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Federated Short-Term Sterling Prm 2 Inc (GB00B2R5TD77.L)

100.00 0.00(0.00%) Nov 27

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):0.66%
Worst 1 Yr Total Return(Dec 30, 2009):0.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGB00B2R5TD77.LCategory
Alpha (against Standard Index)0.04-0.29
Beta (against Standard Index)-0.550.20
Mean Annual Return0.050.02
R-squared (against Standard Index)2.0622.11
Standard Deviation0.080.07
Sharpe Ratio0.07-11.21
Treynor Ratio-0.011.46
5 Years
StatisticGB00B2R5TD77.LCategory
Alpha (against Standard Index)-0.24-0.29
Beta (against Standard Index)0.250.20
Mean Annual Return0.030.02
R-squared (against Standard Index)0.328.99
Standard Deviation0.100.08
Sharpe Ratio-2.03-8.19
Treynor Ratio-0.9216.48
10 Years
StatisticGB00B2R5TD77.LCategory
Alpha (against Standard Index)N/A-0.63
Beta (against Standard Index)N/A0.63
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A17.40
Standard DeviationN/A0.60
Sharpe RatioN/A-3.06
Treynor RatioN/A-0.12