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Federated Government Income Secs A (FGOAX)
On
Dec 30
:
8.87
0.01
(0.11%)
MORE ON FGOAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.09%
Worst 1 Yr Total Return
(2005)
:
1.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGOAX
Category
Alpha (against Standard Index)
-0.35
0.23
Beta (against Standard Index)
0.76
0.76
Mean Annual Return
5.02
0.46
R-squared (against Standard Index)
82
64.12
Standard Deviation
3.40
3.94
Sharpe Ratio
0.78
N/A
Treynor Ratio
3.63
N/A
5 Years
Statistic
FGOAX
Category
Alpha (against Standard Index)
-0.50
-0.23
Beta (against Standard Index)
0.78
0.78
Mean Annual Return
4.43
0.39
R-squared (against Standard Index)
85
69.48
Standard Deviation
3.06
3.41
Sharpe Ratio
0.46
N/A
Treynor Ratio
1.84
N/A
10 Years
Statistic
FGOAX
Category
Alpha (against Standard Index)
-0.44
-0.47
Beta (against Standard Index)
0.87
0.84
Mean Annual Return
5.52
0.44
R-squared (against Standard Index)
89
78.01
Standard Deviation
3.50
3.66
Sharpe Ratio
0.73
N/A
Treynor Ratio
2.98
N/A
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