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Federated Gov Ultrashort Duration Instl (FGUSX)
On
Dec 24
:
9.91
0.00
(0.00%)
MORE ON FGUSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.33%
Worst 1 Yr Total Return
(2004)
:
0.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGUSX
Category
Alpha (against Standard Index)
0.51
-1.68
Beta (against Standard Index)
0.12
0.05
Mean Annual Return
3.27
0.07
R-squared (against Standard Index)
33
8.12
Standard Deviation
0.91
3.09
Sharpe Ratio
1.17
N/A
Treynor Ratio
8.60
N/A
5 Years
Statistic
FGUSX
Category
Alpha (against Standard Index)
0.29
-1.28
Beta (against Standard Index)
0.10
0.07
Mean Annual Return
3.53
0.15
R-squared (against Standard Index)
29
9.80
Standard Deviation
0.74
2.39
Sharpe Ratio
0.79
N/A
Treynor Ratio
5.56
N/A
10 Years
Statistic
FGUSX
Category
Alpha (against Standard Index)
0.26
-0.23
Beta (against Standard Index)
0.06
0.11
Mean Annual Return
3.39
0.25
R-squared (against Standard Index)
13
12.25
Standard Deviation
0.79
1.84
Sharpe Ratio
0.77
N/A
Treynor Ratio
8.34
N/A
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