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Federated Intermediate Govt Instl Svc (FLDSX)
On
Jan 5
:
9.73
0.02
(0.21%)
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Research Reports
Risk
As of 30-Nov-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)
:
6.50%
Worst 1 Yr Total Return
(2004)
:
0.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLDSX
Category
Alpha (against Standard Index)
0.25
1.19
Beta (against Standard Index)
0.68
0.36
Mean Annual Return
5.30
0.41
R-squared (against Standard Index)
69
48.79
Standard Deviation
3.31
2.18
Sharpe Ratio
0.88
N/A
Treynor Ratio
4.49
N/A
5 Years
Statistic
FLDSX
Category
Alpha (against Standard Index)
-0.31
0.08
Beta (against Standard Index)
0.66
0.38
Mean Annual Return
4.32
0.33
R-squared (against Standard Index)
71
53.07
Standard Deviation
2.82
1.90
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.02
N/A
10 Years
Statistic
FLDSX
Category
Alpha (against Standard Index)
-0.26
-0.10
Beta (against Standard Index)
0.47
0.48
Mean Annual Return
4.29
0.37
R-squared (against Standard Index)
61
65.12
Standard Deviation
2.26
2.29
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.93
N/A
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