Vanguard Inflation Correlations
VIPSX Fund | USD 11.80 0.03 0.25% |
The current 90-days correlation between Vanguard Inflation and Vanguard Short Term Investment Grade is 0.55 (i.e., Very weak diversification). The correlation of Vanguard Inflation 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 Correlation With Market
Average diversification
The correlation between Vanguard Inflation Protected S 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 Vanguard Inflation Protected S and DJI in the same portfolio, assuming nothing else is changed.
Vanguard |
Moving together with Vanguard Mutual Fund
1.0 | VAIPX | Vanguard Inflation-protec | PairCorr |
0.64 | VSCSX | Vanguard Short Term | PairCorr |
0.7 | VSBIX | Vanguard Short Term | PairCorr |
0.71 | VSBSX | Vanguard Short Term | PairCorr |
Related Correlations Analysis
0.95 | 0.79 | 0.81 | 0.87 | VFSTX | ||
0.95 | 0.63 | 0.89 | 0.97 | VWEHX | ||
0.79 | 0.63 | 0.49 | 0.49 | VFIIX | ||
0.81 | 0.89 | 0.49 | 0.9 | VGSIX | ||
0.87 | 0.97 | 0.49 | 0.9 | VEIEX | ||
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Risk-Adjusted Indicators
There is a big difference between Vanguard Mutual Fund performing well and Vanguard Inflation 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'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
VFSTX | 0.14 | 0.02 | (1.07) | (0.58) | 0.03 | 0.29 | 0.87 | |||
VWEHX | 0.16 | 0.05 | (0.59) | 0.94 | 0.00 | 0.55 | 1.14 | |||
VFIIX | 0.27 | (0.01) | (0.66) | (0.20) | 0.31 | 0.55 | 1.32 | |||
VGSIX | 0.77 | (0.02) | (0.07) | 0.21 | 0.97 | 1.73 | 8.72 | |||
VEIEX | 0.64 | 0.16 | 0.06 | 0.55 | 0.25 | 2.32 | 5.56 |