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Federated International Small-Mid Co C (ISCCX)
On
Dec 24
:
28.37
0.15
(0.53%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
26.16%
Worst 1 Yr Total Return
(2008)
:
-52.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ISCCX
Category
Alpha (against Standard Index)
2.32
1.55
Beta (against Standard Index)
1.19
1.10
Mean Annual Return
-6.06
-0.14
R-squared (against Standard Index)
88
90.55
Standard Deviation
30.36
27.91
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-7.01
N/A
5 Years
Statistic
ISCCX
Category
Alpha (against Standard Index)
2.11
2.92
Beta (against Standard Index)
1.21
1.12
Mean Annual Return
5.53
0.78
R-squared (against Standard Index)
88
89.30
Standard Deviation
25.44
23.42
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.09
N/A
10 Years
Statistic
ISCCX
Category
Alpha (against Standard Index)
-0.23
2.74
Beta (against Standard Index)
1.16
1.12
Mean Annual Return
0.41
0.53
R-squared (against Standard Index)
74
77.33
Standard Deviation
24.09
23.05
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.18
N/A
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