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Federated Fund for US Govt Secs B (FUSBX)
On
Dec 4
:
7.81
0.01
(0.13%)
MORE ON FUSBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.92%
Worst 1 Yr Total Return
(2005)
:
1.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FUSBX
Category
Alpha (against Standard Index)
-0.15
0.17
Beta (against Standard Index)
0.62
0.75
Mean Annual Return
4.68
0.45
R-squared (against Standard Index)
74
63.33
Standard Deviation
2.86
3.92
Sharpe Ratio
0.75
N/A
Treynor Ratio
3.66
N/A
5 Years
Statistic
FUSBX
Category
Alpha (against Standard Index)
-0.64
-0.28
Beta (against Standard Index)
0.66
0.77
Mean Annual Return
3.71
0.36
R-squared (against Standard Index)
79
69.10
Standard Deviation
2.66
3.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.04
N/A
10 Years
Statistic
FUSBX
Category
Alpha (against Standard Index)
-0.43
-0.49
Beta (against Standard Index)
0.64
0.85
Mean Annual Return
4.67
0.44
R-squared (against Standard Index)
80
77.74
Standard Deviation
2.72
3.68
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.65
N/A
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