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Federated Government Income Secs B (FGOBX)
On
Feb 9
:
8.94
0.02
(0.22%)
MORE ON FGOBX
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Research Reports
Risk
As of 31-Jan-10
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)
-1.10
0.21
Beta (against Standard Index)
0.78
0.78
Mean Annual Return
4.43
0.48
R-squared (against Standard Index)
81
65.97
Standard Deviation
3.66
4.17
Sharpe Ratio
0.66
N/A
Treynor Ratio
3.12
N/A
5 Years
Statistic
FGOBX
Category
Alpha (against Standard Index)
-1.30
-0.26
Beta (against Standard Index)
0.81
0.80
Mean Annual Return
3.37
0.37
R-squared (against Standard Index)
86
71.52
Standard Deviation
3.26
3.58
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.57
N/A
10 Years
Statistic
FGOBX
Category
Alpha (against Standard Index)
-1.11
-0.45
Beta (against Standard Index)
0.87
0.85
Mean Annual Return
4.87
0.45
R-squared (against Standard Index)
89
78.71
Standard Deviation
3.54
3.73
Sharpe Ratio
0.58
N/A
Treynor Ratio
2.34
N/A
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