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Federated GNMA Instl Svc (FGSSX)
On
Dec 24
:
11.15
0.02
(0.18%)
MORE ON FGSSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.79%
Worst 1 Yr Total Return
(2005)
:
2.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGSSX
Category
Alpha (against Standard Index)
1.28
0.23
Beta (against Standard Index)
0.67
0.76
Mean Annual Return
6.38
0.46
R-squared (against Standard Index)
72
64.12
Standard Deviation
3.16
3.94
Sharpe Ratio
1.22
N/A
Treynor Ratio
6.10
N/A
5 Years
Statistic
FGSSX
Category
Alpha (against Standard Index)
0.46
-0.23
Beta (against Standard Index)
0.70
0.78
Mean Annual Return
5.21
0.39
R-squared (against Standard Index)
76
69.48
Standard Deviation
2.82
3.41
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.20
N/A
10 Years
Statistic
FGSSX
Category
Alpha (against Standard Index)
0.38
-0.47
Beta (against Standard Index)
0.65
0.84
Mean Annual Return
5.62
0.44
R-squared (against Standard Index)
78
78.01
Standard Deviation
2.80
3.66
Sharpe Ratio
0.94
N/A
Treynor Ratio
4.13
N/A
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