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Federated International Leaders B (FGFBX)
On
Dec 4
:
20.74
0.14
(0.68%)
MORE ON FGFBX
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Research Reports
Risk
As of 31-Oct-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)
:
26.73%
Worst 1 Yr Total Return
(2008)
:
-42.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGFBX
Category
Alpha (against Standard Index)
3.50
-0.52
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
-2.80
-0.25
R-squared (against Standard Index)
91
96.20
Standard Deviation
26.84
24.79
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.88
N/A
5 Years
Statistic
FGFBX
Category
Alpha (against Standard Index)
1.43
-0.43
Beta (against Standard Index)
1.05
1.01
Mean Annual Return
6.43
0.55
R-squared (against Standard Index)
91
95.85
Standard Deviation
21.77
20.52
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.25
N/A
10 Years
Statistic
FGFBX
Category
Alpha (against Standard Index)
4.45
-0.03
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
6.25
0.31
R-squared (against Standard Index)
76
92.22
Standard Deviation
20.09
19.09
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.37
N/A
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