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    Federated MDT All Cap Core A (QAACX)

    21.42 Up 0.02(0.09%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    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)0.18-2.38
    Beta (against Standard Index)1.020.98
    Mean Annual Return1.341.08
    R-squared (against Standard Index)92.1590.45
    Standard Deviation11.1110.84
    Sharpe Ratio1.441.20
    Treynor Ratio16.3213.36
    5 Years
    Alpha (against Standard Index)-1.53-2.39
    Beta (against Standard Index)1.101.01
    Mean Annual Return1.170.99
    R-squared (against Standard Index)93.2892.31
    Standard Deviation13.5312.48
    Sharpe Ratio1.030.96
    Treynor Ratio12.6411.80
    10 Years
    Alpha (against Standard Index)-2.65-1.42
    Beta (against Standard Index)1.101.00
    Mean Annual Return0.570.61
    R-squared (against Standard Index)94.2493.24
    Standard Deviation17.0615.64
    Sharpe Ratio0.330.40
    Treynor Ratio3.835.15