Federated Strategic Correlations

SVALX Fund

USD 6.10 0.01 0.16%

The current 90-days correlation between Federated Strategic Value and Rbc Funds Trust is 0.04 (i.e., Significant diversification). The correlation of Federated Strategic 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 Strategic Correlation With Market

Very poor diversification

The correlation between Federated Strategic Value and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Strategic Value and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Federated Strategic Value. 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 bureau of economic analysis.

Moving together with Federated Mutual Fund

0.79	EMDIX	Federated Emerging Market	Pair Corr
0.65	QKACX	Federated Mdt All	Pair Corr
0.69	QKBGX	Federated Mdt Balanced	Pair Corr
0.79	SBFIX	Federated Global All	Pair Corr
0.78	FRIEX	Federated Hermes Emerging	Pair Corr
0.9	STFSX	Federated Strategic	Pair Corr
0.9	STIAX	Federated Strategic	Pair Corr
0.88	STILX	Federated Strategic	Pair Corr
0.88	STISX	Federated Strategic	Pair Corr
0.73	FRSAX	Federated Floating Rate	Pair Corr
0.79	FSBCX	Federated Global All	Pair Corr
0.79	FSBKX	Federated Global All	Pair Corr
0.68	FSBLX	Federated Global All	Pair Corr
0.77	QLSGX	Federated Mdt Small	Pair Corr
0.82	QLSCX	Federated Mdt Small	Pair Corr
0.65	FSHIX	Federated Short-intermedia	Pair Corr
0.65	INISX	Federated Intermediate	Pair Corr
0.78	FSHSX	Federated Short-intermedia	Pair Corr
0.85	FSTKX	Federated Mdt Large	Pair Corr
0.85	FSTLX	Federated Mdt Large	Pair Corr
0.85	FSTRX	Federated Mdt Large	Pair Corr
0.79	FSTBX	Federated Global All	Pair Corr
0.77	PIEFX	Pnc Emerging Markets	Pair Corr
0.73	PIGDX	Pnc International Growth	Pair Corr
0.99	SVAAX	Federated Strategic Value	Pair Corr
1.0	SVAIX	Federated Strategic Value	Pair Corr
1.0	SVACX	Federated Strategic Value	Pair Corr
0.76	PIUCX	Pnc International Equity	Pair Corr
0.75	PIUIX	Pnc International Equity	Pair Corr

Moving against Federated Mutual Fund

0.75

BEARX

Federated Prudent Bear

Pair Corr

Related Correlations Analysis

	TIMXX	NQQQX	BBHLX	AUERX	ABPYX	VDVIX	MHEFX	EICVX
TIMXX		0.79	0.85	0.68	0.7	0.81	0.7	0.52	TIMXX
NQQQX	0.79		0.91	0.92	0.98	0.94	0.93	0.86	NQQQX
BBHLX	0.85	0.91		0.92	0.85	0.96	0.86	0.73	BBHLX
AUERX	0.68	0.92	0.92		0.92	0.92	0.93	0.85	AUERX
ABPYX	0.7	0.98	0.85	0.92		0.92	0.94	0.93	ABPYX
VDVIX	0.81	0.94	0.96	0.92	0.92		0.86	0.84	VDVIX
MHEFX	0.7	0.93	0.86	0.93	0.94	0.86		0.83	MHEFX
EICVX	0.52	0.86	0.73	0.85	0.93	0.84	0.83		EICVX
	TIMXX	NQQQX	BBHLX	AUERX	ABPYX	VDVIX	MHEFX	EICVX

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Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Strategic 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 Strategic'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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TIMXX	0.03	0.01	0.00	1.29	0.00	0.00	0.00	0.00	1.01
NQQQX	1.29	0.18	0.06	(1.34)	1.86	(1.29)	2.63	(3.06)	16.15
BBHLX	0.76	0.06	0.04	0.12	1.23	(0.78)	1.86	(1.21)	6.97
AUERX	1.00	0.08	0.04	0.11	1.76	(0.96)	1.62	(2.07)	10.94
ABPYX	0.73	0.05	0.02	(0.80)	1.11	(0.79)	1.55	(1.62)	7.85
VDVIX	0.80	0.07	0.03	(1.75)	1.39	(0.74)	1.48	(1.37)	7.58
MHEFX	0.75	0.06	0.02	0.12	1.11	(1.86)	2.24	(1.80)	8.30
EICVX	0.82	0.01	(0.01)	(0.11)	1.35	(0.80)	1.43	(1.71)	7.40

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