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Federated Instl High Yield Bond Instl (FIHBX)
On
Jan 7
:
9.63
0.03
(0.31%)
MORE ON FIHBX
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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)
:
11.28%
Worst 1 Yr Total Return
(2008)
:
-23.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIHBX
Category
Alpha (against Standard Index)
-0.85
-3.31
Beta (against Standard Index)
1.22
1.15
Mean Annual Return
5.35
0.30
R-squared (against Standard Index)
11
10.85
Standard Deviation
14.94
15.35
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.51
N/A
5 Years
Statistic
FIHBX
Category
Alpha (against Standard Index)
1.24
-0.58
Beta (against Standard Index)
1.01
0.95
Mean Annual Return
6.13
0.39
R-squared (against Standard Index)
10
9.33
Standard Deviation
11.76
12.17
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.13
N/A
10 Years
Statistic
FIHBX
Category
Alpha (against Standard Index)
N/A
0.41
Beta (against Standard Index)
N/A
0.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
3.87
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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