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Federated Clover Value C (VFCCX)
On
Dec 24
:
13.26
0.07
(0.53%)
MORE ON VFCCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.73%
Worst 1 Yr Total Return
(2008)
:
-36.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFCCX
Category
Alpha (against Standard Index)
0.12
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-5.52
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
19.85
20.79
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.01
N/A
5 Years
Statistic
VFCCX
Category
Alpha (against Standard Index)
4.74
-0.29
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
5.08
0.14
R-squared (against Standard Index)
69
93.49
Standard Deviation
18.97
16.81
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.12
N/A
10 Years
Statistic
VFCCX
Category
Alpha (against Standard Index)
7.43
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
6.09
0.31
R-squared (against Standard Index)
33
81.33
Standard Deviation
23.14
15.97
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.86
N/A
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