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Federated Clover Small Value C (VSFCX)
On
Dec 24
:
16.60
0.09
(0.55%)
MORE ON VSFCX
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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:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-3.56%
Worst 1 Yr Total Return
(2008)
:
-25.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VSFCX
Category
Alpha (against Standard Index)
2.65
-0.27
Beta (against Standard Index)
1.14
1.17
Mean Annual Return
-4.98
-0.44
R-squared (against Standard Index)
86
84.58
Standard Deviation
24.33
25.23
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.38
N/A
5 Years
Statistic
VSFCX
Category
Alpha (against Standard Index)
1.22
0.26
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
1.02
0.18
R-squared (against Standard Index)
83
81.92
Standard Deviation
20.34
21.20
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.70
N/A
10 Years
Statistic
VSFCX
Category
Alpha (against Standard Index)
8.64
8.93
Beta (against Standard Index)
0.98
0.95
Mean Annual Return
7.52
0.82
R-squared (against Standard Index)
58
64.94
Standard Deviation
20.78
19.09
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.70
N/A
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