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Federated International High Income F (IHIFX)
On
Jan 6
:
8.69
0.02
(0.23%)
MORE ON IHIFX
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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)
:
-23.04%
Worst 1 Yr Total Return
(2008)
:
-23.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IHIFX
Category
Alpha (against Standard Index)
-5.52
-4.50
Beta (against Standard Index)
2.65
2.19
Mean Annual Return
6.05
0.55
R-squared (against Standard Index)
40
36.04
Standard Deviation
17.14
15.18
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.43
N/A
5 Years
Statistic
IHIFX
Category
Alpha (against Standard Index)
0.72
0.49
Beta (against Standard Index)
2.27
1.95
Mean Annual Return
8.57
0.69
R-squared (against Standard Index)
36
35.07
Standard Deviation
13.79
12.20
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.46
N/A
10 Years
Statistic
IHIFX
Category
Alpha (against Standard Index)
3.11
3.95
Beta (against Standard Index)
1.47
1.38
Mean Annual Return
10.77
0.97
R-squared (against Standard Index)
20
21.93
Standard Deviation
12.22
11.30
Sharpe Ratio
0.66
N/A
Treynor Ratio
5.34
N/A
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