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Federated High-Income Bond C (FHICX)
On
Jan 5
:
7.24
0.03
(0.42%)
MORE ON FHICX
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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
(2006)
:
9.81%
Worst 1 Yr Total Return
(2008)
:
-26.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FHICX
Category
Alpha (against Standard Index)
-2.01
-3.31
Beta (against Standard Index)
1.14
1.15
Mean Annual Return
3.72
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
15.20
15.35
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.28
N/A
5 Years
Statistic
FHICX
Category
Alpha (against Standard Index)
-0.14
-0.58
Beta (against Standard Index)
0.94
0.95
Mean Annual Return
4.49
0.39
R-squared (against Standard Index)
8
9.33
Standard Deviation
11.94
12.17
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.60
N/A
10 Years
Statistic
FHICX
Category
Alpha (against Standard Index)
-0.02
0.41
Beta (against Standard Index)
0.52
0.52
Mean Annual Return
4.17
0.42
R-squared (against Standard Index)
4
3.87
Standard Deviation
10.39
10.75
Sharpe Ratio
0.17
N/A
Treynor Ratio
2.42
N/A
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