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Federated Prudent Global Income A (PSAFX)
On
Dec 18
:
12.67
0.01
(0.08%)
MORE ON PSAFX
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Analyst
Research Reports
Risk
As of 30-Nov-09
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)
-0.47
-1.26
Beta (against Standard Index)
1.20
1.48
Mean Annual Return
6.45
0.58
R-squared (against Standard Index)
33
50.87
Standard Deviation
8.57
8.83
Sharpe Ratio
0.51
N/A
Treynor Ratio
3.49
N/A
5 Years
Statistic
PSAFX
Category
Alpha (against Standard Index)
0.38
-1.05
Beta (against Standard Index)
0.87
1.29
Mean Annual Return
5.28
0.42
R-squared (against Standard Index)
15
44.83
Standard Deviation
8.10
7.36
Sharpe Ratio
0.31
N/A
Treynor Ratio
2.64
N/A
10 Years
Statistic
PSAFX
Category
Alpha (against Standard Index)
N/A
0.03
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
39.47
Standard Deviation
N/A
6.68
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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