Federated Correlations

Mutual Funds . USA . 
Fund . Federated U S
FSGVX Fund  USD 9.63  0.01  0.10%   
The current 90-days correlation between Federated U S and Federated Emerging Market is 0.1 (i.e., Average diversification). The correlation of Federated 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 Correlation With Market

Good diversification

The correlation between Federated U S and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated U S 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 U S. 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 real.

Moving together with Federated Mutual Fund

  0.77EMDIX Federated Emerging MarketPairCorr
  0.67QKACX Federated Mdt AllPairCorr
  0.69QKBGX Federated Mdt BalancedPairCorr
  0.72SBFIX Federated Global AllPairCorr
  0.65FRIEX Federated Hermes EmergingPairCorr
  0.82STFSX Federated StrategicPairCorr
  0.83STIAX Federated StrategicPairCorr
  0.82STILX Federated StrategicPairCorr
  0.81STISX Federated StrategicPairCorr
  0.72FRSAX Federated Floating RatePairCorr
  0.72FSBCX Federated Global AllPairCorr
  0.72FSBKX Federated Global AllPairCorr
  0.72FSBLX Federated Global AllPairCorr
  0.66QLSGX Federated Mdt SmallPairCorr
  0.67QLSCX Federated Mdt SmallPairCorr
  0.82FSHIX Federated Short-intermediaPairCorr
  0.98FSGIX Federated Gov SecPairCorr
  0.93INISX Federated IntermediatePairCorr
  0.77FSHSX Federated Short IntePairCorr
  0.89FSILX Federated Short TermPairCorr
  0.93FSTIX Federated Short TermPairCorr
  0.67FSTKX Federated Mdt LargePairCorr
  0.68FSTLX Federated Mdt LargePairCorr
  0.67FSTRX Federated Mdt LargePairCorr
  0.92FSTYX Federated Short TermPairCorr
  0.69FSTBX Federated Global AllPairCorr
  0.65PIEFX Pnc Emerging MarketsPairCorr
  0.75SVALX Federated Strategic ValuePairCorr
  0.93FTIAX Federated Short TermPairCorr
  0.88FTGLX Federated Total ReturnPairCorr
  0.87FTGSX Federated Total ReturnPairCorr
  0.75SVAAX Federated Strategic ValuePairCorr
  0.72SVAIX Federated Strategic ValuePairCorr
  0.71SVACX Federated Strategic ValuePairCorr
  0.63PIUCX Pnc International EquityPairCorr
  0.63PIUIX Pnc International EquityPairCorr
  0.85RRFAX Federated Real ReturnPairCorr
  0.8RRFCX Federated Real ReturnPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated 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'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  0.20  0.12 (0.08)(1.86) 0.00 
(0.31)
 0.51 
(0.25)
 1.43 
QKACX  0.65  0.16  0.17  0.30  0.43 
(0.82)
 1.97 
(1.28)
 4.99 
QKBGX  0.41  0.19  0.07 (1.73) 0.20 
(0.47)
 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  0.68  0.28  0.20 (5.93) 0.16 
(0.80)
 2.36 
(1.08)
 4.12 
STFSX  0.18  0.05 (0.29)(1.28) 0.00 
(0.24)
 0.49 
(0.36)
 1.25 
STIAX  0.20  0.05 (0.32)(1.45) 0.00 
(0.24)
 0.37 
(0.36)
 1.24 
STILX  0.19  0.06 (0.30)(1.40) 0.00 
(0.24)
 0.38 
(0.25)
 1.51 
STISX  0.17  0.06 (0.28)(1.78) 0.00 
(0.23)
 0.38 
(0.25)
 1.39 
FRSAX  0.07  0.03  0.00  1.65  0.00 
 0.00 
 0.24 
 0.00 
 0.70 

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