Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FGOBX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS B SHARES) | NA | -0.78% | -0.73% | 0.04% | 1.51% | 2.11% | 2.48% | 2.51% |
Data as of 02/02/2018, AR inception is 08/05/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGOBX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS B SHARES) | 08/05/1996 | 02/02/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.83 | -0.78 | -0.73 | 0.04 | 1.51 | 2.11 | 2.48 | 2.51 | -1.83 | -0.23 | -0.91 | -1.89 | 2.16 | -4.65 | 0.33 | 2.56 | 1.70 | -0.23 | -0.11 | 1.37 | -0.57 | -2.12 | -0.44 | -1.53 | 5.17 | 0.11 | 5.20 | -7.70 | 1.24 | 2.19 | 0.35 |
| Sharpe Ratio | NA | -8.55 | -9.75 | -8.76 | -6.28 | NA | NA | -4.61 | -7.93 | -7.78 | -13.67 | -7.10 | -7.41 | -8.13 | -9.71 | -4.98 | -5.95 | -5.14 | -3.06 | -5.29 | -8.03 | -8.55 | -5.89 | -5.35 | -3.02 | -4.34 | -14.98 | 3.57 | 8.36 | -12.16 | -0.97 |
| Standard Deviation(%) | NA | 2.48 | 2.64 | 2.63 | 3.30 | NA | NA | 3.72 | 2.44 | 2.51 | 2.55 | 2.88 | 2.21 | 2.85 | 1.89 | 3.20 | 2.84 | 3.66 | 6.41 | 3.92 | 2.87 | 2.71 | 3.40 | 3.90 | 4.83 | 4.95 | 4.24 | 4.84 | 4.13 | 3.65 | 4.80 |
| Draw Down(%) | NA | 3.38 | 6.03 | 7.15 | 8.34 | NA | NA | 11.23 | 1.83 | 2.03 | 4.72 | 3.29 | 1.22 | 5.30 | 1.28 | 1.93 | 3.05 | 2.35 | 6.49 | 3.28 | 3.62 | 3.54 | 4.58 | 4.42 | 2.83 | 5.16 | 3.55 | 8.11 | 3.27 | 3.55 | 2.54 |
| Yield(%) | 0.10 | 1.18 | 1.31 | 1.42 | 1.99 | 2.45 | 2.63 | 2.58 | 0.10 | 1.18 | 1.36 | 1.51 | 1.71 | 1.57 | 1.79 | 2.28 | 2.19 | 3.06 | 3.58 | 3.82 | 3.59 | 3.17 | 3.28 | 3.60 | 4.56 | 5.15 | 5.50 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/02/2018, AR inception is 08/05/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGOBX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS B SHARES) |
-1.65%
Nov 1996 - Nov 1999 |
0.18%
Jan 2013 - Jan 2018 |
1.54%
Jan 2008 - Jan 2018 |
2.14%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGOBX (FEDERATED GOVERNMENT INCOME SECURITIES INC CLASS B SHARES) |
8.94%
Jan 2000 - Jan 2003 |
6.44%
Jan 2000 - Jan 2005 |
4.90%
Jan 2000 - Jan 2010 |
4.02%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart