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Federated Bond B (FDBBX)
On
Nov 27
:
8.83
0.01
(0.11%)
MORE ON FDBBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
5.96%
Worst 1 Yr Total Return
(2008)
:
-11.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDBBX
Category
Alpha (against Standard Index)
-3.21
-1.72
Beta (against Standard Index)
1.55
1.02
Mean Annual Return
4.85
0.39
R-squared (against Standard Index)
48
59.27
Standard Deviation
9.03
5.93
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.58
N/A
5 Years
Statistic
FDBBX
Category
Alpha (against Standard Index)
-1.39
-1.05
Beta (against Standard Index)
1.36
0.98
Mean Annual Return
4.16
0.33
R-squared (against Standard Index)
48
61.87
Standard Deviation
7.19
4.88
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
FDBBX
Category
Alpha (against Standard Index)
-1.07
-0.65
Beta (against Standard Index)
1.10
0.96
Mean Annual Return
5.41
0.45
R-squared (against Standard Index)
47
71.12
Standard Deviation
5.97
4.47
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.22
N/A
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