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Federated Mid Cap Growth Strategies C (FGSCX)
On
Dec 24
:
26.46
0.14
(0.53%)
MORE ON FGSCX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.13%
Worst 1 Yr Total Return
(2008)
:
-43.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGSCX
Category
Alpha (against Standard Index)
0.20
2.05
Beta (against Standard Index)
1.06
1.08
Mean Annual Return
-6.67
-0.20
R-squared (against Standard Index)
84
84.21
Standard Deviation
23.08
23.41
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.42
N/A
5 Years
Statistic
FGSCX
Category
Alpha (against Standard Index)
0.53
1.56
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
0.46
0.29
R-squared (against Standard Index)
81
80.86
Standard Deviation
19.70
19.91
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.29
N/A
10 Years
Statistic
FGSCX
Category
Alpha (against Standard Index)
0.45
3.33
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
-1.76
0.32
R-squared (against Standard Index)
62
61.70
Standard Deviation
23.20
23.38
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.15
N/A
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