Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FGOAX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS A SHARES) | NA | -13.62% | -9.39% | -4.10% | -1.36% | 0.19% | 1.03% | 2.56% |
Data as of 02/26/2024, AR inception is 08/23/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGOAX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS A SHARES) | 08/23/1996 | 02/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.48 | -13.62 | -9.39 | -4.10 | -1.36 | 0.19 | 1.03 | 2.56 | -16.22 | 3.40 | -13.10 | -2.60 | 5.47 | 5.70 | 0.23 | 1.77 | 1.10 | 0.40 | 4.79 | -2.45 | 2.92 | 5.80 | 4.95 | 3.61 | 4.36 | 6.09 | 3.90 | 1.94 | 3.25 | 2.85 | 9.28 | 6.27 | 11.69 | -1.87 | 7.69 | 9.37 | 3.55 |
| Sharpe Ratio | NA | -1.00 | -1.02 | -0.63 | -0.36 | NA | NA | 0.21 | -1.79 | -0.11 | -1.93 | -1.04 | 1.46 | 1.57 | -0.41 | 0.44 | 0.36 | 0.13 | 2.17 | -0.87 | 1.48 | 1.80 | 1.67 | 0.97 | 0.54 | 0.84 | 0.23 | -0.09 | 0.69 | 0.58 | 1.71 | 0.81 | 1.86 | -1.08 | 1.12 | 1.71 | 1.61 |
| Standard Deviation(%) | NA | 17.50 | 11.20 | 8.91 | 6.55 | NA | NA | 5.00 | 40.72 | 7.90 | 7.53 | 2.51 | 3.56 | 2.74 | 2.62 | 2.58 | 2.49 | 2.89 | 2.20 | 2.85 | 1.96 | 3.20 | 2.91 | 3.62 | 6.29 | 3.72 | 2.76 | 2.61 | 3.33 | 3.70 | 4.79 | 4.95 | 4.09 | 4.69 | 3.90 | 3.41 | 4.32 |
| Draw Down(%) | NA | 16.55 | 26.06 | 27.17 | 27.17 | NA | NA | 27.17 | 16.37 | 9.14 | 16.59 | 3.00 | 3.67 | 1.44 | 2.64 | 1.42 | 3.67 | 2.00 | 0.70 | 4.55 | 0.86 | 1.68 | 2.82 | 1.93 | 3.87 | 2.37 | 1.92 | 2.23 | 3.80 | 3.72 | 2.40 | 4.80 | 3.05 | 5.08 | 2.83 | 2.49 | 1.59 |
| Yield(%) | 0.28 | 2.31 | 1.53 | 1.71 | 1.91 | 2.31 | 2.70 | 3.70 | 0.45 | 2.01 | 1.43 | 1.22 | 1.49 | 2.27 | 2.14 | 1.99 | 2.14 | 2.29 | 2.48 | 2.32 | 2.58 | 3.04 | 3.33 | 3.80 | 4.33 | 4.55 | 4.35 | 3.91 | 3.64 | 4.34 | 3.96 | 5.87 | 6.24 | 5.75 | 6.10 | 6.86 | 2.70 |
Data as of 02/26/2024, AR inception is 08/23/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGOAX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS A SHARES) |
-6.92%
Oct 2020 - Oct 2023 |
-1.67%
Oct 2017 - Oct 2022 |
-0.37%
Oct 2013 - Oct 2023 |
1.10%
Sep 2008 - Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGOAX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS A SHARES) |
9.29%
Jan 2000 - Jan 2003 |
7.36%
Sep 1996 - Sep 2001 |
5.64%
Mar 1997 - Mar 2007 |
5.39%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison Chart