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Federated Short-Term Sterling Prm 5 Inc (GB00B2R5TH16.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):0.52%
Worst 1 Yr Total Return(Dec 30, 2010):0.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticGB00B2R5TH16.LCategory
Alpha (against Standard Index)-0.13-0.29
Beta (against Standard Index)-0.260.20
Mean Annual Return0.030.02
R-squared (against Standard Index)0.7222.11
Standard Deviation0.070.07
Sharpe Ratio-1.93-11.21
Treynor Ratio0.581.46
5 Years
StatisticGB00B2R5TH16.LCategory
Alpha (against Standard Index)-0.33-0.29
Beta (against Standard Index)0.220.20
Mean Annual Return0.020.02
R-squared (against Standard Index)0.458.99
Standard Deviation0.080.08
Sharpe Ratio-3.73-8.19
Treynor Ratio-1.4316.48
10 Years
StatisticGB00B2R5TH16.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