Federated Emerging Related Correlations
EMDIX Fund | USD 7.48 0.02 0.27% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Federated Mutual Fund performing well and Federated Emerging 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 Emerging'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
QKACX | 0.62 | 0.02 | 0.04 | 0.10 | 0.60 | 1.34 | 3.73 | |||
QKBGX | 0.42 | (0.01) | (0.05) | 0.06 | 0.41 | 0.84 | 2.40 | |||
SBFIX | 0.38 | (0.03) | (0.09) | 0.04 | 0.46 | 0.72 | 2.16 | |||
FRIEX | 0.65 | 0.03 | 0.02 | 0.12 | 0.86 | 1.41 | 3.93 | |||
STFSX | 0.24 | (0.03) | (0.16) | (0.01) | 0.37 | 0.38 | 1.64 | |||
STIAX | 0.23 | (0.03) | (0.17) | (0.02) | 0.36 | 0.38 | 1.50 | |||
STILX | 0.23 | (0.03) | (0.17) | (0.01) | 0.36 | 0.38 | 1.62 | |||
STISX | 0.23 | (0.03) | (0.16) | (0.01) | 0.37 | 0.38 | 1.64 | |||
FRSAX | 0.07 | 0.01 | 0.00 | 0.60 | 0.00 | 0.12 | 1.15 |