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 Dow Down0.14% Nasdaq Up0.51%

Federated MDT All Cap Core A (QAACX)

20.83 Down 0.13(0.62%) Jul 29

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):40.07%
Worst 1 Yr Total Return(Dec 30, 2008):-42.95%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.29-1.66
Beta (against Standard Index)1.151.02
Mean Annual Return1.451.23
R-squared (against Standard Index)95.2393.09
Standard Deviation14.4912.89
Sharpe Ratio1.191.16
Treynor Ratio15.2215.04
5 Years
Alpha (against Standard Index)-2.02-1.24
Beta (against Standard Index)1.081.00
Mean Annual Return1.471.41
R-squared (against Standard Index)94.7194.04
Standard Deviation14.8613.77
Sharpe Ratio1.181.24
Treynor Ratio16.5317.55
10 Years
Alpha (against Standard Index)-1.30-0.36
Beta (against Standard Index)1.111.00
Mean Annual Return0.680.69
R-squared (against Standard Index)94.0593.36
Standard Deviation16.9015.21
Sharpe Ratio0.390.44
Treynor Ratio4.715.87