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Monday, December 7, 2009, 7:31PM ET - U.S. Markets Closed.
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Federated Government Income Secs C (FGOCX)
On
Dec 7
:
8.99
0.02
(0.22%)
MORE ON FGOCX
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Risk
As of 31-Oct-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)
:
5.42%
Worst 1 Yr Total Return
(2005)
:
1.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGOCX
Category
Alpha (against Standard Index)
-1.06
0.17
Beta (against Standard Index)
0.77
0.75
Mean Annual Return
4.31
0.45
R-squared (against Standard Index)
80
63.33
Standard Deviation
3.45
3.92
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.47
N/A
5 Years
Statistic
FGOCX
Category
Alpha (against Standard Index)
-1.23
-0.28
Beta (against Standard Index)
0.79
0.77
Mean Annual Return
3.35
0.36
R-squared (against Standard Index)
85
69.10
Standard Deviation
3.10
3.41
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
FGOCX
Category
Alpha (against Standard Index)
-1.20
-0.49
Beta (against Standard Index)
0.87
0.85
Mean Annual Return
4.62
0.44
R-squared (against Standard Index)
89
77.74
Standard Deviation
3.50
3.68
Sharpe Ratio
0.47
N/A
Treynor Ratio
1.89
N/A
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