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Federated High-Income Bond B (FHBBX)
On
Dec 8
:
7.12
0.01
(0.14%)
MORE ON FHBBX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
9.78%
Worst 1 Yr Total Return
(2008)
:
-26.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FHBBX
Category
Alpha (against Standard Index)
-1.87
-3.12
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
3.81
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
15.20
15.35
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.23
N/A
5 Years
Statistic
FHBBX
Category
Alpha (against Standard Index)
0.23
-0.09
Beta (against Standard Index)
0.91
0.92
Mean Annual Return
4.42
0.40
R-squared (against Standard Index)
8
8.80
Standard Deviation
11.93
12.20
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.53
N/A
10 Years
Statistic
FHBBX
Category
Alpha (against Standard Index)
0.09
0.55
Beta (against Standard Index)
0.51
0.51
Mean Annual Return
4.20
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
10.41
10.75
Sharpe Ratio
0.17
N/A
Treynor Ratio
2.43
N/A
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