| Your Current Location : Correlation : Bond Correlation |
| |
Bond Index Correlation Matrix |
|
| |
| The following table shows return correlations between various Bond Indices over the past 3 Months. |
| |
|
|
B1 |
B2 |
B3 |
B4 |
B5 |
B6 |
B7 |
B8 |
B9 |
B10 |
B11 |
B12 |
|
Return |
SD |
| 10 Year Gilt Index |
B1 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL SDL INDEX |
B2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL Tenor Index 10-15 years |
B3 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL Tenor Index 15-20 years |
B4 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL Tenor Index 20-30 years |
B5 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL Tenor Index 5-10 years |
B6 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CCIL Tenor Index upto 5 years |
B7 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| Composite Bond Fund Index |
B8 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| CRISIL 1 Year T-Bill Index |
B9 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| I Bex |
B10 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| Liquid Fund Index |
B11 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
| Short Term Bond Fund Index |
B12 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
|
0.00 |
0.00 |
|
| |
| |
Note :
- Returns upto 1 year are absolute and over 1 year are compounded and annualised.
- Standard Deviations are calculated on daily return basis for the given period and are annualised.
|
| |
Intra-Portfolio Diversification 
Diversification can be quantified as the intra-portfolio correlation. This indicate Percent of diversifiable risk eliminated. |
50.00% |
| Portfolio Return |
0.00% |
| Start Date |
16 Apr 2019 |
| End Date |
16 Apr 2019 |
|
| |
| Each cell represents the correlation between the two corresponding assets. |
| |
| Cell Color |
Description |
Diversification Benefit |
| -1.00 to -0.40 |
Asset pair with negative correlation |
Excellent Diversification |
| -0.40 to 0.00 |
Asset pair with slight negative correlation |
Good Diversification |
| 0.00 to 0.60 |
Asset pair with mild positive correlation |
Moderate Diversification |
| 0.60 to 1.00 |
Asset pair with strong positive correlation |
Poor Diversification |
|
| |
|
|
| |
|
|
|
|
