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Federated High-Income Bond A (FHIIX)
On
Dec 22
:
7.17
0.01
(0.14%)
MORE ON FHIIX
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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
(2004)
:
10.56%
Worst 1 Yr Total Return
(2008)
:
-25.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FHIIX
Category
Alpha (against Standard Index)
-1.15
-3.31
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
4.55
0.30
R-squared (against Standard Index)
9
10.85
Standard Deviation
15.30
15.35
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.03
N/A
5 Years
Statistic
FHIIX
Category
Alpha (against Standard Index)
0.65
-0.58
Beta (against Standard Index)
0.93
0.95
Mean Annual Return
5.28
0.39
R-squared (against Standard Index)
8
9.33
Standard Deviation
12.01
12.17
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.47
N/A
10 Years
Statistic
FHIIX
Category
Alpha (against Standard Index)
0.76
0.41
Beta (against Standard Index)
0.51
0.52
Mean Annual Return
4.96
0.42
R-squared (against Standard Index)
3
3.87
Standard Deviation
10.44
10.75
Sharpe Ratio
0.24
N/A
Treynor Ratio
3.99
N/A
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