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Federated Adjustable Rate Secs InSvc (FASSX)
On
Nov 30
:
9.78
0.01
(0.10%)
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Risk
As of 31-Oct-09
Get
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
Statistic
FASSX
Category
Alpha (against Standard Index)
1.08
-1.83
Beta (against Standard Index)
0.28
0.06
Mean Annual Return
4.62
0.07
R-squared (against Standard Index)
50
6.99
Standard Deviation
1.52
3.69
Sharpe Ratio
1.34
N/A
Treynor Ratio
8.00
N/A
5 Years
Statistic
FASSX
Category
Alpha (against Standard Index)
0.37
-1.28
Beta (against Standard Index)
0.25
0.07
Mean Annual Return
3.91
0.15
R-squared (against Standard Index)
45
8.59
Standard Deviation
1.25
2.82
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.60
N/A
10 Years
Statistic
FASSX
Category
Alpha (against Standard Index)
0.20
-0.25
Beta (against Standard Index)
0.17
0.11
Mean Annual Return
3.74
0.25
R-squared (against Standard Index)
37
11.36
Standard Deviation
1.09
1.93
Sharpe Ratio
0.71
N/A
Treynor Ratio
4.53
N/A
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