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QBLVX: FEDERATED MDT LARGE CAP VALUE FUND CLASS B SHARES (MUTUAL FUND)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/12/2017 |
Last Dividend Date: | 12/16/2022 |
12-Mo. Yield | 0.00% |
Expenses | 1.44% |
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Performance Analytics (As of 02/03/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | 19.2 | 16.5 | 10.9 | 11.2 | 7.5 | 9.0 | 7.4 | 5.1 | 18.4 | -8.2 | 0.5 |
Sharpe Ratio | NA | 0.7 | 0.59 | 0.44 | 0.46 | 7.85 | 0.3 | 0.36 | 0.13 | 1.44 | -0.62 | 1.28 |
Draw Down(%) | NA | 18.1 | 38.7 | 38.7 | 38.7 | 2.5 | 18.1 | 17.8 | 38.7 | 6.9 | 18.7 | 1.0 |
Standard Deviation(%) | NA | 25.2 | 26.9 | 22.5 | 22.3 | 15.0 | 25.2 | 20.6 | 36.7 | 11.8 | 15.3 | 7.4 |
Treynor Ratio | NA | 0.22 | 0.17 | 0.11 | 0.11 | 1.44 | 0.1 | 0.1 | 0.05 | 0.2 | -0.11 | 0.09 |
Alpha | NA | 0.09 | 0.03 | 0.01 | 0.01 | 0.02 | 0.1 | -0.03 | -0.05 | -0.02 | -0.02 | -0.01 |
Beta | NA | 0.8 | 0.92 | 0.91 | 0.91 | 0.82 | 0.78 | 0.72 | 1.01 | 0.85 | 0.86 | 1.05 |
RSquared | NA | 0.59 | 0.79 | 0.81 | 0.81 | 0.88 | 0.58 | 0.25 | 0.93 | 0.84 | 0.92 | 0.92 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 7.5 | 0.2 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 3466.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/11/2017
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