Federated Prudent Bear Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.78
Mean -1.51
Sharpe Ratio -1.54
Bear Market Decile Rank 61

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 95.48 96.36
Beta -0.94 -0.93
Alpha -3.03 -2.08

See Also:

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