International Fixed Correlations

TIFUX Fund

USD 6.94 0.01 0.14%

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.

Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as various price indices.

Moving together with International Mutual Fund

0.98	FSTQX	Fidelity Series Inte	Pair Corr
0.86	GPBFX	Gmo E Plus	Pair Corr
0.66	GPMFX	Guidepath Managed Futures	Pair Corr
0.84	PQTAX	Pimco Trends Managed	Pair Corr
0.84	PQTNX	Pimco Trends Managed	Pair Corr
0.84	PQTIX	Aa Pimco Tr	Pair Corr
0.87	WARCX	Wells Fargo Advantage	Pair Corr
0.88	FPXIX	Fidelity Advisor 529	Pair Corr
0.91	GPICX	Guidepath Conservative	Pair Corr
0.62	BAC	Bank of America	Pair Corr
0.63	DD	Dupont De Nemours	Pair Corr
0.84	AA	Alcoa Corp	Pair Corr
0.71	MMM	3M Company	Pair Corr
0.82	IBM	International Business	Pair Corr
0.84	CAT	Caterpillar	Pair Corr
0.81	AXP	American Express	Pair Corr
0.63	KO	Coca Cola Aggressive Push	Pair Corr

Moving against International Mutual Fund

0.59	HD	Home Depot	Pair Corr
0.58	BA	Boeing	Pair Corr
0.31	HPQ	HP Inc Earnings Call Tomorrow	Pair Corr

Related Correlations Analysis

	LMISX	RCLIX	ENGRX	PTEZX	TALCX	MTCGX	DLCIX
LMISX		0.93	0.75	0.98	0.9	0.92	0.95	LMISX
RCLIX	0.93		0.68	0.95	0.81	0.97	0.86	RCLIX
ENGRX	0.75	0.68		0.71	0.56	0.7	0.67	ENGRX
PTEZX	0.98	0.95	0.71		0.9	0.94	0.96	PTEZX
TALCX	0.9	0.81	0.56	0.9		0.72	0.93	TALCX
MTCGX	0.92	0.97	0.7	0.94	0.72		0.85	MTCGX
DLCIX	0.95	0.86	0.67	0.96	0.93	0.85		DLCIX
	LMISX	RCLIX	ENGRX	PTEZX	TALCX	MTCGX	DLCIX

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
LMISX	0.56	0.05	0.05	0.07	0.78	(0.51)	1.26	(1.35)	3.60
RCLIX	0.47	0.01	0.01	0.03	0.70	(0.47)	1.07	(0.98)	3.19
ENGRX	0.15	0.00	(0.04)	0.03	0.18	(0.24)	0.35	(0.35)	1.28
PTEZX	0.57	0.03	0.03	0.06	0.90	(0.53)	1.15	(1.15)	3.53
TALCX	0.46	0.02	0.03	0.05	0.58	(0.51)	0.96	(0.94)	3.20
MTCGX	0.77	0.02	0.02	0.04	1.16	(0.70)	1.72	(1.86)	4.26
DLCIX	0.58	0.05	0.05	0.07	0.81	(0.56)	1.26	(1.18)	3.59

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International Fixed Correlations

Moving together with International Mutual Fund

Moving against International Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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