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Federated Short-Term Sterling Prm 9 Acc (GB00B3K45631.L)

104.00 Down 1.00(0.95%) Oct 21

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up7
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2009):1.28%
Worst 1 Yr Total Return(Dec 30, 2013):0.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.22-0.28
Beta (against Standard Index)0.330.44
Mean Annual Return0.030.02
R-squared (against Standard Index)24.0924.66
Standard Deviation0.020.04
Sharpe Ratio-11.99-14.50
Treynor Ratio-0.605.12
5 Years
Alpha (against Standard Index)-0.18-0.29
Beta (against Standard Index)0.850.28
Mean Annual Return0.040.02
R-squared (against Standard Index)25.3411.71
Standard Deviation0.060.07
Sharpe Ratio-2.74-10.40
Treynor Ratio-0.13-0.38
10 Years
Alpha (against Standard Index)N/A-0.50
Beta (against Standard Index)N/A0.58
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A17.84
Standard DeviationN/A0.54
Sharpe RatioN/A-2.67
Treynor RatioN/A-0.80