Federated Strategic Correlations

STFSX Fund

USD 8.39 0.01 0.12%

The current 90-days correlation between Federated Strategic and Longshort Portfolio Longshort is -0.01 (i.e., Good diversification). The correlation of Federated Strategic 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 Strategic Correlation With Market

Good diversification

The correlation between Federated Strategic Income and DJI is -0.05 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Strategic Income and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Federated Strategic Income. 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 real.

Moving together with Federated Mutual Fund

0.99	STIAX	Federated Strategic	Pair Corr
0.93	STILX	Federated Strategic	Pair Corr
0.76	STISX	Federated Strategic	Pair Corr
0.73	FSBLX	Federated Global All	Pair Corr
0.68	INISX	Federated Intermediate	Pair Corr
0.82	FSILX	Federated Short Term	Pair Corr
0.81	FSTIX	Federated Short Term	Pair Corr
0.79	FSTYX	Federated Short Term	Pair Corr
0.71	SVALX	Federated Strategic Value	Pair Corr
0.8	FTIAX	Federated Short Term	Pair Corr
0.71	SVAAX	Federated Strategic Value	Pair Corr
0.7	SVACX	Federated Strategic Value	Pair Corr
0.63	FTRFX	Federated Total Return	Pair Corr

Moving against Federated Mutual Fund

0.45	FRIEX	Federated Hermes Emerging Steady Growth	Pair Corr
0.38	PIUCX	Pnc International Equity	Pair Corr
0.38	PIUIX	Pnc International Equity	Pair Corr
0.34	RRFCX	Federated Real Return	Pair Corr

Related Correlations Analysis

	GTAPX	DULTX	ORSTX	BPIRX	SNORX	SUSAX	TASTX	FUEMX
GTAPX		0.68	0.69	0.96	0.84	0.72	0.73	0.69	GTAPX
DULTX	0.68		0.99	0.66	0.81	0.98	0.92	0.96	DULTX
ORSTX	0.69	0.99		0.68	0.84	0.99	0.93	0.97	ORSTX
BPIRX	0.96	0.66	0.68		0.89	0.71	0.73	0.7	BPIRX
SNORX	0.84	0.81	0.84	0.89		0.85	0.85	0.85	SNORX
SUSAX	0.72	0.98	0.99	0.71	0.85		0.95	0.96	SUSAX
TASTX	0.73	0.92	0.93	0.73	0.85	0.95		0.96	TASTX
FUEMX	0.69	0.96	0.97	0.7	0.85	0.96	0.96		FUEMX
	GTAPX	DULTX	ORSTX	BPIRX	SNORX	SUSAX	TASTX	FUEMX

Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Strategic 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 Strategic'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
GTAPX	0.65	0.32	0.61	1.60	0.00	(0.83)	0.77	(0.47)	18.47
DULTX	0.03	0.00	0.00	0.04	0.00	0.00	0.10	(0.10)	0.51
ORSTX	0.02	0.00	0.00	0.15	0.00	0.00	0.00	0.00	0.27
BPIRX	0.57	0.17	0.20	0.48	0.00	(0.70)	1.11	(0.80)	10.40
SNORX	0.76	0.13	0.13	0.25	0.56	(0.83)	1.78	(1.28)	6.59
SUSAX	0.03	0.00	0.00	(0.05)	0.00	0.00	0.10	(0.10)	0.50
TASTX	0.06	0.00	(0.73)	0.04	0.00	(0.13)	0.10	(0.10)	0.51
FUEMX	0.02	0.00	0.00	(0.13)	0.00	0.00	0.00	0.00	0.30

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