Federated Kaufmann Large Cap

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.14
Mean 1.54
Sharpe Ratio 1.08
Bear Market Decile Rank 85

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 81.36
Beta 1.24
Alpha 0.86

See Also:

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