Find A Portfolio/Ticker
Comparison Box
QLSCX: Federated MDT Small Cap Core Fund Class (MUTUAL FUND)
Basic Info 24.6 0.48(1.99%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | (55%) |
Start Date: | 07/06/2016 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 0.20% |
Expenses | 1.14% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 4.9 | 26.2 | 4.9 | 9.6 | 6.0 | 20.6 | -23.1 | 30.6 | 17.0 | 18.4 | -11.6 | 15.6 | 26.0 |
Sharpe Ratio | NA | 0.65 | 1.15 | 0.04 | 0.28 | 0.39 | 0.79 | -0.81 | 1.37 | 0.38 | 1.04 | -0.68 | 1.15 | 3.72 |
Draw Down(%) | NA | 4.2 | 16.3 | 32.9 | 44.1 | 48.8 | 18.2 | 29.8 | 10.4 | 44.1 | 9.6 | 28.7 | 7.3 | 7.7 |
Standard Deviation(%) | NA | 19.7 | 19.5 | 24.4 | 28.6 | 25.0 | 20.8 | 30.5 | 22.3 | 44.2 | 16.3 | 19.0 | 13.1 | 16.0 |
Treynor Ratio | NA | 0.1 | 0.18 | 0.01 | 0.07 | 0.08 | 0.13 | -0.22 | 0.23 | 0.15 | 0.15 | -0.13 | 0.1 | 0.42 |
Alpha | NA | -0.11 | -0.05 | -0.02 | -0.02 | -0.01 | -0.03 | 0.0 | -0.01 | -0.01 | -0.05 | -0.03 | -0.06 | 0.1 |
Beta | NA | 1.26 | 1.27 | 1.19 | 1.16 | 1.16 | 1.26 | 1.13 | 1.33 | 1.14 | 1.15 | 1.02 | 1.54 | 1.41 |
RSquared | NA | 0.57 | 0.61 | 0.76 | 0.8 | 0.79 | 0.67 | 0.86 | 0.67 | 0.84 | 0.8 | 0.83 | 0.68 | 0.7 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |