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Federated International High Income A (IHIAX)
On
Dec 30
:
8.58
0.01
(0.12%)
MORE ON IHIAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.34%
Worst 1 Yr Total Return
(2008)
:
-23.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IHIAX
Category
Alpha (against Standard Index)
-5.54
-4.50
Beta (against Standard Index)
2.65
2.19
Mean Annual Return
6.00
0.55
R-squared (against Standard Index)
40
36.04
Standard Deviation
17.12
15.18
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.41
N/A
5 Years
Statistic
IHIAX
Category
Alpha (against Standard Index)
0.70
0.49
Beta (against Standard Index)
2.26
1.95
Mean Annual Return
8.53
0.69
R-squared (against Standard Index)
36
35.07
Standard Deviation
13.77
12.20
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.45
N/A
10 Years
Statistic
IHIAX
Category
Alpha (against Standard Index)
3.10
3.95
Beta (against Standard Index)
1.47
1.38
Mean Annual Return
10.75
0.97
R-squared (against Standard Index)
20
21.93
Standard Deviation
12.21
11.30
Sharpe Ratio
0.66
N/A
Treynor Ratio
5.34
N/A
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