Federated Real Correlations

RRFCX Fund

USD 9.53 0.02 0.21%

The current 90-days correlation between Federated Real Return and Gmo Quality Fund is 0.08 (i.e., Significant 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.

Federated Real Correlation With Market

Average diversification

The correlation between Federated Real Return and DJI is 0.19 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Real Return 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 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

0.78	EMDIX	Federated Emerging Market	Pair Corr
0.67	QKACX	Federated Mdt All	Pair Corr
0.89	SBFIX	Federated Global All	Pair Corr
0.68	FRIEX	Federated Hermes Emerging	Pair Corr
0.87	STFSX	Federated Strategic	Pair Corr
0.87	STIAX	Federated Strategic	Pair Corr
0.86	STILX	Federated Strategic	Pair Corr
0.86	STISX	Federated Strategic	Pair Corr
0.9	FSBCX	Federated Global All	Pair Corr
0.9	FSBKX	Federated Global All	Pair Corr
0.89	FSBLX	Federated Global All	Pair Corr
0.81	FSHIX	Federated Short-intermedia	Pair Corr
0.94	INISX	Federated Intermediate	Pair Corr
0.8	FSHSX	Federated Short Inte	Pair Corr
0.89	FSTBX	Federated Global All	Pair Corr
0.68	PIEFX	Pnc Emerging Markets	Pair Corr
0.88	PIGDX	Pnc International Growth	Pair Corr
0.79	SVALX	Federated Strategic Value	Pair Corr
0.9	FTGLX	Federated Total Return	Pair Corr
0.83	FTGSX	Federated Total Return	Pair Corr
0.79	SVAAX	Federated Strategic Value	Pair Corr
0.79	SVAIX	Federated Strategic Value	Pair Corr
0.79	SVACX	Federated Strategic Value	Pair Corr
0.99	RRFAX	Federated Real Return	Pair Corr

Related Correlations Analysis

	GQESX	GLVIX	CSQAX	VFFRX	RYVLX	BUFHX	EMSLX	MFTFX
GQESX		0.46	0.36	0.24	0.62	0.18	0.64	0.1	GQESX
GLVIX	0.46		0.88	0.77	0.49	0.9	0.57	0.74	GLVIX
CSQAX	0.36	0.88		0.63	0.28	0.86	0.68	0.76	CSQAX
VFFRX	0.24	0.77	0.63		0.19	0.82	0.18	0.59	VFFRX
RYVLX	0.62	0.49	0.28	0.19		0.13	0.47	0.26	RYVLX
BUFHX	0.18	0.9	0.86	0.82	0.13		0.34	0.78	BUFHX
EMSLX	0.64	0.57	0.68	0.18	0.47	0.34		0.29	EMSLX
MFTFX	0.1	0.74	0.76	0.59	0.26	0.78	0.29		MFTFX
	GQESX	GLVIX	CSQAX	VFFRX	RYVLX	BUFHX	EMSLX	MFTFX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GQESX	0.55	(0.01)	0.00	(1.22)	0.00	0.00	0.91	(1.40)	4.58
GLVIX	0.73	0.10	0.11	0.19	0.80	(0.81)	1.37	(1.18)	5.20
CSQAX	0.25	0.04	0.12	2.44	0.20	(0.33)	0.59	(0.57)	1.53
VFFRX	0.08	0.01	0.04	(0.16)	0.00	(0.16)	0.15	(0.15)	0.88
RYVLX	1.79	0.05	0.02	0.04	2.72	(1.70)	3.29	(4.15)	10.90
BUFHX	0.09	0.02	0.08	0.71	0.00	(0.11)	0.19	(0.09)	1.02
EMSLX	0.60	0.06	0.07	0.29	0.76	(0.59)	1.25	(1.24)	3.66
MFTFX	1.18	0.07	0.04	1.22	1.52	(1.23)	2.48	(2.51)	6.97

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Federated Real Correlations

Federated Real Correlation With Market

Average diversification

Moving together with Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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