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Federated Equity-Income A (LEIFX)
On
Dec 22
:
15.88
0.04
(0.25%)
MORE ON LEIFX
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Research Reports
Risk
As of 30-Nov-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)
:
23.01%
Worst 1 Yr Total Return
(2008)
:
-29.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEIFX
Category
Alpha (against Standard Index)
-1.76
-1.37
Beta (against Standard Index)
0.80
1.02
Mean Annual Return
-5.70
-0.45
R-squared (against Standard Index)
94
94.58
Standard Deviation
16.46
20.79
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-9.93
N/A
5 Years
Statistic
LEIFX
Category
Alpha (against Standard Index)
0.36
-0.29
Beta (against Standard Index)
0.81
1.01
Mean Annual Return
1.64
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
13.54
16.81
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.67
N/A
10 Years
Statistic
LEIFX
Category
Alpha (against Standard Index)
-0.08
2.74
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
-0.13
0.31
R-squared (against Standard Index)
89
81.33
Standard Deviation
14.79
15.97
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.55
N/A
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