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Asset Comparison and Correlation

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Investment horizon:

30 Days Login to change

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PIMCO Real Return R vs Vanguard InflationProtected Se

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Daily Returns (%)

VIPSX

PRRRX

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Timeline

Assuming 30 trading days horizon, If you would invest 1,459 in Vanguard InflationProtected Secs Inv on April 25, 2013 and sell it today you would lose (47.00) from holding Vanguard InflationProtected Secs Inv or give up 3.22% of portfolio value over 30 days.

Diversification

No risk reduction

Overlapping area represents amount of risk that can be diversified away by holding PIMCO Real Return R and Vanguard InflationProtected Se in the same portfolio assuming nothing else is changed

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Correlation Coefficient

0.99

Parameters

Time Period	1 Month [change]
Direction	Positive
Strength	Very Strong
Accuracy	100.0%
Values	Daily Returns

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Predicted Return Density

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Returns

VIPSX

PRRRX

PIMCO Real Return R

Alpha

Profile

PIMCO

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days PIMCO Real Return R has generated negative risk-adjusted returns adding no value to investors with long positions.

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Match-ups for PIMCO

Vanguard InflationProtected Secs I vs. PIMCO Real Return R

Vanguard InflationProtected Secs Inv vs. PIMCO Real Return R

Vanguard InflationProtected Secs Adm vs. PIMCO Real Return R

PIMCO Real Return A vs. PIMCO Real Return R

PIMCO Real Return Admin vs. PIMCO Real Return R

PIMCO Real Return B vs. PIMCO Real Return R

PIMCO Real Return C vs. PIMCO Real Return R

PIMCO Real Return D vs. PIMCO Real Return R

PIMCO Real Return P vs. PIMCO Real Return R

Vanguard InflationProtected Secs Inv

Alpha

Profile

Vanguard

Performance

0	Out Of 100

Over 30

Days

Over the last 30 days Vanguard InflationProtected Secs Inv has generated negative risk-adjusted returns adding no value to investors with long positions.

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Predict Price

Match-ups for Vanguard

Vanguard InflationProtected Secs I vs. Vanguard InflationProtected Secs Inv

Vanguard InflationProtected Secs Adm vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return A vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return R vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return Admin vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return B vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return C vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return D vs. Vanguard InflationProtected Secs Inv

PIMCO Real Return P vs. Vanguard InflationProtected Secs Inv

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