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Federated Equity-Income C (LEICX)
On
Dec 3
:
15.82
0.09
(0.57%)
MORE ON LEICX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.08%
Worst 1 Yr Total Return
(2008)
:
-30.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEICX
Category
Alpha (against Standard Index)
-2.42
-1.05
Beta (against Standard Index)
0.80
1.02
Mean Annual Return
-7.29
-0.55
R-squared (against Standard Index)
94
94.27
Standard Deviation
16.22
20.65
Sharpe Ratio
-0.53
N/A
Treynor Ratio
-12.09
N/A
5 Years
Statistic
LEICX
Category
Alpha (against Standard Index)
-0.31
0.04
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
0.66
0.14
R-squared (against Standard Index)
92
93.13
Standard Deviation
13.47
16.85
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.92
N/A
10 Years
Statistic
LEICX
Category
Alpha (against Standard Index)
-0.83
2.54
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
-1.20
0.27
R-squared (against Standard Index)
89
80.76
Standard Deviation
14.71
15.89
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-4.83
N/A
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