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    Federated Kaufmann Small Cap A (FKASX)

    29.61 Up 0.18(0.61%) Dec 19

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2003):81.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.70%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-7.74-6.35
    Beta (against Standard Index)1.411.18
    Mean Annual Return1.651.40
    R-squared (against Standard Index)58.5961.96
    Standard Deviation16.6713.67
    Sharpe Ratio1.191.23
    Treynor Ratio14.2214.52
    5 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-4.15-1.90
    Beta (against Standard Index)1.361.22
    Mean Annual Return1.431.44
    R-squared (against Standard Index)76.2277.26
    Standard Deviation20.1718.03
    Sharpe Ratio0.850.96
    Treynor Ratio11.9313.86
    10 Years
    StatisticFKASXCategory
    Alpha (against Standard Index)-0.75-0.36
    Beta (against Standard Index)1.281.19
    Mean Annual Return0.850.83
    R-squared (against Standard Index)80.2579.69
    Standard Deviation20.9519.59
    Sharpe Ratio0.410.43
    Treynor Ratio5.265.71