Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 6:36PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Federated Adjustable Rate Secs InSvc (FASSX)On Nov 30: 9.78  Down 0.01 (0.10%)  
MORE ON FASSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):5.30%
Worst 1 Yr Total Return (2004):1.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFASSXCategory
Alpha (against Standard Index)1.08-1.83
Beta (against Standard Index)0.280.06
Mean Annual Return4.620.07
R-squared (against Standard Index)506.99
Standard Deviation1.523.69
Sharpe Ratio1.34N/A
Treynor Ratio8.00N/A
5 Years
StatisticFASSXCategory
Alpha (against Standard Index)0.37-1.28
Beta (against Standard Index)0.250.07
Mean Annual Return3.910.15
R-squared (against Standard Index)458.59
Standard Deviation1.252.82
Sharpe Ratio0.64N/A
Treynor Ratio3.60N/A
10 Years
StatisticFASSXCategory
Alpha (against Standard Index)0.20-0.25
Beta (against Standard Index)0.170.11
Mean Annual Return3.740.25
R-squared (against Standard Index)3711.36
Standard Deviation1.091.93
Sharpe Ratio0.71N/A
Treynor Ratio4.53N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center