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Federated International Equity B (FIEBX)
On
Nov 20
:
16.17
0.24
(1.46%)
MORE ON FIEBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.08%
Worst 1 Yr Total Return
(2008)
:
-46.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIEBX
Category
Alpha (against Standard Index)
-2.06
1.02
Beta (against Standard Index)
1.03
1.03
Mean Annual Return
-7.60
-0.13
R-squared (against Standard Index)
95
94.34
Standard Deviation
25.32
25.50
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.72
N/A
5 Years
Statistic
FIEBX
Category
Alpha (against Standard Index)
-3.91
0.06
Beta (against Standard Index)
1.02
1.03
Mean Annual Return
0.96
0.60
R-squared (against Standard Index)
94
94.19
Standard Deviation
20.92
21.01
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.01
N/A
10 Years
Statistic
FIEBX
Category
Alpha (against Standard Index)
-3.30
0.47
Beta (against Standard Index)
1.10
1.06
Mean Annual Return
-2.04
0.35
R-squared (against Standard Index)
78
85.14
Standard Deviation
22.48
20.88
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.55
N/A
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