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Federated International Bond B (FTBBX)
On
Jan 5
:
11.29
0.02
(0.18%)
MORE ON FTBBX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.93%
Worst 1 Yr Total Return
(2005)
:
-10.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTBBX
Category
Alpha (against Standard Index)
-1.60
-1.26
Beta (against Standard Index)
1.87
1.48
Mean Annual Return
8.05
0.58
R-squared (against Standard Index)
62
50.87
Standard Deviation
9.77
8.83
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.09
N/A
5 Years
Statistic
FTBBX
Category
Alpha (against Standard Index)
-2.92
-1.05
Beta (against Standard Index)
1.67
1.29
Mean Annual Return
3.87
0.42
R-squared (against Standard Index)
51
44.83
Standard Deviation
8.54
7.36
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.53
N/A
10 Years
Statistic
FTBBX
Category
Alpha (against Standard Index)
-1.93
0.03
Beta (against Standard Index)
1.45
1.06
Mean Annual Return
5.72
0.55
R-squared (against Standard Index)
38
39.47
Standard Deviation
8.78
6.68
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.93
N/A
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