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FSTBX: FEDERATED GLOBAL ALLOCATION FUND CLASS A SHARES (MUTUAL FUND)
Basic Info 19.52 0.1(0.51%) May 09
Asset Class: | World Allocation |
MyPlanIQ Rating: | (66%) |
Start Date: | 02/28/1980 |
Last Dividend Date: | 03/15/2024 |
12-Mo. Yield | 1.67% |
Expenses | 1.96% |
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Performance Analytics (As of 05/07/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | 4.1 | 11.8 | -0.1 | 5.2 | 4.4 | 6.6 | 5.3 | 7.3 | 11.2 | -15.4 | 8.5 | 12.6 | 17.9 | -8.6 | 17.1 | 3.3 | -4.4 | 3.6 | 18.5 | 11.9 | -2.8 | 10.9 | 21.4 | -22.7 | 8.4 | 12.2 | 2.7 | 6.2 | 17.2 | -10.3 | 0.6 | 5.0 | 3.0 | 11.1 | 24.0 | 13.7 | 16.5 | -2.5 | 10.5 | 3.2 | 15.9 | 0.2 | 7.5 | 6.1 | 2.0 | 6.3 | 19.3 | 13.9 | 21.4 | 30.0 | 4.2 | 12.4 |
Sharpe Ratio | NA | 0.64 | 0.82 | -0.16 | 0.19 | 0.25 | NA | NA | 0.41 | 0.83 | -1.21 | 0.4 | 0.57 | 2.25 | -0.91 | 3.57 | 0.32 | -0.45 | 0.44 | 2.1 | 1.25 | -0.17 | 0.69 | 1.14 | -1.13 | 0.52 | 1.26 | 0.08 | 0.66 | 1.75 | -0.92 | -0.18 | 0.09 | -0.02 | 0.91 | 2.21 | 1.38 | 1.46 | -0.87 | 1.74 | 0.15 | 1.69 | -0.71 | 0.25 | 0.16 | -0.22 | 0.25 | 1.86 | 0.72 | 1.72 | 1.68 | -0.58 | 0.6 |
Draw Down(%) | NA | 4.3 | 9.2 | 31.3 | 31.3 | 31.3 | NA | NA | 37.4 | 9.2 | 21.4 | 12.8 | 25.7 | 4.3 | 16.2 | 1.5 | 7.9 | 11.5 | 7.3 | 7.3 | 8.6 | 14.9 | 13.3 | 18.6 | 31.5 | 6.8 | 7.1 | 5.2 | 6.6 | 7.1 | 17.6 | 12.4 | 6.9 | 9.9 | 9.7 | 5.4 | 3.8 | 7.1 | 6.2 | 2.1 | 3.7 | 4.9 | 10.6 | 5.9 | 4.4 | 12.0 | 4.9 | 6.7 | 5.0 | 2.2 | 1.4 | 8.2 | 6.9 |
Standard Deviation(%) | NA | 8.2 | 8.5 | 15.4 | 15.8 | 12.8 | NA | NA | 11.0 | 8.5 | 13.9 | 21.5 | 21.4 | 7.3 | 10.9 | 4.6 | 9.6 | 9.9 | 8.2 | 8.8 | 9.6 | 17.0 | 15.6 | 18.6 | 20.8 | 10.5 | 7.1 | 6.9 | 8.0 | 9.4 | 12.3 | 9.7 | 10.4 | 10.0 | 8.5 | 9.2 | 7.3 | 8.7 | 6.3 | 4.8 | 5.8 | 7.1 | 7.1 | 6.9 | 8.8 | 9.2 | 8.2 | 7.6 | 9.9 | 8.9 | 13.4 | 10.0 | 11.5 |
Treynor Ratio | NA | 0.06 | 0.07 | -0.03 | 0.05 | 0.04 | NA | NA | 0.05 | 0.08 | -0.22 | 0.11 | 0.26 | 0.2 | -0.09 | 0.16 | 0.03 | -0.04 | 0.03 | 0.16 | 0.11 | -0.03 | 0.08 | 0.17 | -0.24 | 0.05 | 0.11 | 0.01 | 0.07 | 0.19 | -0.14 | -0.03 | 0.01 | 0.0 | 0.15 | 0.19 | 0.1 | 0.28 | 0.16 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | 0.0 | -0.01 | 0.02 | 0.02 | 0.01 | 0.0 | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | 0.01 | 0.01 | -0.01 | -0.02 | -0.01 | -0.04 | 0.0 | -0.03 | -0.02 | -0.04 | -0.02 | 0.0 | -0.01 | -0.06 | 0.04 | 0.04 | 0.0 | 0.02 | -0.03 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.91 | 0.96 | 0.81 | 0.66 | 0.78 | NA | NA | 0.89 | 0.9 | 0.77 | 0.81 | 0.47 | 0.82 | 1.09 | 1.05 | 1.09 | 1.16 | 1.16 | 1.14 | 1.05 | 1.07 | 1.38 | 1.26 | 0.96 | 1.18 | 0.8 | 0.78 | 0.81 | 0.88 | 0.8 | 0.65 | 1.06 | 0.72 | 0.53 | 1.06 | 1.06 | 0.45 | -0.34 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.95 | 0.91 | 0.36 | 0.27 | 0.38 | NA | NA | 0.45 | 0.81 | 0.71 | 0.12 | 0.15 | 0.43 | 0.71 | 0.79 | 0.91 | 0.91 | 0.91 | 0.94 | 0.84 | 0.86 | 0.92 | 0.87 | 0.89 | 0.83 | 0.71 | 0.48 | 0.57 | 0.71 | 0.79 | 0.58 | 0.5 | 0.22 | 0.45 | 0.38 | 0.49 | 0.1 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.4 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.7 | 1.4 | 14.6 | 2.5 | 3.0 | 5.0 | 1.6 | 1.9 | 1.0 | 9.8 | 13.4 | 2.9 | 1.1 | 0.2 | 2.1 | 2.2 | 12.5 | 12.7 | 3.4 | 1.6 | 1.8 | 2.1 | 2.7 | 5.6 | 5.7 | 8.4 | 18.6 | 14.1 | 4.0 | 3.2 | 3.5 | 4.2 | 5.1 | 5.8 | 6.3 | 5.8 | 5.1 | 5.7 | 6.7 | 7.0 | 7.6 | 9.3 | 8.9 | 8.1 |
Dividend Growth(%) | N/A | -72.4 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -3.3 | -90.6 | 540.0 | -3.8 | -49.0 | 264.3 | -15.2 | 73.7 | -89.9 | -25.1 | 412.2 | 145.0 | 566.7 | -89.7 | -25.6 | -83.1 | -4.1 | 276.6 | 128.6 | -3.4 | -21.6 | -24.5 | -52.0 | -5.6 | -30.3 | -52.3 | 29.5 | 298.4 | 16.7 | -1.8 | -16.7 | -9.6 | -17.0 | -6.4 | 8.0 | 10.1 | -8.1 | -4.4 | 0.0 | 4.7 | -3.4 | 0.0 | 14.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/1980
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