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    Federated MDT All Cap Core A (QAACX)

    23.16 Up 0.06(0.26%) Jan 18

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2013):40.07%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.95%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticQAACXCategory
    Alpha (against Standard Index)-2.41-1.71
    Beta (against Standard Index)1.040.99
    Mean Annual Return0.590.61
    R-squared (against Standard Index)90.9087.91
    Standard Deviation11.7211.34
    Sharpe Ratio0.590.64
    Treynor Ratio6.176.91
    5 Years
    StatisticQAACXCategory
    Alpha (against Standard Index)-0.75-1.36
    Beta (against Standard Index)1.051.00
    Mean Annual Return1.191.07
    R-squared (against Standard Index)90.7988.44
    Standard Deviation11.4610.99
    Sharpe Ratio1.241.17
    Treynor Ratio13.6913.06
    10 Years
    StatisticQAACXCategory
    Alpha (against Standard Index)-2.50-1.42
    Beta (against Standard Index)1.101.01
    Mean Annual Return0.510.55
    R-squared (against Standard Index)94.3092.86
    Standard Deviation17.3516.05
    Sharpe Ratio0.310.37
    Treynor Ratio3.614.76