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Federated International Small-Mid Co A (ISCAX)
On
Dec 24
:
31.84
0.18
(0.57%)
MORE ON ISCAX
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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
(2005)
:
27.11%
Worst 1 Yr Total Return
(2008)
:
-52.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ISCAX
Category
Alpha (against Standard Index)
3.08
1.55
Beta (against Standard Index)
1.19
1.10
Mean Annual Return
-5.34
-0.14
R-squared (against Standard Index)
88
90.55
Standard Deviation
30.39
27.91
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-6.40
N/A
5 Years
Statistic
ISCAX
Category
Alpha (against Standard Index)
2.87
2.92
Beta (against Standard Index)
1.21
1.12
Mean Annual Return
6.33
0.78
R-squared (against Standard Index)
88
89.30
Standard Deviation
25.46
23.42
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.75
N/A
10 Years
Statistic
ISCAX
Category
Alpha (against Standard Index)
0.53
2.74
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
1.17
0.53
R-squared (against Standard Index)
74
77.33
Standard Deviation
24.12
23.05
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.52
N/A
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