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Federated Clover Value A (VFCAX)
On
Dec 24
:
13.28
0.06
(0.45%)
MORE ON VFCAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
27.53%
Worst 1 Yr Total Return
(2008)
:
-35.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFCAX
Category
Alpha (against Standard Index)
0.77
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-4.90
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
19.83
20.79
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.37
N/A
5 Years
Statistic
VFCAX
Category
Alpha (against Standard Index)
5.42
-0.29
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
5.80
0.14
R-squared (against Standard Index)
69
93.49
Standard Deviation
18.97
16.81
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.85
N/A
10 Years
Statistic
VFCAX
Category
Alpha (against Standard Index)
8.12
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
6.82
0.31
R-squared (against Standard Index)
33
81.33
Standard Deviation
23.15
15.97
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.76
N/A
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