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Federated Kaufmann Large Cap A (KLCAX)

20.67 Up 0.01(0.05%) Mar 24

Risk as of Feb 27, 2017Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2009):40.10%
Worst 1 Yr Total Return(Dec 30, 2008):-33.70%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticKLCAXCategory
Alpha (against Standard Index)-2.73-3.24
Beta (against Standard Index)0.971.03
Mean Annual Return0.640.65
R-squared (against Standard Index)76.8082.39
Standard Deviation11.5411.90
Sharpe Ratio0.650.65
Treynor Ratio7.276.98
5 Years
StatisticKLCAXCategory
Alpha (against Standard Index)0.13-2.03
Beta (against Standard Index)0.991.03
Mean Annual Return1.141.01
R-squared (against Standard Index)71.9283.22
Standard Deviation11.9811.66
Sharpe Ratio1.131.04
Treynor Ratio13.7911.60
10 Years
StatisticKLCAXCategory
Alpha (against Standard Index)N/A0.14
Beta (against Standard Index)N/A1.02
Mean Annual ReturnN/A0.74
R-squared (against Standard Index)N/A88.31
Standard DeviationN/A16.61
Sharpe RatioN/A0.49
Treynor RatioN/A6.96