sotnkρ +0.43beyond mkt +0.23holdout +0.50stable 100%robust
PAI Western Asset Investment Grade Income Fund Inc.
- Last close
- 11.52
- 504-day return
- +0.88%
- Median $/day
- $152k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
PAI vs IGI
Both indexed to 100 at 2026-05-11.
Moves with PAI
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.40beyond mkt +0.22holdout +0.54stable 100%robust
ρ +0.41beyond mkt +0.21holdout +0.49stable 100%robust
ρ +0.38beyond mkt +0.20holdout +0.50stable 88%robust
ρ +0.40beyond mkt +0.20holdout +0.52stable 75%robust
ρ +0.42beyond mkt +0.19holdout +0.49stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.67holdout +0.86stable 88%robust
horizon 10dρ +0.62holdout +0.74stable 100%robust
horizon 10dρ +0.60holdout +0.71stable 75%robust
horizon 10dρ +0.60holdout +0.60stable 75%robust
horizon 10dρ +0.54holdout +0.79stable 88%robust
horizon 10dρ +0.53holdout +0.83stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.56recent -0.34prior +0.22beyond mkt +0.03
Δ -0.52recent -0.30prior +0.22beyond mkt -0.06
Δ -0.50recent -0.45prior +0.05beyond mkt -0.02
Δ +0.47recent +0.47prior -0.00beyond mkt -0.02
Δ -0.45recent -0.37prior +0.08beyond mkt -0.00
Δ +0.45recent +0.49prior +0.04beyond mkt -0.07