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Federated International Bond C (FTIBX)
On
Dec 3
:
12.36
0.05
(0.40%)
MORE ON FTIBX
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Research Reports
Risk
As of 31-Oct-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)
:
10.81%
Worst 1 Yr Total Return
(2005)
:
-10.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTIBX
Category
Alpha (against Standard Index)
-1.80
-1.14
Beta (against Standard Index)
1.85
1.47
Mean Annual Return
7.54
0.58
R-squared (against Standard Index)
62
50.46
Standard Deviation
9.64
8.81
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.77
N/A
5 Years
Statistic
FTIBX
Category
Alpha (against Standard Index)
-1.83
-0.18
Beta (against Standard Index)
1.55
1.21
Mean Annual Return
3.98
0.44
R-squared (against Standard Index)
43
39.58
Standard Deviation
8.59
7.42
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.62
N/A
10 Years
Statistic
FTIBX
Category
Alpha (against Standard Index)
-2.31
-0.04
Beta (against Standard Index)
1.46
1.06
Mean Annual Return
5.12
0.53
R-squared (against Standard Index)
38
39.24
Standard Deviation
8.79
6.67
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.48
N/A
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