Three-Year Correlation Rates Among Morningstar Categories

Table with 15 columns and 14 rows.

1 EUR Corporate Bond
2 EUR Government Bond	0.92
3 EUR High Yield Bond	0.89	0.71
4 EUR Inflation-Linked Bond	0.77	0.80	0.70
5 USD Corporate Bond	0.74	0.75	0.58	0.60
6 USD High Yield Bond	0.55	0.48	0.58	0.56	0.76
7 USD Diversified Bond	0.35	0.41	0.20	0.34	0.84	0.78
8 Global Emerging Markets Bond	0.74	0.61	0.79	0.57	0.80	0.71	0.61
9 Europe Large-Cap Blend Equity	0.80	0.68	0.85	0.75	0.54	0.48	0.14	0.63
10 Eurozone Large-Cap Equity	0.77	0.65	0.83	0.69	0.47	0.42	0.07	0.60	0.98
11 Japan Large-Cap Equity	0.77	0.70	0.78	0.66	0.75	0.60	0.42	0.74	0.77	0.74
12 US Large-Cap Blend Equity	0.71	0.67	0.72	0.75	0.73	0.76	0.48	0.73	0.76	0.71	0.81
13 Asia-Pacific ex-Japan Equity	0.61	0.53	0.62	0.52	0.53	0.27	0.22	0.68	0.60	0.58	0.63	0.51
14 Latin America Equity	0.28	0.24	0.45	0.43	0.13	0.31	−0.09	0.26	0.44	0.46	0.40	0.48	0.19