0.41	MLMIX	Global E Portfolio	Pair Corr
0.4	MLMCX	Global E Portfolio	Pair Corr
0.4	MLMSX	Global E Portfolio	Pair Corr
0.4	MPBAX	Global Strategist	Pair Corr
0.48	MSAAX	Active International	Pair Corr
0.45	MSDLX	Global Strategist	Pair Corr
0.39	MSGFX	Global Franchise Por	Pair Corr
0.34	MSACX	Active International	Pair Corr
0.32	MSFLX	Global Franchise Por	Pair Corr

Related Correlations Analysis

	CHASX	PAEIX	USCAX	ARTQX	PARCX	USCBX	FLDFX	OKMUX
CHASX		0.87	0.89	0.89	0.84	0.29	0.94	0.61	CHASX
PAEIX	0.87		0.87	0.85	0.9	0.21	0.93	0.49	PAEIX
USCAX	0.89	0.87		0.96	0.83	0.04	0.95	0.41	USCAX
ARTQX	0.89	0.85	0.96		0.77	-0.01	0.92	0.37	ARTQX
PARCX	0.84	0.9	0.83	0.77		0.17	0.9	0.45	PARCX
USCBX	0.29	0.21	0.04	-0.01	0.17		0.21	0.9	USCBX
FLDFX	0.94	0.93	0.95	0.92	0.9	0.21		0.54	FLDFX
OKMUX	0.61	0.49	0.41	0.37	0.45	0.9	0.54		OKMUX
	CHASX	PAEIX	USCAX	ARTQX	PARCX	USCBX	FLDFX	OKMUX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

ARTQX	+ 0.96	USCAX
FLDFX	+ 0.95	USCAX
FLDFX	+ 0.94	CHASX
FLDFX	+ 0.93	PAEIX
FLDFX	+ 0.92	ARTQX
PARCX	+ 0.9	PAEIX

High negative correlations

USCBX

- 0.01

ARTQX

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
CHASX	1.09	0.20	0.15	0.24	1.04	(1.22)	1.99	(2.53)	12.57
PAEIX	0.60	0.04	0.04	0.11	0.73	(0.63)	1.29	(1.27)	2.96
USCAX	0.92	0.09	0.08	0.14	0.97	(0.98)	2.03	(1.93)	6.91
ARTQX	0.80	0.06	0.08	0.11	0.68	(1.02)	1.86	(1.10)	9.49
PARCX	0.40	0.05	0.05	0.14	0.33	(0.44)	0.82	(0.73)	4.41
USCBX	0.09	0.01	(0.31)	1.42	0.00	(0.15)	0.20	(0.19)	0.58
FLDFX	0.46	0.02	0.01	0.08	0.52	(0.51)	0.93	(0.95)	3.74
OKMUX	0.06	0.02	0.00	(1.79)	0.00	0.00	0.28	(0.09)	0.48

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