Federated Real Correlations

RRFIX Fund

USD 9.91 0.01 0.10%

The current 90-days correlation between Federated Real Return and Federated Floating Rate is -0.19 (i.e., Good 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

Modest diversification

The correlation between Federated Real Return and DJI is 0.27 (i.e., Modest 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 gross domestic product.

Moving together with Federated Mutual Fund

0.67	INISX	Federated Intermediate	Pair Corr
0.73	FTGLX	Federated Total Return	Pair Corr
0.77	FTGSX	Federated Total Return	Pair Corr
0.85	RRFAX	Federated Real Return	Pair Corr
0.84	RRFCX	Federated Real Return	Pair Corr
0.75	FTRBX	Federated Total Return	Pair Corr

Related Correlations Analysis

	EMDIX	QKACX	QKBGX	SBFIX	FRIEX	STFSX	STIAX	STILX	STISX	FRSAX
EMDIX		0.73	0.77	0.96	0.94	0.93	0.94	0.93	0.94	0.55	EMDIX
QKACX	0.73		0.94	0.81	0.67	0.8	0.8	0.82	0.8	0.81	QKACX
QKBGX	0.77	0.94		0.82	0.69	0.82	0.81	0.83	0.82	0.76	QKBGX
SBFIX	0.96	0.81	0.82		0.94	0.94	0.94	0.94	0.93	0.66	SBFIX
FRIEX	0.94	0.67	0.69	0.94		0.88	0.88	0.86	0.86	0.59	FRIEX
STFSX	0.93	0.8	0.82	0.94	0.88		1.0	0.97	0.97	0.66	STFSX
STIAX	0.94	0.8	0.81	0.94	0.88	1.0		0.98	0.98	0.64	STIAX
STILX	0.93	0.82	0.83	0.94	0.86	0.97	0.98		1.0	0.65	STILX
STISX	0.94	0.8	0.82	0.93	0.86	0.97	0.98	1.0		0.64	STISX
FRSAX	0.55	0.81	0.76	0.66	0.59	0.66	0.64	0.65	0.64		FRSAX
	EMDIX	QKACX	QKBGX	SBFIX	FRIEX	STFSX	STIAX	STILX	STISX	FRSAX

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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
EMDIX	0.15	0.05	0.02	0.65	0.00	(0.22)	0.44	(0.23)	0.78
QKACX	0.65	0.06	0.06	0.14	0.69	(0.72)	1.28	(1.45)	6.19
QKBGX	0.52	0.11	0.20	0.19	0.12	(0.68)	0.90	(0.81)	9.47
SBFIX	0.39	0.04	0.03	0.13	0.37	(0.44)	0.78	(0.91)	2.50
FRIEX	0.81	0.16	0.14	0.27	0.75	(0.92)	2.00	(1.16)	5.24
STFSX	0.11	0.02	(0.17)	0.73	0.00	(0.16)	0.24	(0.24)	0.72
STIAX	0.10	0.02	(0.19)	0.55	0.00	(0.17)	0.24	(0.24)	0.48
STILX	0.10	0.02	(0.16)	0.38	0.00	(0.16)	0.24	(0.12)	0.59
STISX	0.10	0.02	(0.16)	0.46	0.00	(0.17)	0.24	(0.12)	0.60
FRSAX	0.06	0.00	(0.35)	(0.17)	0.00	(0.29)	0.12	(0.12)	1.06

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Federated Real Correlations

Federated Real Correlation With Market

Modest diversification

Moving together with Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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