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Federated International Bond A (FTIIX)
On
Dec 3
:
12.75
0.06
(0.47%)
MORE ON FTIIX
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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)
:
11.66%
Worst 1 Yr Total Return
(2005)
:
-9.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FTIIX
Category
Alpha (against Standard Index)
-1.14
-1.14
Beta (against Standard Index)
1.86
1.47
Mean Annual Return
8.29
0.58
R-squared (against Standard Index)
62
50.46
Standard Deviation
9.66
8.81
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.15
N/A
5 Years
Statistic
FTIIX
Category
Alpha (against Standard Index)
-1.10
-0.18
Beta (against Standard Index)
1.55
1.21
Mean Annual Return
4.77
0.44
R-squared (against Standard Index)
44
39.58
Standard Deviation
8.60
7.42
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.12
N/A
10 Years
Statistic
FTIIX
Category
Alpha (against Standard Index)
-1.57
-0.04
Beta (against Standard Index)
1.45
1.06
Mean Annual Return
5.89
0.53
R-squared (against Standard Index)
38
39.24
Standard Deviation
8.78
6.67
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.01
N/A
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