Federated Real Correlations

Mutual Funds . USA . 
Fund . Federated Real Return
RRFCX Fund  USD 9.58  0.02  0.21%   
The current 90-days correlation between Federated Real Return and Federated Emerging Market is 0.21 (i.e., Modest diversification). The correlation of Federated Real 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 Your Equity Center to better understand how to build diversified portfolios, which includes a position in Federated Real 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 main economic indicators.

Moving together with Federated Mutual Fund

  0.65STFSX Federated StrategicPairCorr
  0.65STIAX Federated StrategicPairCorr
  0.81FSGVX Federated U SPairCorr
  0.84FSGIX Federated Gov SecPairCorr
  0.69INISX Federated IntermediatePairCorr
  0.67FSILX Federated Short TermPairCorr
  0.66FSTIX Federated Short TermPairCorr
  0.66FTIAX Federated Short TermPairCorr
  0.83FTGLX Federated Total ReturnPairCorr
  0.84FTGSX Federated Total ReturnPairCorr
  0.99RRFAX Federated Real ReturnPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Real 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 Real'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  0.19  0.11 (0.29)(2.25) 0.00 
(0.29)
 0.51 
(0.25)
 1.10 
QKACX  0.62  0.15  0.18  0.34  0.22 
(0.80)
 1.97 
(0.83)
 4.99 
QKBGX  0.40  0.18 (0.01)(1.61) 0.23 
(0.45)
 1.29 
(0.88)
 2.90 
SBFIX  0.35  0.09 (0.01) 0.36  0.00 
(0.42)
 1.11 
(0.60)
 2.23 
FRIEX  0.66  0.26  0.12 (10.61) 0.20 
(0.76)
 2.36 
(1.08)
 4.12 
STFSX  0.18  0.04 (0.43)(1.68) 0.03 
(0.23)
 0.49 
(0.36)
 1.11 
STIAX  0.19  0.04 (0.48)(1.98) 0.08 
(0.22)
 0.37 
(0.36)
 1.10 
STILX  0.17  0.05 (0.50)(1.57) 0.00 
(0.22)
 0.37 
(0.25)
 0.87 
STISX  0.16  0.05 (0.47)(2.30) 0.00 
(0.21)
 0.37 
(0.25)
 1.00 
FRSAX  0.07  0.03  0.00  1.50  0.00 
 0.00 
 0.24 
 0.00 
 0.70 

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