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Federated Short-Term Sterling Prm 5 Inc (GB00B2R5TH16.L)

100.00 0.00(0.00%) Sep 16

Risk as of Aug 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):0.52%
Worst 1 Yr Total Return(Dec 30, 2010):0.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGB00B2R5TH16.LCategory
Alpha (against Standard Index)-0.16-0.30
Beta (against Standard Index)-0.390.17
Mean Annual Return0.030.02
R-squared (against Standard Index)1.3420.63
Standard Deviation0.070.07
Sharpe Ratio-2.13-10.70
Treynor Ratio0.47-1.14
5 Years
StatisticGB00B2R5TH16.LCategory
Alpha (against Standard Index)-0.34-0.30
Beta (against Standard Index)0.240.17
Mean Annual Return0.020.02
R-squared (against Standard Index)0.518.82
Standard Deviation0.080.08
Sharpe Ratio-3.90-8.22
Treynor Ratio-1.423.77
10 Years
StatisticGB00B2R5TH16.LCategory
Alpha (against Standard Index)N/A-0.64
Beta (against Standard Index)N/A0.66
Mean Annual ReturnN/A0.17
R-squared (against Standard Index)N/A17.44
Standard DeviationN/A0.60
Sharpe RatioN/A-3.07
Treynor RatioN/A-1.18