Inflation Adjusted Correlations
ACITX Fund | USD 10.74 0.01 0.09% |
The current 90-days correlation between Inflation Adjusted Bond and Fisher Small Cap is 0.13 (i.e., Average diversification). The correlation of Inflation Adjusted 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 Adjusted Correlation With Market
Average diversification
The correlation between Inflation Adjusted Bond Fund and DJI is 0.13 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inflation Adjusted Bond Fund and DJI in the same portfolio, assuming nothing else is changed.
Inflation |
Moving together with Inflation Mutual Fund
0.92 | CDBCX | Diversified Bond | PairCorr |
0.95 | TWACX | Short Term Government | PairCorr |
0.94 | TWARX | Short Term Government | PairCorr |
0.94 | TWAVX | Short Term Government | PairCorr |
0.89 | TWGAX | International Growth | PairCorr |
0.89 | TWIEX | International Growth | PairCorr |
0.79 | TWTCX | Intermediate Term Tax | PairCorr |
0.68 | TWTIX | Intermediate Term Tax | PairCorr |
0.95 | TWUSX | Short Term Government | PairCorr |
0.91 | TWUOX | Short Term Government | PairCorr |
0.75 | TWWOX | Intermediate Term Tax | PairCorr |
Moving against Inflation Mutual Fund
0.59 | AMEIX | Equity Growth | PairCorr |
0.57 | TWCCX | Ultra Fund C | PairCorr |
0.55 | TWCIX | Select Fund Investor | PairCorr |
0.54 | AMGIX | Income Growth | PairCorr |
0.53 | TWADX | Value Fund A | PairCorr |
0.53 | TWCAX | Select Fund A | PairCorr |
0.52 | TWCGX | Growth Fund Investor | PairCorr |
0.42 | AMDVX | Mid Cap Value | PairCorr |
0.42 | AMVYX | Mid Cap Value | PairCorr |
0.42 | AMVGX | Mid Cap Value | PairCorr |
0.41 | AMVRX | Mid Cap Value | PairCorr |
0.59 | TWCUX | Ultra Fund Investor | PairCorr |
0.58 | TWHIX | Heritage Fund Investor | PairCorr |
0.55 | TWSIX | Select Fund I | PairCorr |
0.51 | TWGIX | Growth Fund I | PairCorr |
0.5 | TWRCX | Growth Fund C | PairCorr |
0.44 | TWEIX | Equity Income | PairCorr |
0.42 | TWEAX | Equity Income | PairCorr |
0.35 | TWSAX | Strategic Allocation: | PairCorr |
0.58 | TWUAX | Ultra Fund A | PairCorr |
0.58 | TWUIX | Ultra Fund I | PairCorr |
0.54 | TWVLX | Value Fund Investor | PairCorr |
0.49 | ANONX | Small Cap Growth | PairCorr |
0.49 | ANOGX | Small Cap Growth | PairCorr |
0.49 | ANOHX | American Century Small | PairCorr |
Related Correlations Analysis
0.98 | 0.98 | 0.95 | 0.89 | 0.95 | IUSCX | ||
0.98 | 0.98 | 0.96 | 0.93 | 0.97 | BSGSX | ||
0.98 | 0.98 | 0.95 | 0.92 | 0.96 | PMDDX | ||
0.95 | 0.96 | 0.95 | 0.94 | 0.99 | CWSIX | ||
0.89 | 0.93 | 0.92 | 0.94 | 0.93 | KSCYX | ||
0.95 | 0.97 | 0.96 | 0.99 | 0.93 | AATSX | ||
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Risk-Adjusted Indicators
There is a big difference between Inflation Mutual Fund performing well and Inflation Adjusted 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 Adjusted'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
IUSCX | 0.91 | 0.16 | 0.05 | 1.05 | 0.72 | 2.29 | 8.00 | |||
BSGSX | 0.74 | 0.22 | 0.13 | 0.98 | 0.55 | 1.90 | 5.09 | |||
PMDDX | 0.70 | 0.12 | (0.01) | 1.33 | 0.57 | 1.61 | 5.22 | |||
CWSIX | 0.82 | 0.01 | 0.08 | 0.14 | 0.53 | 2.04 | 7.79 | |||
KSCYX | 1.47 | 0.42 | 0.16 | 0.61 | 1.81 | 3.29 | 16.43 | |||
AATSX | 0.74 | 0.05 | 0.08 | 0.18 | 0.50 | 2.10 | 4.86 |