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Federated International High Income C (IHICX)
On
Dec 4
:
8.56
0.03
(0.35%)
MORE ON IHICX
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Research Reports
Risk
As of 31-Oct-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)
:
12.49%
Worst 1 Yr Total Return
(2008)
:
-23.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IHICX
Category
Alpha (against Standard Index)
-6.07
-4.23
Beta (against Standard Index)
2.69
2.21
Mean Annual Return
5.24
0.56
R-squared (against Standard Index)
41
36.23
Standard Deviation
17.10
15.19
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.05
N/A
5 Years
Statistic
IHICX
Category
Alpha (against Standard Index)
1.04
1.47
Beta (against Standard Index)
2.25
1.92
Mean Annual Return
7.81
0.70
R-squared (against Standard Index)
36
33.92
Standard Deviation
13.77
12.24
Sharpe Ratio
0.40
N/A
Treynor Ratio
2.13
N/A
10 Years
Statistic
IHICX
Category
Alpha (against Standard Index)
2.45
4.30
Beta (against Standard Index)
1.48
1.37
Mean Annual Return
9.86
0.98
R-squared (against Standard Index)
20
21.64
Standard Deviation
12.22
11.33
Sharpe Ratio
0.59
N/A
Treynor Ratio
4.65
N/A
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