Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICFIX (FEDERATED INTERCONTINENTAL FUND INSTITUTIONAL SHARES) | NA | -10.22% | -7.32% | -0.69% | -2.38% | NA | NA | … | … |
Data as of 08/30/2017, Common starting date is 08/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICFIX (FEDERATED INTERCONTINENTAL FUND INSTITUTIONAL SHARES) | 08/29/2007 | 08/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.71 | -10.22 | -7.32 | -0.69 | -2.38 | NA | NA | … | … | -7.95 | -4.86 | -0.83 | -9.93 | 10.98 | 21.57 | -15.90 | 17.15 | 35.12 | -47.38 | 5.87 |
| Sharpe Ratio | NA | -0.41 | -0.36 | -0.05 | -0.11 | NA | NA | … | … | -0.40 | -0.29 | -0.05 | -0.81 | 0.82 | 1.27 | -0.54 | 0.75 | 1.23 | -1.12 | 0.65 |
| Standard Deviation(%) | NA | 26.00 | 20.63 | 17.88 | 24.74 | NA | NA | … | … | 30.94 | 17.75 | 16.42 | 12.31 | 13.38 | 17.07 | 29.68 | 22.90 | 28.43 | 43.07 | 24.40 |
| Draw Down(%) | NA | 24.41 | 24.55 | 25.78 | 64.06 | NA | NA | … | … | 24.41 | 14.47 | 17.75 | 16.29 | 11.90 | 15.53 | 30.67 | 18.12 | 26.60 | 58.61 | 11.94 |
| Yield(%) | 0.00 | 2.19 | 1.60 | 1.80 | 1.74 | 1.15 | 0.86 | … | … | 0.00 | 2.18 | 2.25 | 0.86 | 1.61 | 1.63 | 1.42 | 1.04 | 3.25 | 3.10 | 4.45 |
Data as of 08/30/2017, Common starting date is 08/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICFIX (FEDERATED INTERCONTINENTAL FUND INSTITUTIONAL SHARES) |
-10.35%
Oct 2007 – Oct 2010 |
-6.25%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICFIX (FEDERATED INTERCONTINENTAL FUND INSTITUTIONAL SHARES) |
24.23%
Feb 2009 – Feb 2012 |
17.49%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart