Federated Adjustable Correlations

Mutual Funds . USA . 
Fund . Federated Adjustable Rate
FEUGX Fund  USD 9.32  0.01  0.11%   
The correlation of Federated Adjustable 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.

Federated Adjustable Correlation With Market

Significant diversification

The correlation between Federated Adjustable Rate and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Adjustable Rate and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Federated Adjustable Rate. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in price.

Moving together with Federated Mutual Fund

  0.91EMDIX Federated Emerging MarketPairCorr
  0.87QKACX Federated Mdt AllPairCorr
  0.88QKBGX Federated Mdt BalancedPairCorr
  0.89SBFIX Federated Global AllPairCorr
  0.86FRIEX Federated Hermes EmergingPairCorr
  0.93STFSX Federated StrategicPairCorr
  0.92STIAX Federated StrategicPairCorr
  0.93STILX Federated StrategicPairCorr
  0.93STISX Federated StrategicPairCorr
  0.93FRSAX Federated Floating RatePairCorr
  0.89FSBCX Federated Global AllPairCorr
  0.89FSBKX Federated Global AllPairCorr
  0.89FSBLX Federated Global AllPairCorr
  0.87QLSGX Federated Mdt SmallPairCorr
  0.88QLSCX Federated Mdt SmallPairCorr
  0.91FSGVX Federated U SPairCorr
  0.96FSHIX Federated Short-intermediaPairCorr
  0.87FSGIX Federated Gov SecPairCorr
  0.95INISX Federated IntermediatePairCorr
  0.95FSHSX Federated Short IntePairCorr
  0.97FSILX Federated Short TermPairCorr
  0.97FSTIX Federated Short TermPairCorr
  0.87FSTKX Federated Mdt LargePairCorr
  0.88FSTLX Federated Mdt LargePairCorr
  0.87FSTRX Federated Mdt LargePairCorr
  0.97FSTYX Federated Short TermPairCorr
  0.88FSTBX Federated Global AllPairCorr
  0.86PIEFX Pnc Emerging MarketsPairCorr
  0.8PIGDX Pnc International GrowthPairCorr
  0.89SVALX Federated Strategic ValuePairCorr
  0.97FTIAX Federated Short TermPairCorr
  0.7FTGLX Federated Total ReturnPairCorr
  0.68FTGSX Federated Total ReturnPairCorr
  0.89SVAAX Federated Strategic ValuePairCorr
  0.89SVAIX Federated Strategic ValuePairCorr
  0.88SVACX Federated Strategic ValuePairCorr
  0.82PIUCX Pnc International EquityPairCorr
  0.82PIUIX Pnc International EquityPairCorr
  0.7RRFAX Federated Real ReturnPairCorr
  0.64RRFCX Federated Real ReturnPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Adjustable 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 Federated Adjustable'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
EMDIX  0.19  0.09 (0.13) 1.31  0.00 
(0.29)
 0.51 
(0.25)
 1.10 
QKACX  0.65  0.16  0.17  0.30  0.43 
(0.82)
 1.97 
(1.28)
 4.99 
QKBGX  0.40  0.09  0.05  0.29  0.24 
(0.45)
 1.29 
(0.88)
 2.90 
SBFIX  0.36  0.09  0.04  0.32  0.00 
(0.43)
 1.11 
(0.71)
 2.23 
FRIEX  0.66  0.19  0.17  0.50  0.19 
(0.77)
 2.36 
(1.08)
 4.12 
STFSX  0.18  0.02 (0.31) 0.27  0.02 
(0.23)
 0.49 
(0.36)
 1.11 
STIAX  0.19  0.02 (0.34) 0.26  0.08 
(0.22)
 0.37 
(0.36)
 1.10 
STILX  0.18  0.03 (0.34) 0.40  0.00 
(0.22)
 0.37 
(0.25)
 0.87 
STISX  0.16  0.03 (0.32) 0.46  0.00 
(0.21)
 0.37 
(0.25)
 1.00 
FRSAX  0.07  0.03  0.00  1.19  0.00 
 0.00 
 0.24 
 0.00 
 0.70 

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