| Federated MDT Small Cap Value A (QASVX)MUTUAL FUND:SMALL VALUE start from 2005-09-27 | More Details From Yahoo! |
Performance
| 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | |
|---|---|---|---|---|---|---|
| Alpha(%) | -0.058 | -0.035 | -0.05 | 0.037 | -0.064 | -0.052 |
| Beta(%) | 160.508 | 165.878 | 124.116 | 102.314 | 104.078 | 77.905 |
| AR(%) | 0.599 | 12.996 | -7.463 | -32.638 | 8.592 | 9.079 |
| RSquared(%) | 82.562 | 76.949 | 74.064 | 87.51 | 85.011 | 73.366 |
| Sharpe Ratio(%) | -1.418 | 51.343 | -45.424 | -74.282 | 27.806 | 229.67 |
| Standard Deviation(%) | 18.819 | 18.973 | 23.176 | 45.041 | 30.943 | 14.957 |
| Treynor Ratio(%) | -0.166 | 5.872 | -8.482 | -32.701 | 8.267 | 44.093 |
| Draw Down(%) | 8.079 | 16.377 | 17.008 | 51.718 | 32.236 | 8.418 |
| Return(%) | 0.599 | 12.996 | -7.463 | -32.638 | 8.592 | 9.079 |