FEDERATED REAL Correlations

RRFIX Fund

USD 9.88 0.03 0.30%

Current 90-days correlation between Federated Real Return and Ep Emerging Markets is 0.08 (i.e., Significant diversification).The correlation coefficient for FEDERATED REAL ranges from -1 to +1. Values above 0.8 suggest strong positive correlation - both assets move together - while values below -0.5 suggest a useful diversification pairing.

FEDERATED REAL Correlation With Broad Market

Average diversification

For the present investment horizon, the measured correlation between RRFIX and DJI stands at 0.12, or Average diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.

Use Your Equity Center to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in Federated Real Return within the portfolio mix. 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

0.68	EMDIX	Federated Emerging Market	Pair Corr
0.65	SBFIX	Federated Global	Pair Corr
0.7	FRIEX	Federated Hermes Emerging	Pair Corr
0.89	STFSX	Federated Strategic	Pair Corr
0.9	STISX	Federated Strategic	Pair Corr
0.63	FSBCX	Federated Global	Pair Corr
0.64	FSBKX	Federated Global	Pair Corr
0.64	FSBLX	Federated Global	Pair Corr
0.88	FSHIX	FEDERATED SHORT-INTERMEDIA	Pair Corr
0.89	INISX	Federated Intermediate	Pair Corr
0.85	FSILX	Federated Short Term	Pair Corr
0.89	FSTIX	Federated Short Term	Pair Corr
0.67	FSTKX	Federated Mdt Large	Pair Corr
0.63	FSTLX	Federated Mdt Large	Pair Corr
0.62	FSTRX	Federated Mdt Large	Pair Corr
0.89	FSTYX	Federated Short Term	Pair Corr
0.69	FSTBX	Federated Global	Pair Corr
0.7	PIEFX	Pnc Emerging Markets	Pair Corr
0.89	SVALX	Federated Strategic Value	Pair Corr
0.89	FTIAX	Federated Short Term	Pair Corr
0.96	FTGLX	Federated Total Return	Pair Corr
0.96	FTGSX	Federated Total Return	Pair Corr
0.91	SVAAX	Federated Strategic Value	Pair Corr
0.91	SVAIX	Federated Strategic Value	Pair Corr
0.92	RRFAX	Federated Real Return	Pair Corr
0.92	RRFCX	Federated Real Return	Pair Corr
0.92	FTRBX	Federated Total Return	Pair Corr
0.9	FTRFX	Federated Total Return	Pair Corr
0.96	FTRGX	Federated Total Return	Pair Corr
0.9	FTRKX	Federated Total Return	Pair Corr
0.86	FCSPX	Federated Porate Bond	Pair Corr
0.82	FULAX	Federated Ultrashort Bond	Pair Corr
0.83	FULBX	Federated Ultrashort Bond	Pair Corr

Moving against FEDERATED Mutual Fund

0.41	PIUCX	Pnc International Equity	Pair Corr
0.35	PIGDX	Pnc International Growth	Pair Corr
0.41	PIUIX	Pnc International Equity	Pair Corr

Related Correlations Analysis

	MDBLX	FSAMX	REMVX	LUIXX	APDOX	EPEIX
MDBLX		0.9	0.92	0.0	0.91	0.81	MDBLX
FSAMX	0.9		0.97	0.0	0.97	0.97	FSAMX
REMVX	0.92	0.97		0.0	0.98	0.93	REMVX
LUIXX	0.0	0.0	0.0		0.0	0.0	LUIXX
APDOX	0.91	0.97	0.98	0.0		0.93	APDOX
EPEIX	0.81	0.97	0.93	0.0	0.93		EPEIX
	MDBLX	FSAMX	REMVX	LUIXX	APDOX	EPEIX

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

APDOX	+ 0.98	REMVX
REMVX	+ 0.97	FSAMX
APDOX	+ 0.97	FSAMX
EPEIX	+ 0.97	FSAMX
EPEIX	+ 0.93	REMVX
EPEIX	+ 0.93	APDOX

High negative correlations

EPEIX	- 0.0	LUIXX
APDOX	- 0.0	LUIXX
LUIXX	- 0.0	REMVX
LUIXX	- 0.0	FSAMX
LUIXX	- 0.0	MDBLX

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. Risk-adjusted metrics allow investors to compare FEDERATED REAL's efficiency and downside exposure against peers in a more meaningful way. 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
MDBLX	0.13	0.00	0.12	-0.02	0.11	-0.18	0.24	-0.35	0.71
FSAMX	0.83	0.12	0.09	0.12	1.18	-0.89	1.85	-1.55	6.98
REMVX	0.85	0.12	0.11	-0.95	1.24	-0.95	1.77	-1.34	7.49
LUIXX	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
APDOX	0.16	0.03	0.14	0.34	0.19	-0.17	0.28	-0.45	1.10
EPEIX	0.65	0.06	0.07	0.08	0.95	-0.69	1.56	-1.21	5.32

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