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Federated International Leaders A (FGFAX)
On
Dec 22
:
21.43
0.11
(0.52%)
MORE ON FGFAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.68%
Worst 1 Yr Total Return
(2008)
:
-41.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGFAX
Category
Alpha (against Standard Index)
5.23
0.11
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-1.49
-0.23
R-squared (against Standard Index)
90
95.97
Standard Deviation
26.96
24.84
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.50
N/A
5 Years
Statistic
FGFAX
Category
Alpha (against Standard Index)
3.02
0.08
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
7.08
0.51
R-squared (against Standard Index)
90
95.66
Standard Deviation
21.75
20.38
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.88
N/A
10 Years
Statistic
FGFAX
Category
Alpha (against Standard Index)
5.77
-0.14
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
7.50
0.28
R-squared (against Standard Index)
77
92.61
Standard Deviation
20.18
18.91
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.66
N/A
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