Federated Max Correlations

The correlation of Federated Max 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.

Check out Investing Opportunities to better understand how to build diversified portfolios. 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 state.

Moving together with Federated Mutual Fund

1.0	QKBGX	Federated Mdt Balanced	Pair Corr
0.87	SBFIX	Federated Global All	Pair Corr
0.84	QLSCX	Federated Mdt Small	Pair Corr
0.62	FSILX	Federated Short Term	Pair Corr
0.99	FSTLX	Federated Mdt Large	Pair Corr
0.84	PIEFX	Pnc Emerging Markets	Pair Corr
0.82	PIGDX	Pnc International Growth	Pair Corr
0.75	SVAAX	Federated Strategic Value	Pair Corr

Moving against Federated Mutual Fund

0.5

BEARX

Federated Prudent Bear

Pair Corr

Related Correlations Analysis

	DLCIX	GMLVX	LGPSX	DNLVX	OWLSX	LCIAX	TALCX	SBQAX
DLCIX		0.56	0.88	0.99	0.47	0.48	0.86	0.85	DLCIX
GMLVX	0.56		0.53	0.61	0.97	0.97	0.48	0.48	GMLVX
LGPSX	0.88	0.53		0.87	0.47	0.47	0.98	0.98	LGPSX
DNLVX	0.99	0.61	0.87		0.52	0.52	0.86	0.86	DNLVX
OWLSX	0.47	0.97	0.47	0.52		1.0	0.4	0.4	OWLSX
LCIAX	0.48	0.97	0.47	0.52	1.0		0.41	0.41	LCIAX
TALCX	0.86	0.48	0.98	0.86	0.4	0.41		0.99	TALCX
SBQAX	0.85	0.48	0.98	0.86	0.4	0.41	0.99		SBQAX
	DLCIX	GMLVX	LGPSX	DNLVX	OWLSX	LCIAX	TALCX	SBQAX

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Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Max 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 Max'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
DLCIX	0.54	0.08	0.03	0.34	0.06	(0.63)	1.37	(0.81)	5.02
GMLVX	0.50	0.15	0.05	0.52	0.00	(0.66)	1.55	(0.80)	4.06
LGPSX	0.64	0.32	0.07	(2.05)	0.12	(0.74)	1.73	(0.84)	5.28
DNLVX	0.51	0.04	(0.06)	0.30	0.27	(0.59)	1.01	(0.80)	4.10
OWLSX	0.47	0.27	0.01	(1.67)	0.00	(0.60)	1.45	(0.72)	3.37
LCIAX	0.62	0.33	0.06	(1.30)	0.34	(0.69)	2.06	(0.83)	4.96
TALCX	0.50	0.23	(0.02)	(9.34)	0.28	(0.61)	1.48	(0.72)	4.04
SBQAX	0.55	0.24	0.00	(6.78)	0.09	(0.70)	1.09	(0.59)	4.69

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Federated Max Correlations

Moving together with Federated Mutual Fund

Moving against Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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