Federated Mdt Correlations

FSTKX Fund

USD 35.85 0.08 0.22%

The current 90-days correlation between Federated Mdt Large and Federated Mdt Large is 0.99 (i.e., No risk reduction). 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

Poor diversification

The correlation between Federated Mdt Large and DJI is 0.72 (i.e., Poor 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

0.93	EMDIX	Federated Emerging Market	Pair Corr
0.95	QKACX	Federated Mdt All	Pair Corr
0.99	QKBGX	Federated Mdt Balanced	Pair Corr
0.9	SBFIX	Federated Global All	Pair Corr
0.91	STFSX	Federated Strategic	Pair Corr
0.91	STIAX	Federated Strategic	Pair Corr
0.93	STILX	Federated Strategic	Pair Corr
0.92	STISX	Federated Strategic	Pair Corr
0.86	FRSAX	Federated Floating Rate	Pair Corr
0.89	FSBCX	Federated Global All	Pair Corr
0.9	FSBKX	Federated Global All	Pair Corr
0.86	FSBLX	Federated Global All	Pair Corr
0.92	QLSGX	Federated Mdt Small	Pair Corr
0.98	QLSCX	Federated Mdt Small	Pair Corr
0.88	FSHIX	Federated Short Inte	Pair Corr
0.72	INISX	Federated Intermediate	Pair Corr
0.89	FSHSX	Federated Short-intermedia	Pair Corr
0.9	FSILX	Federated Short Term	Pair Corr
0.88	FSTIX	Federated Short Term	Pair Corr
1.0	FSTLX	Federated Mdt Large	Pair Corr
1.0	FSTRX	Federated Mdt Large	Pair Corr
0.91	FSTYX	Federated Short Term	Pair Corr
0.9	FSTBX	Federated Global All	Pair Corr
0.95	SVALX	Federated Strategic Value	Pair Corr
0.89	FTIAX	Federated Short Term	Pair Corr
0.95	SVAAX	Federated Strategic Value	Pair Corr
0.95	SVAIX	Federated Strategic Value	Pair Corr
0.95	SVACX	Federated Strategic Value	Pair Corr

Moving against Federated Mutual Fund

0.85	PIGDX	Pnc International Growth	Pair Corr
0.81	PIUCX	Pnc International Equity	Pair Corr
0.81	PIUIX	Pnc International Equity	Pair Corr
0.78	RRFAX	Federated Real Return	Pair Corr
0.78	RRFIX	Federated Real Return	Pair Corr
0.56	RRFCX	Federated Real Return	Pair Corr

Related Correlations Analysis

	FSTLX	FSTRX	BST	GDV	QISCX	BDJ	QLSCX	QASCX	FLCCX	SEQFX
FSTLX		1.0	0.18	0.92	0.98	0.95	0.98	0.98	0.89	0.77	FSTLX
FSTRX	1.0		0.18	0.92	0.98	0.95	0.98	0.98	0.89	0.77	FSTRX
BST	0.18	0.18		0.4	0.32	0.38	0.32	0.31	-0.04	0.53	BST
GDV	0.92	0.92	0.4		0.91	0.97	0.91	0.91	0.74	0.9	GDV
QISCX	0.98	0.98	0.32	0.91		0.94	1.0	1.0	0.83	0.76	QISCX
BDJ	0.95	0.95	0.38	0.97	0.94		0.94	0.94	0.8	0.85	BDJ
QLSCX	0.98	0.98	0.32	0.91	1.0	0.94		1.0	0.83	0.76	QLSCX
QASCX	0.98	0.98	0.31	0.91	1.0	0.94	1.0		0.83	0.76	QASCX
FLCCX	0.89	0.89	-0.04	0.74	0.83	0.8	0.83	0.83		0.6	FLCCX
SEQFX	0.77	0.77	0.53	0.9	0.76	0.85	0.76	0.76	0.6		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
QASCX	+ 1.0	QISCX
QASCX	+ 1.0	QLSCX
QISCX	+ 0.98	FSTLX
QLSCX	+ 0.98	FSTLX

High negative correlations

FLCCX

- 0.04

BST

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	0.62	0.12	0.20	0.21	0.24	(0.77)	1.46	(0.97)	7.20
FSTRX	0.62	0.11	0.20	0.20	0.26	(0.75)	1.43	(0.97)	7.25
BST	0.83	(0.04)	(0.05)	0.04	1.07	(0.82)	2.01	(2.03)	4.23
GDV	0.55	0.04	0.02	0.15	0.54	(0.60)	1.07	(1.14)	2.94
QISCX	1.01	0.08	0.12	0.14	0.93	(1.21)	2.09	(2.03)	10.56
BDJ	0.60	0.04	0.01	0.15	0.44	(0.79)	1.38	(0.95)	2.94
QLSCX	1.02	0.08	0.12	0.14	0.94	(1.22)	2.13	(2.07)	10.56
QASCX	1.03	0.09	0.12	0.14	0.95	(1.27)	2.12	(2.07)	11.13
FLCCX	0.50	0.11	0.00	(0.37)	0.58	(0.69)	1.13	(1.32)	8.00
SEQFX	0.57	0.12	0.13	0.31	0.31	(0.71)	1.26	(1.10)	3.32

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