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FEDBX: Federated US Government Bond Svc (MUTUAL FUND)
Basic Info
Asset Class: | LONG GOVERNMENT |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 06/03/1996 |
Last Dividend Date: | 07/31/2012 |
12-Mo. Yield | 4.52% |
Expenses | 1.31% |
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Performance Analytics (As of 09/10/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 06/03/1996 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 4.3 | 8.8 | 7.9 | 6.2 | 5.9 | 5.6 | 1.5 | 16.4 | 11.5 | -11.1 | 20.5 | 8.6 | 2.0 | 5.8 | 6.5 | 1.7 | 14.0 | 3.3 | 20.0 | -11.7 | 3.8 | 2.4 | 2.5 |
Sharpe Ratio | NA | 0.35 | 0.67 | 0.54 | 0.45 | NA | 0.11 | 0.25 | 1.04 | 0.86 | -0.73 | 1.38 | 0.66 | -0.21 | 0.51 | 0.66 | 0.1 | 1.36 | 0.1 | 2.0 | -1.81 | 0.07 | -8.0 | 0.11 |
Draw Down(%) | NA | 9.0 | 14.3 | 18.8 | 18.8 | NA | 18.8 | 5.8 | 9.0 | 10.7 | 17.1 | 8.9 | 6.5 | 6.7 | 5.6 | 9.5 | 13.4 | 5.6 | 10.0 | 5.7 | 12.3 | 6.8 | 5.0 | 3.9 |
Standard Deviation(%) | NA | 12.2 | 13.0 | 13.8 | 11.4 | NA | 10.2 | 8.8 | 15.7 | 13.3 | 15.5 | 14.2 | 8.4 | 6.4 | 7.2 | 8.4 | 10.7 | 9.5 | 10.1 | 8.0 | 8.3 | 6.8 | 6.6 | 7.5 |
Treynor Ratio | NA | 0.06 | 0.1 | 0.08 | 0.05 | NA | 0.01 | 0.03 | 0.18 | 0.12 | -0.11 | 0.2 | 0.06 | -0.01 | 0.04 | 0.06 | 0.01 | 0.13 | 0.01 | 0.15 | -0.16 | 0.01 | -0.73 | 0.01 |
Alpha | NA | -0.02 | -0.01 | -0.02 | -0.01 | NA | -0.01 | -0.01 | -0.03 | 0.01 | 0.01 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | -0.02 | -0.02 | -0.09 | -0.03 |
Beta | NA | 0.74 | 0.86 | 0.92 | 0.93 | NA | 0.92 | 0.66 | 0.89 | 0.93 | 1.02 | 1.0 | 0.98 | 0.95 | 0.97 | 0.96 | 1.0 | 0.96 | 0.95 | 1.04 | 0.91 | 0.7 | 0.72 | 0.75 |
RSquared | NA | 0.88 | 0.89 | 0.9 | 0.92 | NA | 0.91 | 0.88 | 0.91 | 0.89 | 0.98 | 0.89 | 0.91 | 0.95 | 0.97 | 0.97 | 0.98 | 0.98 | 0.95 | 0.98 | 0.94 | 0.84 | 0.72 | 0.88 |
Yield(%) | N/A | 4.5 | 11.1 | 9.1 | 6.9 | 6.1 | N/A | 1.0 | 5.7 | 23.6 | 7.5 | 7.2 | 5.8 | 5.5 | 6.7 | 3.9 | 4.5 | 3.8 | 4.3 | 6.1 | 1.5 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -81.0 | 86.7 | 79.1 | N/A | N/A | N/A | -80.0 | -79.0 | 161.0 | 12.7 | 27.8 | 3.8 | -19.5 | 77.4 | -15.3 | 29.8 | -14.6 | -18.4 | 240.5 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/03/1996
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