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    Federated MDT All Cap Core A (QAACX)

    21.91 Down 0.08(0.36%) Aug 4

    Risk as of Jun 29, 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
    StatisticQAACXCategory
    Alpha (against Standard Index)1.60-1.03
    Beta (against Standard Index)1.060.98
    Mean Annual Return1.581.26
    R-squared (against Standard Index)89.4387.52
    Standard Deviation9.559.02
    Sharpe Ratio1.981.67
    Treynor Ratio19.0315.98
    5 Years
    StatisticQAACXCategory
    Alpha (against Standard Index)-1.57-2.07
    Beta (against Standard Index)1.121.01
    Mean Annual Return1.441.24
    R-squared (against Standard Index)94.7292.72
    Standard Deviation13.8612.55
    Sharpe Ratio1.241.19
    Treynor Ratio15.6515.17
    10 Years
    StatisticQAACXCategory
    Alpha (against Standard Index)-2.08-1.16
    Beta (against Standard Index)1.111.01
    Mean Annual Return0.620.63
    R-squared (against Standard Index)94.3893.23
    Standard Deviation16.8915.37
    Sharpe Ratio0.360.41
    Treynor Ratio4.325.32