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FMSTX: FEDERATED MDT LARGE CAP VALUE FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 32.7 0.26(0.80%) May 15
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (22%) |
Start Date: | 02/01/2010 |
Last Dividend Date: | 03/18/2024 |
12-Mo. Yield | 2.30% |
Expenses | 1.44% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/01/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.0 | 13.6 | 30.2 | 10.1 | 12.9 | 9.7 | 12.1 | 12.8 | -4.4 | 28.7 | 6.3 | 20.9 | -7.3 | 14.3 | 15.0 | -4.9 | 14.4 | 40.0 | 20.2 | 2.4 | 10.2 |
Sharpe Ratio | NA | 3.56 | 2.16 | 0.42 | 0.5 | 0.48 | 0.61 | 0.62 | -0.26 | 2.1 | 0.16 | 1.69 | -0.56 | 1.67 | 0.87 | -0.31 | 1.23 | 3.29 | 1.33 | 0.09 | 0.58 |
Draw Down(%) | NA | 5.3 | 10.0 | 17.7 | 38.6 | 38.6 | 38.6 | 11.8 | 17.7 | 5.4 | 38.6 | 6.9 | 18.4 | 4.6 | 13.2 | 13.4 | 9.5 | 5.6 | 14.2 | 25.2 | 16.6 |
Standard Deviation(%) | NA | 10.0 | 11.6 | 16.5 | 21.6 | 18.2 | 18.3 | 14.0 | 21.8 | 13.6 | 36.7 | 11.6 | 15.3 | 8.2 | 16.9 | 16.1 | 11.7 | 12.1 | 15.3 | 27.2 | 19.0 |
Treynor Ratio | NA | 0.35 | 0.23 | 0.06 | 0.1 | 0.08 | 0.11 | 0.08 | -0.05 | 0.28 | 0.06 | 0.2 | -0.09 | 0.12 | 0.13 | -0.05 | 0.14 | 0.38 | 0.18 | 0.02 | 0.11 |
Alpha | NA | 0.04 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | -0.01 | 0.0 | 0.02 | -0.01 | -0.01 | -0.02 | -0.01 | -0.02 | 0.0 | 0.02 | 0.01 | 0.01 | -0.02 |
Beta | NA | 1.01 | 1.1 | 1.1 | 1.04 | 1.04 | 1.05 | 1.13 | 1.12 | 1.04 | 1.02 | 0.98 | 0.96 | 1.11 | 1.16 | 0.96 | 1.04 | 1.05 | 1.14 | 1.12 | 1.0 |
RSquared | NA | 0.86 | 0.91 | 0.92 | 0.96 | 0.94 | 0.94 | 0.92 | 0.93 | 0.95 | 0.98 | 0.95 | 0.97 | 0.9 | 0.83 | 0.86 | 0.94 | 0.92 | 0.9 | 0.97 | 0.96 |
Yield(%) | N/A | 0.3 | 2.3 | 9.9 | 8.8 | 8.1 | N/A | 2.3 | 12.4 | 20.3 | 1.5 | 3.3 | 8.7 | 10.5 | 5.5 | 8.3 | 9.0 | 15.8 | 8.3 | 13.8 | 0.5 |
Dividend Growth(%) | N/A | -86.9 | -84.8 | 181.8 | 0.7 | N/A | N/A | -84.4 | -33.4 | 1262.8 | -44.9 | -68.3 | -14.9 | 114.1 | -42.8 | -2.5 | -32.2 | 113.8 | -46.6 | 3030.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/01/2010
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