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Federated Government Income Secs B (FGOBX)
On
Dec 24
:
8.84
0.02
(0.23%)
MORE ON FGOBX
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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)
:
5.31%
Worst 1 Yr Total Return
(2005)
:
1.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGOBX
Category
Alpha (against Standard Index)
-1.09
0.23
Beta (against Standard Index)
0.77
0.76
Mean Annual Return
4.28
0.46
R-squared (against Standard Index)
80
64.12
Standard Deviation
3.45
3.94
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.63
N/A
5 Years
Statistic
FGOBX
Category
Alpha (against Standard Index)
-1.24
-0.23
Beta (against Standard Index)
0.79
0.78
Mean Annual Return
3.68
0.39
R-squared (against Standard Index)
85
69.48
Standard Deviation
3.09
3.41
Sharpe Ratio
0.23
N/A
Treynor Ratio
0.87
N/A
10 Years
Statistic
FGOBX
Category
Alpha (against Standard Index)
-1.18
-0.47
Beta (against Standard Index)
0.87
0.84
Mean Annual Return
4.74
0.44
R-squared (against Standard Index)
89
78.01
Standard Deviation
3.50
3.66
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.09
N/A
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