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    Federated Kaufmann Small Cap A (FKASX)

    24.27 Down 0.04(0.16%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up11
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2003):81.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.70%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-1.78-5.00
    Beta (against Standard Index)1.121.07
    Mean Annual Return0.940.62
    R-squared (against Standard Index)48.7759.82
    Standard Deviation18.0715.65
    Sharpe Ratio0.620.48
    Treynor Ratio8.946.07
    5 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-6.98-6.12
    Beta (against Standard Index)1.391.20
    Mean Annual Return0.830.70
    R-squared (against Standard Index)68.2973.18
    Standard Deviation20.3516.98
    Sharpe Ratio0.480.50
    Treynor Ratio5.816.11
    10 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-1.77-1.09
    Beta (against Standard Index)1.251.14
    Mean Annual Return0.700.69
    R-squared (against Standard Index)77.4978.98
    Standard Deviation21.5819.59
    Sharpe Ratio0.340.38
    Treynor Ratio4.234.96