Federated Total Correlations

FTGLX Fund

USD 9.49 0.01 0.11%

The current 90-days correlation between Federated Total Return and Arrow Managed Futures is 0.16 (i.e., Average diversification). The correlation of Federated Total 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 Total Correlation With Market

Average diversification

The correlation between Federated Total Return and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Federated Total Return 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 Total 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 industry.

Moving together with Federated Mutual Fund

0.69	STFSX	Federated Strategic	Pair Corr
0.7	STIAX	Federated Strategic	Pair Corr
0.7	STILX	Federated Strategic	Pair Corr
0.71	STISX	Federated Strategic	Pair Corr
0.78	INISX	Federated Intermediate	Pair Corr
0.64	FSHSX	Federated Short Inte	Pair Corr
0.69	FSILX	Federated Short Term	Pair Corr
0.73	FSTIX	Federated Short Term	Pair Corr
0.68	FSTYX	Federated Short Term	Pair Corr
0.74	FTIAX	Federated Short Term	Pair Corr
0.89	FTGSX	Federated Total Return	Pair Corr
0.61	RRFIX	Federated Real Return	Pair Corr
0.88	FTRBX	Federated Total Return	Pair Corr

Related Correlations Analysis

	MFTFX	IBRSX	ABNTX	AMFAX	RYIFX	LIFAX	QCILIX
MFTFX		0.37	0.3	0.87	0.64	0.57	0.46	MFTFX
IBRSX	0.37		0.71	0.34	0.27	0.29	0.81	IBRSX
ABNTX	0.3	0.71		0.25	0.14	0.55	0.71	ABNTX
AMFAX	0.87	0.34	0.25		0.76	0.56	0.37	AMFAX
RYIFX	0.64	0.27	0.14	0.76		0.46	0.33	RYIFX
LIFAX	0.57	0.29	0.55	0.56	0.46		0.45	LIFAX
QCILIX	0.46	0.81	0.71	0.37	0.33	0.45		QCILIX
	MFTFX	IBRSX	ABNTX	AMFAX	RYIFX	LIFAX	QCILIX

Risk-Adjusted Indicators

There is a big difference between Federated Mutual Fund performing well and Federated Total 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 Total'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
MFTFX	1.10	0.13	0.10	0.17	1.07	(1.33)	2.80	(1.78)	6.84
IBRSX	0.15	(0.02)	0.00	(2.20)	0.00	0.00	0.33	(0.32)	0.97
ABNTX	0.07	(0.01)	0.00	(0.59)	0.00	0.00	0.10	(0.10)	0.49
AMFAX	0.64	(0.01)	(0.02)	0.05	0.78	(0.69)	1.21	(1.44)	3.58
RYIFX	0.68	(0.06)	0.00	(0.03)	0.00	0.00	1.23	(1.34)	8.21
LIFAX	0.09	(0.01)	(0.53)	(0.25)	0.10	(0.14)	0.17	(0.17)	0.76
QCILIX	0.10	(0.01)	(0.48)	(0.67)	0.12	(0.10)	0.19	(0.15)	0.62

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Federated Total Correlations

Federated Total Correlation With Market

Average diversification

Moving together with Federated Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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