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Federated Clover Mid Value C (VFMCX)
On
Jan 7
:
14.11
0.06
(0.43%)
MORE ON VFMCX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.31%
Worst 1 Yr Total Return
(2008)
:
-39.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VFMCX
Category
Alpha (against Standard Index)
-0.74
0.96
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-7.49
-0.33
R-squared (against Standard Index)
90
89.96
Standard Deviation
22.50
24.07
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-9.06
N/A
5 Years
Statistic
VFMCX
Category
Alpha (against Standard Index)
1.12
1.28
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
1.31
0.26
R-squared (against Standard Index)
87
88.97
Standard Deviation
18.50
19.80
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.56
N/A
10 Years
Statistic
VFMCX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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