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Federated MDT Large Cap Growth B (QBLGX)
On
Dec 14
:
8.60
0.09
(1.06%)
MORE ON QBLGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-41.49%
Worst 1 Yr Total Return
(2008)
:
-41.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
QBLGX
Category
Alpha (against Standard Index)
-0.10
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
-5.85
-0.14
R-squared (against Standard Index)
88
88.76
Standard Deviation
20.53
21.04
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.39
N/A
5 Years
Statistic
QBLGX
Category
Alpha (against Standard Index)
N/A
0.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
86.59
Standard Deviation
N/A
17.50
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
QBLGX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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