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Federated Intermediate Municipal Instl (FIMTX)
On
Dec 4
:
9.85
0.00
(0.00%)
MORE ON FIMTX
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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)
:
3.94%
Worst 1 Yr Total Return
(2008)
:
-3.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMTX
Category
Alpha (against Standard Index)
-1.99
-0.48
Beta (against Standard Index)
0.89
0.85
Mean Annual Return
1.94
0.29
R-squared (against Standard Index)
93
90.10
Standard Deviation
5.53
5.40
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.53
N/A
5 Years
Statistic
FIMTX
Category
Alpha (against Standard Index)
-1.56
-0.83
Beta (against Standard Index)
0.88
0.85
Mean Annual Return
2.41
0.27
R-squared (against Standard Index)
93
90.34
Standard Deviation
4.44
4.41
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-0.70
N/A
10 Years
Statistic
FIMTX
Category
Alpha (against Standard Index)
-1.14
-0.73
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
4.10
0.38
R-squared (against Standard Index)
94
92.14
Standard Deviation
4.12
4.29
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.32
N/A
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