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Federated Market Opportunity A (FMAAX)
On
Dec 18
:
10.64
0.04
(0.37%)
MORE ON FMAAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
5.51%
Worst 1 Yr Total Return
(2008)
:
-6.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMAAX
Category
Alpha (against Standard Index)
-2.83
-0.95
Beta (against Standard Index)
0.44
0.74
Mean Annual Return
-1.48
0.09
R-squared (against Standard Index)
22
87.00
Standard Deviation
12.29
10.61
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.60
N/A
5 Years
Statistic
FMAAX
Category
Alpha (against Standard Index)
-2.52
-1.38
Beta (against Standard Index)
0.40
0.71
Mean Annual Return
0.87
0.27
R-squared (against Standard Index)
18
85.46
Standard Deviation
9.91
8.33
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-5.36
N/A
10 Years
Statistic
FMAAX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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