Federated Mdt Correlations

FSTKX Fund

USD 34.91 0.24 0.69%

The current 90-days correlation between Federated Mdt Large and Federated Mdt Large is 0.36 (i.e., Weak 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

Weak diversification

The correlation between Federated Mdt Large and DJI is 0.33 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Mdt Large and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Federated Mdt Large. 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

0.92	FSTLX	Federated Mdt Large	Pair Corr
0.86	FULAX	Federated Ultrashort Bond	Pair Corr
0.81	FFRLX	Federated Floating Rate	Pair Corr
0.78	QAMNX	Federated Hermes Mdt	Pair Corr
0.74	QALGX	Federated Mdt Large	Pair Corr
0.92	FHBRX	Federated High Income	Pair Corr
0.74	ICBRX	Federated Hermes Int	Pair Corr
0.85	FHCOX	Federated Hermes Con	Pair Corr
0.8	QASGX	Federated Mdt Small	Pair Corr
0.87	FHTIX	Federated High Yield	Pair Corr
0.89	FISPX	Federated Max Cap	Pair Corr
0.88	MXCCX	Federated Max Cap	Pair Corr
0.93	VVIAX	Vanguard Value Index	Pair Corr
0.83	AWSHX	Washington Mutual	Pair Corr
0.82	WSHCX	Washington Mutual	Pair Corr
0.79	WSHFX	Washington Mutual	Pair Corr
0.77	DODGX	Dodge Stock Fund	Pair Corr
0.81	AMFFX	American Mutual	Pair Corr
0.8	AMFCX	American Mutual	Pair Corr
0.77	PMPIX	Precious Metals Ultr	Pair Corr
0.77	PMPSX	Precious Metals Ultr	Pair Corr
0.79	FGPMX	Franklin Gold And Potential Growth	Pair Corr
0.74	FRGOX	Franklin Gold Precious Potential Growth	Pair Corr
0.83	MIDSX	Midas Fund Midas	Pair Corr
0.79	FIJDX	Gold Portfolio Fidelity	Pair Corr
0.85	DGEFX	Destinations Equity	Pair Corr
0.84	MSJAX	Morgan Stanley Global	Pair Corr
0.82	CDGRX	Copeland Risk Managed	Pair Corr

Moving against Federated Mutual Fund

0.8	KLCAX	Federated Kaufmann Large	Pair Corr
0.69	PIGDX	Pnc International Growth	Pair Corr
0.61	PMIEX	Pnc International Equity	Pair Corr
0.45	AMRMX	American Mutual	Pair Corr

Related Correlations Analysis

	FSTLX	FSTRX	BST	GDV	QISCX	BDJ	QLSCX	QASCX	FLCCX	SEQFX
FSTLX		1.0	-0.09	0.87	0.93	0.92	0.93	0.71	0.76	0.28	FSTLX
FSTRX	1.0		-0.09	0.87	0.93	0.92	0.93	0.71	0.76	0.28	FSTRX
BST	-0.09	-0.09		0.07	0.05	0.1	0.05	0.38	-0.13	0.43	BST
GDV	0.87	0.87	0.07		0.87	0.95	0.87	0.73	0.69	0.5	GDV
QISCX	0.93	0.93	0.05	0.87		0.92	1.0	0.79	0.73	0.37	QISCX
BDJ	0.92	0.92	0.1	0.95	0.92		0.92	0.75	0.73	0.39	BDJ
QLSCX	0.93	0.93	0.05	0.87	1.0	0.92		0.79	0.73	0.37	QLSCX
QASCX	0.71	0.71	0.38	0.73	0.79	0.75	0.79		0.63	0.49	QASCX
FLCCX	0.76	0.76	-0.13	0.69	0.73	0.73	0.73	0.63		0.27	FLCCX
SEQFX	0.28	0.28	0.43	0.5	0.37	0.39	0.37	0.49	0.27		SEQFX
	FSTLX	FSTRX	BST	GDV	QISCX	BDJ	QLSCX	QASCX	FLCCX	SEQFX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

FSTRX	+ 1.0	FSTLX
QLSCX	+ 1.0	QISCX
BDJ	+ 0.95	GDV
QISCX	+ 0.93	FSTLX
QLSCX	+ 0.93	FSTLX
QISCX	+ 0.93	FSTRX

High negative correlations

FLCCX	- 0.13	BST
BST	- 0.09	FSTRX
BST	- 0.09	FSTLX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FSTLX	0.64	0.15	0.12	1.69	0.47	(0.76)	1.46	(1.06)	7.20
FSTRX	0.64	0.15	0.12	1.58	0.49	(0.74)	1.43	(1.06)	7.25
BST	0.85	0.02	(0.03)	0.27	1.21	(0.76)	2.01	(2.09)	4.23
GDV	0.58	0.00	(0.02)	0.07	0.68	(0.61)	1.13	(1.18)	2.92
QISCX	1.10	0.05	0.08	0.10	1.16	(1.28)	2.16	(2.13)	10.60
BDJ	0.63	0.05	0.03	0.14	0.55	(0.78)	1.38	(1.00)	2.94
QLSCX	1.10	0.05	0.08	0.10	1.17	(1.29)	2.16	(2.09)	10.56
QASCX	0.95	0.02	(0.03)	0.15	1.20	(1.00)	2.15	(2.08)	5.01
FLCCX	0.50	0.07	0.01	0.37	0.58	(0.69)	1.13	(1.32)	8.00
SEQFX	0.71	0.00	(0.01)	0.07	1.09	(0.76)	1.61	(1.20)	6.24

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