Federated Mdt Correlations

Mutual Funds . USA . 
Fund . Federated Mdt Small
QISCX Fund  USD 27.43  0.38  1.37%   
The current 90-days correlation between Federated Mdt Small and Vanguard Small Cap Index is 0.96 (i.e., Almost no diversification). The correlation of Federated Mdt 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 Mdt Correlation With Market

Very poor diversification

The correlation between Federated Mdt Small and DJI is 0.89 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Mdt Small and DJI in the same portfolio, assuming nothing else is changed.
  
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Federated Mdt Small. 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 main economic indicators.

Moving together with FEDERATED Mutual Fund

  0.94EMDIX Federated Emerging MarketPairCorr
  0.98QKACX Federated Mdt AllPairCorr
  0.96QKBGX Federated Mdt BalancedPairCorr
  0.98SBFIX Federated Global AllPairCorr
  0.97FRIEX Federated Hermes EmergingPairCorr
  0.93STFSX Federated StrategicPairCorr
  0.93STIAX Federated StrategicPairCorr
  0.93STILX Federated StrategicPairCorr
  0.93STISX Federated StrategicPairCorr
  0.97FRSAX Federated Floating RatePairCorr
  0.96FSBCX Federated Global AllPairCorr
  0.98FSBKX Federated Global AllPairCorr
  0.98FSBLX Federated Global AllPairCorr
  0.99QLSGX Federated Mdt SmallPairCorr
  1.0QLSCX Federated Mdt SmallPairCorr
  0.67FSGVX Federated U SPairCorr
  0.94FSHIX Federated Short IntePairCorr
  0.61FSGIX Federated Gov SecPairCorr
  0.85INISX Federated IntermediatePairCorr
  0.94FSHSX Federated Short IntePairCorr
  0.87FSILX Federated Short TermPairCorr
  0.85FSTIX Federated Short TermPairCorr
  0.96FSTKX Federated Mdt LargePairCorr
  0.98FSTLX Federated Mdt LargePairCorr
  0.96FSTRX Federated Mdt LargePairCorr
  0.87FSTYX Federated Short TermPairCorr
  0.96FSTBX Federated Global AllPairCorr
  0.96PIEFX Pnc Emerging MarketsPairCorr
  0.92PIGDX Pnc International GrowthPairCorr
  0.89SVALX Federated Strategic ValuePairCorr
  0.86FTIAX Federated Short TermPairCorr
  0.91SVAAX Federated Strategic ValuePairCorr
  0.89SVAIX Federated Strategic ValuePairCorr
  0.88SVACX Federated Strategic ValuePairCorr
  0.93PIUCX Pnc International EquityPairCorr
  0.93PIUIX Pnc International EquityPairCorr

Moving against FEDERATED Mutual Fund

  0.96BEARX Federated Prudent BearPairCorr

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 Mdt 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 Mdt'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
VSMAX  0.80  0.02  0.07  0.25  0.60 
(0.98)
 2.23 
(1.12)
 6.49 
VSCIX  0.80  0.02  0.07  0.25  0.60 
(0.98)
 2.23 
(1.12)
 6.50 
VSCPX  0.80  0.02  0.07  0.25  0.60 
(0.98)
 2.24 
(1.13)
 6.49 
NAESX  0.80  0.02  0.06  0.25  0.60 
(0.98)
 2.23 
(1.12)
 6.50 
FSSNX  0.91  0.02  0.07  0.25  0.76 
(1.09)
 2.27 
(1.53)
 6.22 
DFSTX  0.86  0.00  0.05  0.23  0.72 
(1.08)
 2.37 
(1.41)
 6.21 
PASVX  0.80 (0.03)(0.01) 0.20  0.79 
(0.90)
 1.97 
(1.36)
 5.87 
PRVIX  0.82  0.26 (0.02)(1.16) 0.86 
(0.90)
 1.97 
(1.76)
 5.87 
TRZVX  0.81 (0.03) 0.00  0.21  0.75 
(0.93)
 2.12 
(1.34)
 5.88 
PRSVX  0.82  0.26 (0.02)(1.17) 0.86 
(0.90)
 1.98 
(1.77)
 5.85 

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