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Federated Bond Inst (FDBIX)
On
Dec 24
:
8.75
0.08
(0.91%)
MORE ON FDBIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FDBIX
Category
Alpha (against Standard Index)
-2.46
-1.73
Beta (against Standard Index)
1.55
1.02
Mean Annual Return
5.79
0.39
R-squared (against Standard Index)
49
59.65
Standard Deviation
9.08
5.93
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.27
N/A
5 Years
Statistic
FDBIX
Category
Alpha (against Standard Index)
-0.83
-1.13
Beta (against Standard Index)
1.38
0.98
Mean Annual Return
5.40
0.35
R-squared (against Standard Index)
48
61.85
Standard Deviation
7.23
4.90
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.75
N/A
10 Years
Statistic
FDBIX
Category
Alpha (against Standard Index)
-0.29
-0.67
Beta (against Standard Index)
1.10
0.96
Mean Annual Return
6.39
0.46
R-squared (against Standard Index)
47
70.95
Standard Deviation
6.00
4.48
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.15
N/A
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