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Federated Prudent DollarBear A (PSAFX)
On
Feb 9
:
12.44
0.10
(0.81%)
MORE ON PSAFX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.51%
Worst 1 Yr Total Return
(2005)
:
-4.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PSAFX
Category
Alpha (against Standard Index)
-2.12
-1.49
Beta (against Standard Index)
1.17
1.45
Mean Annual Return
4.88
0.59
R-squared (against Standard Index)
31
50.86
Standard Deviation
8.92
8.78
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.47
N/A
5 Years
Statistic
PSAFX
Category
Alpha (against Standard Index)
0.36
-1.09
Beta (against Standard Index)
0.87
1.28
Mean Annual Return
4.97
0.39
R-squared (against Standard Index)
16
46.47
Standard Deviation
8.12
7.31
Sharpe Ratio
0.29
N/A
Treynor Ratio
2.36
N/A
10 Years
Statistic
PSAFX
Category
Alpha (against Standard Index)
N/A
-0.11
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
39.66
Standard Deviation
N/A
6.72
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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