Federated Total Correlations

FTGLX Fund

USD 9.32 0.01 0.11%

The current 90-days correlation between Federated Total Return and Blackrock Exchange Portfolio is -0.11 (i.e., Good diversification). The correlation of Federated Total 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, which includes a position in Federated Total Return. 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

0.69	FCSPX	Federated Porate Bond	Pair Corr
0.67	ICBRX	Federated Hermes Int	Pair Corr
0.72	FICMX	Federated Government	Pair Corr
0.68	FIPRX	Federated Hermes Inf	Pair Corr
0.69	VFIJX	Vanguard Gnma	Pair Corr
0.86	VSIGX	Vanguard Intermediate-ter	Pair Corr
0.86	UGSFX	Us Government Securities	Pair Corr
0.87	AMUSX	Us Government Securities	Pair Corr
0.99	FSUGX	American Funds Government	Pair Corr
0.87	UGSCX	Us Government Securities	Pair Corr
0.74	FSUUX	American Funds Government	Pair Corr
0.95	VMBSX	Vanguard Mortgage-backed	Pair Corr
0.83	VFIIX	Vanguard Gnma	Pair Corr
0.99	FUTBX	Fidelity Sai Treasury	Pair Corr

Related Correlations Analysis

	STSEX	TIMTX	IVMXX	QCMMIX	GMBXX	FMFXX	GABXX	NSIOX
STSEX		0.84	0.81	0.94	0.75	0.81	0.69	0.76	STSEX
TIMTX	0.84		0.82	0.75	0.78	0.82	0.69	0.96	TIMTX
IVMXX	0.81	0.82		0.66	0.84	1.0	0.73	0.84	IVMXX
QCMMIX	0.94	0.75	0.66		0.58	0.66	0.53	0.63	QCMMIX
GMBXX	0.75	0.78	0.84	0.58		0.84	0.87	0.81	GMBXX
FMFXX	0.81	0.82	1.0	0.66	0.84		0.73	0.84	FMFXX
GABXX	0.69	0.69	0.73	0.53	0.87	0.73		0.72	GABXX
NSIOX	0.76	0.96	0.84	0.63	0.81	0.84	0.72		NSIOX
	STSEX	TIMTX	IVMXX	QCMMIX	GMBXX	FMFXX	GABXX	NSIOX

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Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Total 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 Total'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
STSEX	0.57	0.07	0.04	0.22	0.45	(0.62)	1.60	(0.93)	3.33
TIMTX	0.14	0.02	(0.53)	(0.63)	0.00	(0.19)	0.29	(0.29)	1.17
IVMXX	0.03	0.01	0.00	4.42	0.00	0.00	0.00	0.00	1.01
QCMMIX	0.02	0.01	0.00	(4.32)	0.00	0.00	0.03	0.00	0.07
GMBXX	0.03	0.00	0.00	2.04	0.00	0.00	0.00	0.00	1.01
FMFXX	0.03	0.01	0.00	4.42	0.00	0.00	0.00	0.00	1.01
GABXX	0.03	0.00	0.00	0.27	0.00	0.00	0.00	0.00	1.01
NSIOX	0.18	0.02	(0.41)	(0.26)	0.15	(0.25)	0.42	(0.31)	1.58

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Federated Total Correlations

Moving together with Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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