Vanguard Inflation-protec Correlations
| VIPIX Fund | USD 9.40 0.01 0.11% |
The current 90-days correlation between Vanguard Inflation-protec and Morningstar International Equity is -0.06 (i.e., Good diversification). The correlation of Vanguard Inflation-protec 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.
Vanguard Inflation-protec Correlation With Market
Good diversification
The correlation between Vanguard Inflation Protected S and DJI is -0.15 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Inflation Protected S and DJI in the same portfolio, assuming nothing else is changed.
Vanguard |
Moving together with Vanguard Mutual Fund
Related Correlations Analysis
| 0.92 | 0.94 | 0.98 | 0.91 | 0.93 | AUIAX | ||
| 0.92 | 0.92 | 0.94 | 0.93 | 0.99 | FREIX | ||
| 0.94 | 0.92 | 0.93 | 0.96 | 0.92 | GMADX | ||
| 0.98 | 0.94 | 0.93 | 0.93 | 0.94 | LMGEX | ||
| 0.91 | 0.93 | 0.96 | 0.93 | 0.94 | RTIUX | ||
| 0.93 | 0.99 | 0.92 | 0.94 | 0.94 | MSTFX | ||
Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation-protec 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 Vanguard Inflation-protec'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AUIAX | 0.64 | 0.19 | 0.20 | 5.68 | 0.49 | 1.32 | 7.71 | |||
| FREIX | 0.62 | 0.17 | 0.25 | 0.24 | 0.33 | 1.06 | 11.53 | |||
| GMADX | 0.56 | 0.16 | 0.19 | 0.89 | 0.47 | 1.35 | 3.10 | |||
| LMGEX | 0.69 | 0.20 | 0.22 | 0.36 | 0.47 | 1.46 | 8.85 | |||
| RTIUX | 0.53 | 0.08 | 0.10 | 0.16 | 0.51 | 1.15 | 2.51 | |||
| MSTFX | 0.73 | 0.31 | 0.41 | 1.02 | 0.00 | 1.26 | 14.59 |