Federated Mdt Correlations

Mutual Funds . USA . 
Fund . Federated Mdt Large
QILGX Fund  USD 41.17  0.12  0.29%   
The current 90-days correlation between Federated Mdt Large and Federated Emerging Market is -0.09 (i.e., Good diversification). 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 0.76 (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 Your Equity Center 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 rate.

Moving together with Federated Mutual Fund

  0.94EMDIX Federated Emerging MarketPairCorr
  0.99QKACX Federated Mdt AllPairCorr
  0.99QKBGX Federated Mdt BalancedPairCorr
  0.97SBFIX Federated Global AllPairCorr
  0.93FRIEX Federated Hermes EmergingPairCorr
  0.93STIAX Federated StrategicPairCorr
  0.93STILX Federated StrategicPairCorr
  0.93STISX Federated StrategicPairCorr
  0.93FRSAX Federated Floating RatePairCorr
  0.97FSBCX Federated Global AllPairCorr
  0.97FSBKX Federated Global AllPairCorr
  0.97FSBLX Federated Global AllPairCorr
  0.91QLSGX Federated Mdt SmallPairCorr
  0.88QLSCX Federated Mdt SmallPairCorr
  0.88FSGVX Federated U SPairCorr
  0.92FSHIX Federated Short-intermediaPairCorr
  0.87FSGIX Federated Gov SecPairCorr
  0.89INISX Federated IntermediatePairCorr
  0.91FSHSX Federated Short-intermediaPairCorr
  0.89FSILX Federated Short TermPairCorr
  0.91FSTIX Federated Short TermPairCorr
  0.95FSTKX Federated Mdt LargePairCorr
  0.95FSTLX Federated Mdt LargePairCorr
  0.93FSTRX Federated Mdt LargePairCorr
  0.89FSTYX Federated Short TermPairCorr
  0.95FSTBX Federated Global AllPairCorr
  0.93PIEFX Pnc Emerging MarketsPairCorr
  0.77PIGDX Pnc International GrowthPairCorr
  0.86SVALX Federated Strategic ValuePairCorr
  0.82FTGLX Federated Total ReturnPairCorr
  0.8FTGSX Federated Total ReturnPairCorr
  0.86SVAAX Federated Strategic ValuePairCorr
  0.86SVAIX Federated Strategic ValuePairCorr
  0.86SVACX Federated Strategic ValuePairCorr
  0.8PIUCX Pnc International EquityPairCorr
  0.82PIUIX Pnc International EquityPairCorr
  0.87RRFAX Federated Real ReturnPairCorr
  0.83FTRBX Federated Total ReturnPairCorr
  0.84FTRFX Federated Total ReturnPairCorr
  0.82FTRGX Federated Total ReturnPairCorr

Moving against Federated Mutual Fund

  0.97BEARX Federated Prudent BearPairCorr

Related Correlations Analysis


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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
EMDIX  0.18  0.09 (0.21)(9.83) 0.00 
(0.26)
 0.37 
(0.24)
 1.10 
QKACX  0.52  0.04  0.04  0.18  0.28 
(0.66)
 1.23 
(0.74)
 3.60 
QKBGX  0.34  0.02 (0.08) 0.17  0.01 
(0.40)
 0.81 
(0.52)
 2.27 
SBFIX  0.34  0.03 (0.08) 0.18  0.00 
(0.40)
 0.99 
(0.55)
 1.91 
FRIEX  0.69  0.05  0.00  0.21  0.55 
(0.78)
 1.64 
(1.08)
 4.66 
STFSX  0.14  0.05 (0.44)(18.35) 0.00 
(0.22)
 0.37 
(0.24)
 0.75 
STIAX  0.14  0.05 (0.49)(2.88) 0.00 
(0.20)
 0.36 
(0.24)
 0.74 
STILX  0.14  0.05 (0.43)(2.23) 0.00 
(0.20)
 0.36 
(0.24)
 0.74 
STISX  0.13  0.05 (0.41)(2.21) 0.00 
(0.20)
 0.36 
(0.24)
 0.75 
FRSAX  0.07  0.02 (0.92)(1.06) 0.00 
(0.22)
 0.12 
(0.12)
 0.71 

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