Federated Strategic Income Fund Volatility
| STFSX Fund | USD 8.25 -0.06 -0.72% |
Across the last 3 months, Federated Strategic Income continues to post relatively low price volatility. Federated Strategic Income continues to report a Sharpe ratio of -0.0438, reflecting poor reward-to-volatility behavior over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0438
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | STFSX |
Federated Strategic Income reported a Market Risk Adjusted Performance of -0.1%, a Risk of 0.22, and a Risk Adjusted Performance of -0.05%. Monthly data shows FEDERATED STRATEGIC is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to FEDERATED STRATEGIC's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
FEDERATED STRATEGIC's beta measures how much FEDERATED STRATEGIC's price moves relative to the broad market. Combined with total volatility, beta provides context forunderstand whether FEDERATED STRATEGIC's risk is primarily market-driven or company-specific.
FEDERATED |
Volatility Strategy
Volatility in Federated Strategic Income contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 0.22% with a beta coefficient of 0.11, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0438, evaluates return per unit of total risk. An alpha value of -0.003994 reflects performance relative to systematic market exposure. Expected return estimates near -0.0095% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to FEDERATED STRATEGIC's market risk premium analysis include:
Beta 0.11 | Alpha -0.004 | Risk 0.22 | Sharpe Ratio -0.04 | Expected Return -0.01 |
Moving together with FEDERATED Mutual Fund
| 0.74 | FRIEX | Federated Hermes Emerging | PairCorr |
| 1.0 | STILX | Federated Strategic | PairCorr |
| 1.0 | STISX | Federated Strategic | PairCorr |
| 0.8 | FSBCX | Federated Global | PairCorr |
| 0.81 | FSBKX | Federated Global | PairCorr |
| 0.75 | FSBLX | Federated Global | PairCorr |
| 0.8 | FSHIX | FEDERATED SHORT-INTERMEDIA | PairCorr |
| 0.94 | INISX | Federated Intermediate | PairCorr |
| 0.81 | FSHSX | FEDERATED SHORT-INTERMEDIA | PairCorr |
| 0.84 | FSTIX | Federated Short Term | PairCorr |
| 0.82 | FSTKX | Federated Mdt Large | PairCorr |
| 0.82 | FSTLX | Federated Mdt Large | PairCorr |
| 0.82 | FSTRX | Federated Mdt Large | PairCorr |
| 0.74 | PIEFX | Pnc Emerging Markets | PairCorr |
| 0.78 | SVALX | Federated Strategic Value | PairCorr |
| 0.84 | FTIAX | Federated Short Term | PairCorr |
| 0.94 | FTGLX | Federated Total Return | PairCorr |
| 0.94 | FTGSX | Federated Total Return | PairCorr |
| 0.78 | SVAAX | Federated Strategic Value | PairCorr |
| 0.78 | SVAIX | Federated Strategic Value | PairCorr |
| 0.78 | SVACX | Federated Strategic Value | PairCorr |
| 0.87 | RRFCX | Federated Real Return | PairCorr |
| 0.85 | RRFIX | Federated Real Return | PairCorr |
Moving against FEDERATED Mutual Fund
| 0.39 | FRSAX | Federated Floating Rate | PairCorr |
| 0.34 | PIUCX | Pnc International Equity | PairCorr |
| 0.32 | PIGDX | Pnc International Growth | PairCorr |
Sensitivity To Market
Federated Strategic Income relative market sensitivity is quantified by its beta value of 0.11. This regression-derived coefficient reflects systematic risk. Total return variability is about 0.22%.This summary describes how Federated Strategic Income has moved rather than why it moved. Standard deviation is near 0.21% and downside deviation is near 0.0%. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
| α | -0.004 | β | 0.11 | Check current 90 days FEDERATED STRATEGIC correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation of FEDERATED is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 0.22 |
For investors in FEDERATED STRATEGIC, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in FEDERATED STRATEGIC's returns. Federated Strategic Income reported a Maximum Drawdown of 0.96.
Mutual Fund Volatility Analysis
Analyzing FEDERATED STRATEGIC volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in FEDERATED STRATEGIC's mutual fund price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Federated Strategic Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon FEDERATED STRATEGIC has a beta of 0.1147 . This usually implies as returns on the market go up, FEDERATED STRATEGIC's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Federated Strategic Income is expected to be smaller as well.FEDERATED STRATEGIC remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Federated Strategic Income reported a Mean Deviation of 0.14 and a Standard Deviation of 0.21.
Predicted Return Density |
| Returns |
What Drives FEDERATED STRATEGIC's Price Volatility?
Several factors can influence FEDERATED STRATEGIC's market volatility:Industry Dynamics
Sector-level events can directly affect FEDERATED STRATEGIC's price stability. Regulatory changes, supply disruptions, or shifts in demand within FEDERATED STRATEGIC's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like FEDERATED STRATEGIC.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for FEDERATED STRATEGIC's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward FEDERATED STRATEGIC. During periods of economic expansion, FEDERATED STRATEGIC's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.FEDERATED STRATEGIC's Company-Specific Factors
Volatility can also stem from events unique to FEDERATED STRATEGIC. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in FEDERATED STRATEGIC's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on FEDERATED STRATEGIC's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of FEDERATED STRATEGIC is -2283.24. The daily returns are distributed with a variance of 0.05 and standard deviation of 0.22. The mean deviation of Federated Strategic Income is currently at 0.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.004 | |
β | Beta against Dow Jones | 0.11 | |
σ | Overall volatility | 0.22 | |
Ir | Information ratio | 0.39 |
Mutual Fund Return Volatility
FEDERATED STRATEGIC historical daily return volatility represents how much of FEDERATED STRATEGIC fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.2171% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
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
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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. A thorough review of FEDERATED STRATEGIC's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LSAAX | 0.44 | 0.07 | 0.20 | 0.04 | 0.51 | 0.85 | 2.85 | |||
| AMONX | 1.30 | 0.52 | 0.49 | 0.64 | 0.60 | 1.42 | 33.19 | |||
| GQLVX | 0.60 | 0.06 | 0.00 | -0.02 | 0.00 | 1.08 | 4.20 | |||
| BUFEX | 0.72 | -0.03 | 0.00 | -0.14 | 0.00 | 1.16 | 3.71 | |||
| BBTGX | 0.66 | 0.11 | 0.13 | 0.02 | 0.87 | 1.26 | 4.26 | |||
| PHJEX | 0.53 | 0.06 | 0.12 | -0.01 | 0.73 | 1.09 | 4.37 | |||
| GMLGX | 0.58 | -0.01 | 0.00 | -0.11 | 0.00 | 0.89 | 3.74 |
Risk Metrics, Assumptions & Methodology
Volatility for FEDERATED STRATEGIC reflects NAV dispersion and exposure stability across disclosure periods. Return variability informs risk budgeting and diversification impact.
The analytics block for Federated Strategic Income relies on fund disclosures and market reference feeds, with quality checks and normalization applied before rendering. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardFEDERATED STRATEGIC Investment Opportunity
Dow Jones Industrial is about 3.73 times more volatile than Federated Strategic Income based on recent return behavior. Across the current 90-day horizon, that places the security below 1% of the broader equity and portfolio universe on a pure volatility basis.You can use Federated Strategic Income to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of FEDERATED STRATEGIC to be traded at $8.08 in 90 days.Very weak diversification
The correlation between STFSX and DJI is 0.45, which Macroaxis classifies as Very weak diversification for the selected horizon. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
FEDERATED STRATEGIC Additional Risk Indicators
Risk analysis around Federated Strategic Income becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.12 | |||
| Mean Deviation | 0.1423 | |||
| Coefficient Of Variation | -4,051 | |||
| Standard Deviation | 0.2137 | |||
| Variance | 0.0456 | |||
| Information Ratio | 0.3888 |
FEDERATED STRATEGIC Suggested Diversification Pairs
A pair strategy built around Federated Strategic Income is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against FEDERATED STRATEGIC as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. FEDERATED STRATEGIC's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, FEDERATED STRATEGIC's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Federated Strategic Income.