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Federated Clover Value Instl (VFCIX)
On
Dec 24
:
13.31
0.07
(0.53%)
MORE ON VFCIX
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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:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFCIX
Category
Alpha (against Standard Index)
0.89
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-4.79
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
19.86
20.79
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.25
N/A
5 Years
Statistic
VFCIX
Category
Alpha (against Standard Index)
5.49
-0.29
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
5.87
0.14
R-squared (against Standard Index)
70
93.49
Standard Deviation
18.98
16.81
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.91
N/A
10 Years
Statistic
VFCIX
Category
Alpha (against Standard Index)
8.15
2.74
Beta (against Standard Index)
0.82
0.88
Mean Annual Return
6.86
0.31
R-squared (against Standard Index)
33
81.33
Standard Deviation
23.15
15.97
Sharpe Ratio
0.28
N/A
Treynor Ratio
4.80
N/A
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