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Federated Intermediate Govt Instl (FLDIX)
On
Dec 7
:
9.80
0.01
(0.10%)
MORE ON FLDIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.74%
Worst 1 Yr Total Return
(2004)
:
0.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLDIX
Category
Alpha (against Standard Index)
0.43
1.08
Beta (against Standard Index)
0.68
0.37
Mean Annual Return
5.50
0.41
R-squared (against Standard Index)
68
48.77
Standard Deviation
3.31
2.20
Sharpe Ratio
0.90
N/A
Treynor Ratio
4.58
N/A
5 Years
Statistic
FLDIX
Category
Alpha (against Standard Index)
-0.08
-0.02
Beta (against Standard Index)
0.66
0.39
Mean Annual Return
4.28
0.31
R-squared (against Standard Index)
71
53.98
Standard Deviation
2.83
1.94
Sharpe Ratio
0.44
N/A
Treynor Ratio
1.91
N/A
10 Years
Statistic
FLDIX
Category
Alpha (against Standard Index)
-0.06
-0.11
Beta (against Standard Index)
0.46
0.46
Mean Annual Return
4.45
0.36
R-squared (against Standard Index)
61
65.31
Standard Deviation
2.26
2.21
Sharpe Ratio
0.65
N/A
Treynor Ratio
3.20
N/A
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