Federated Real Correlations

RRFIX Fund

USD 9.85 0.01 0.10%

The current 90-days correlation between Federated Real Return and Cb Large Cap is 0.11 (i.e., Average 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. 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 gross domestic product.

Moving together with Federated Mutual Fund

0.95	VIPIX	Vanguard Inflation-protec	Pair Corr
0.95	VAIPX	Vanguard Inflation	Pair Corr
0.95	VIPSX	Vanguard Inflation-protec	Pair Corr
0.92	BFICX	American Funds Inflation	Pair Corr
0.94	BFIFX	American Funds Inflation	Pair Corr
0.84	FLIBX	American Funds Inflation	Pair Corr
0.9	FIBLX	American Funds Inflation	Pair Corr
0.89	FSPWX	Fidelity Sai Inflation	Pair Corr
0.88	FSTDX	Fidelity Series 5	Pair Corr

Moving against Federated Mutual Fund

0.41	BAC	Bank of America Aggressive Push	Pair Corr
0.4	AXP	American Express Earnings Call Today	Pair Corr

Related Correlations Analysis

	TACLX	GMLVX	SMVLX	PCLVX	PTEZX	TALCX	CBLSX
TACLX		0.45	0.9	0.77	0.78	0.74	0.75	TACLX
GMLVX	0.45		0.42	0.76	0.71	0.82	0.78	GMLVX
SMVLX	0.9	0.42		0.63	0.65	0.67	0.63	SMVLX
PCLVX	0.77	0.76	0.63		0.97	0.96	0.98	PCLVX
PTEZX	0.78	0.71	0.65	0.97		0.97	0.95	PTEZX
TALCX	0.74	0.82	0.67	0.96	0.97		0.96	TALCX
CBLSX	0.75	0.78	0.63	0.98	0.95	0.96		CBLSX
	TACLX	GMLVX	SMVLX	PCLVX	PTEZX	TALCX	CBLSX

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
TACLX	0.56	0.10	0.07	0.90	0.60	(0.62)	1.21	(1.08)	5.12
GMLVX	0.63	0.18	0.22	1.18	0.31	(0.84)	1.47	(0.98)	3.10
SMVLX	0.73	0.03	0.03	0.09	0.69	(0.86)	2.03	(1.38)	3.77
PCLVX	0.73	0.36	0.50	(10.80)	0.00	(0.96)	1.33	(0.79)	13.58
PTEZX	0.71	0.21	0.22	0.46	0.49	(0.86)	1.40	(1.19)	12.15
TALCX	0.58	0.20	0.22	1.26	0.39	(0.71)	1.25	(1.07)	3.74
CBLSX	0.78	0.35	0.38	(1.32)	0.00	(1.02)	1.54	(0.97)	14.41

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Federated Real Correlations

Moving together with Federated Mutual Fund

Moving against Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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