Federated International Leaders Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 21.04
Mean 0.96
Sharpe Ratio 0.54
Bear Market Decile Rank 95

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 94.03
Beta 1.21
Alpha 5.08

See Also:

Top Federated Funds