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Federated InterContinental Instl (ICFIX)

On Dec 24: 44.05   0.37 (0.85%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 1 Best 1 Yr Total Return (2008): -47.38% Worst 1 Yr Total Return (2008): -47.38% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic ICFIX Category Alpha (against Standard Index) 3.57 0.11 Beta (against Standard Index) 1.17 1.02 Mean Annual Return -4.18 -0.23 R-squared (against Standard Index) 95 95.97 Standard Deviation 28.64 24.84 Sharpe Ratio -0.08 N/A Treynor Ratio -5.53 N/A 5 Years Statistic ICFIX Category Alpha (against Standard Index) 3.56 0.08 Beta (against Standard Index) 1.19 1.01 Mean Annual Return 7.40 0.51 R-squared (against Standard Index) 94 95.66 Standard Deviation 24.12 20.38 Sharpe Ratio 0.30 N/A Treynor Ratio 3.71 N/A 10 Years Statistic ICFIX Category Alpha (against Standard Index) 2.44 -0.14 Beta (against Standard Index) 1.11 1.01 Mean Annual Return 3.84 0.28 R-squared (against Standard Index) 91 92.61 Standard Deviation 21.00 18.91 Sharpe Ratio 0.15 N/A Treynor Ratio 0.82 N/A
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