Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FTITX (Federated International Equity A) | NA | 32.83% | -6.23% | 1.62% | -3.73% | NA | NA | … | … |
Data as of 01/05/2010, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTITX (Federated International Equity A) | 06/21/1996 | 01/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.83 | -6.23 | 1.62 | -3.73 | NA | NA | … | … | 0.00 | 36.16 | -45.76 | 9.87 | 18.96 | 8.93 | 14.08 | 33.96 | -23.57 | -28.90 | -26.18 | 78.48 | 24.69 | 7.11 | 0.36 |
| Sharpe Ratio | NA | 1.17 | -0.25 | -0.01 | -0.25 | NA | NA | … | … | 0.00 | 1.29 | -1.18 | 0.37 | 0.99 | 0.63 | 0.92 | 2.16 | -1.31 | -1.90 | -1.30 | 4.35 | 1.11 | -3.71 | -0.37 |
| Standard Deviation(%) | NA | 28.05 | 30.40 | 25.22 | 22.01 | NA | NA | … | … | NA | 28.02 | 39.58 | 18.77 | 15.92 | 10.70 | 14.33 | 15.41 | 18.87 | 16.63 | 23.22 | 17.30 | 19.31 | 12.92 | 7.58 |
| Draw Down(%) | NA | 24.50 | 60.70 | 60.70 | 71.56 | NA | NA | … | … | 0.00 | 24.50 | 56.20 | 13.26 | 17.24 | 6.87 | 11.35 | 15.57 | 31.05 | 38.10 | 42.34 | 8.66 | 31.73 | 10.47 | 5.36 |
| Yield(%) | 0.00 | 0.00 | 0.07 | 0.06 | 0.58 | 3.19 | 2.39 | … | … | 0.00 | 0.00 | 0.00 | 0.21 | 0.00 | 0.00 | 0.00 | 0.08 | 0.00 | 0.00 | 5.22 | 16.81 | 8.68 | 8.00 | 2.22 |
Data as of 01/05/2010, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTITX (Federated International Equity A) |
-31.31%
Feb 2000 – Feb 2003 |
-12.10%
Feb 2000 – Feb 2005 |
-4.30%
Dec 1999 – Dec 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTITX (Federated International Equity A) |
40.65%
Feb 1997 – Feb 2000 |
18.51%
Oct 2002 – Oct 2007 |
7.97%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
