Inflation Protected Correlations

Mutual Funds USA . 
Fund . Inflation Protected Fund
VCTPX Fund  USD 8.67  0.01  0.12%   
The current 90-days correlation between Inflation Protected and Mid Cap Index is 0.26 (i.e., Modest diversification). The correlation of Inflation Protected 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 Protected Correlation With Market

Modest diversification

The correlation between Inflation Protected Fund and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Inflation Protected Fund 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 Protected Fund. 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 american community survey.

Moving together with Inflation Mutual Fund

  0.7VMIDX Mid Cap IndexPairCorr
  0.73VMSGX Mid Cap StrategicPairCorr
  0.69VAPPX Valic Company IPairCorr
  0.69VSRDX Valic Company IPairCorr
  0.74VSTIX Stock Index FundPairCorr
  0.65VSSVX Small Cap SpecialPairCorr
  0.73VBCVX Broad Cap ValuePairCorr
  0.78VCAAX Asset AllocationPairCorr
  0.93VCBDX Valic Company IPairCorr
  0.71VCBCX Blue Chip GrowthPairCorr
  0.72VCGAX Growth IncomePairCorr
  0.74VCGEX Emerging EconomiesPairCorr
  0.9VCGSX Government SecuritiesPairCorr
  0.75VCFVX Foreign ValuePairCorr
  0.7VCIEX International EquitiesPairCorr
  0.87VCIFX International GovernmentPairCorr
  0.74VCIGX Valic Company IPairCorr
  0.62VCINX International GrowthPairCorr
  0.72VCNIX Nasdaq 100 IndexPairCorr
  0.74VCSTX Science TechnologyPairCorr
  0.71VCSOX Global Social AwarenessPairCorr
  0.75VCSLX Small Cap IndexPairCorr
  0.72VCULX Growth Fund GrowthPairCorr
  0.78VDAFX Dynamic AllocationPairCorr
  0.71VVMCX Valic Company IPairCorr
  0.71VVSGX Valic Company IPairCorr
  0.73VVSCX Valic Company IPairCorr
  0.8VGCLX Valic Company IPairCorr
  0.77VGLSX Global StrategyPairCorr
  0.69VGREX Global Real EstatePairCorr
  0.8VHYLX Valic Company IPairCorr
  0.74VIOPX Valic Company IPairCorr
  0.73VLAGX Valic Company IPairCorr
  0.7VLCGX Large Capital GrowthPairCorr
  0.78VLSMX Valic Company IPairCorr
  0.97VIPSX Vanguard Inflation-protecPairCorr
  0.97VIPIX Vanguard InflationPairCorr
  0.97VAIPX Vanguard Inflation-protecPairCorr
  0.9FLIBX American Funds InflationPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Inflation Mutual Fund performing well and Inflation Protected 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 Protected'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
VMIDX  0.74  0.08  0.08  0.22  0.76 
(0.85)
 2.16 
(1.56)
 6.18 
VMSGX  0.79  0.19  0.18  0.32  0.63 
(0.93)
 2.37 
(1.36)
 5.47 
VAPPX  0.82  0.30  0.15 (1.96) 0.68 
(0.98)
 2.27 
(1.56)
 5.92 
VSRDX  0.67  0.27  0.13 (1.78) 0.49 
(0.81)
 1.92 
(1.52)
 4.31 
VSTIX  0.65  0.11  0.11  0.25  0.56 
(0.77)
 2.02 
(1.12)
 4.86 
VSSVX  0.99  0.00  0.01  0.13  1.00 
(1.13)
 2.38 
(1.75)
 6.32 
VBCVX  0.58  0.05  0.03  0.19  0.52 
(0.66)
 1.63 
(1.09)
 3.91 
VCAAX  0.43  0.07  0.02  0.25  0.33 
(0.52)
 1.37 
(0.85)
 3.15 
VCBDX  0.25  0.03 (0.31)(1.63) 0.17 
(0.32)
 0.52 
(0.41)
 1.46 
VCBCX  0.82  0.17  0.16  0.29  0.71 
(0.98)
 2.43 
(1.40)
 5.66 

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