Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FGSSX (Federated GNMA Instl Svc) | NA | -56.66% | -24.34% | -13.69% | -4.84% | -1.20% | NA | 0.14% |
Data as of 01/23/2015, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGSSX (Federated GNMA Instl Svc) | 06/21/1996 | 01/23/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -58.20 | -56.66 | -24.34 | -13.69 | -4.84 | -1.20 | NA | 0.14 | -58.16 | 4.54 | -2.65 | 1.54 | 6.17 | 5.10 | 5.11 | 6.80 | 6.00 | 3.74 | 2.47 | 3.54 | 1.92 | 8.28 | 7.13 | 10.61 | 0.64 | 6.52 | 8.63 | 6.61 |
| Sharpe Ratio | NA | -0.65 | -0.48 | -0.35 | -0.21 | NA | NA | -0.07 | -0.28 | 2.00 | -0.69 | 0.69 | 1.94 | 1.66 | 1.47 | 0.97 | 0.84 | 0.15 | 0.12 | 0.81 | 0.42 | 1.89 | 1.29 | 1.54 | -0.63 | 1.13 | 0.96 | 2.21 |
| Standard Deviation(%) | NA | 87.35 | 50.53 | 39.21 | 27.86 | NA | NA | 20.60 | 357.93 | 2.26 | 3.89 | 2.19 | 3.16 | 3.02 | 3.41 | 6.03 | 3.58 | 3.18 | 2.58 | 3.22 | 2.94 | 3.80 | 3.79 | 4.24 | 4.11 | 2.84 | 5.31 | 4.26 |
| Draw Down(%) | NA | 58.27 | 58.27 | 58.27 | 58.27 | NA | NA | 58.27 | 58.27 | 0.72 | 5.19 | 1.31 | 1.47 | 2.83 | 1.86 | 3.14 | 2.36 | 2.65 | 1.86 | 3.01 | 2.46 | 1.84 | 2.65 | 2.86 | 4.02 | 1.31 | 3.18 | 1.63 |
| Yield(%) | 0.00 | 2.65 | 2.42 | 2.95 | 3.82 | 4.54 | 4.50 | 5.00 | 0.00 | 2.67 | 2.08 | 2.65 | 3.58 | 3.71 | 4.49 | 4.84 | 5.06 | 4.96 | 4.56 | 4.35 | 4.29 | 5.44 | 5.96 | 6.53 | 5.89 | 5.98 | 6.47 | 3.93 |
Data as of 01/23/2015, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGSSX (Federated GNMA Instl Svc) |
1.06%
Aug 2011 - Aug 2014 |
2.57%
Nov 2009 - Nov 2014 |
3.75%
Dec 2003 - Dec 2013 |
4.38%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGSSX (Federated GNMA Instl Svc) |
9.10%
Jan 2000 - Jan 2003 |
7.40%
Aug 1996 - Aug 2001 |
5.76%
Jan 2000 - Jan 2010 |
5.74%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart