FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX)

Basic Info 8.77 0.04(0.46%)
June 12

FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES started on 06/22/1982
FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES is classified as asset class Intermediate Government
FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES expense ratio is 0.64%
FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES rating is
(84%)

FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) Dividend Info

FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) dividend growth in the last 12 months is 34.86%

The trailing 12-month yield of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES is 2.66%. its dividend history:

DateDividend
05/31/2024 0.0287
04/30/2024 0.0275
03/28/2024 0.0237
02/29/2024 0.0209
01/31/2024 0.0194
12/29/2023 0.0235
11/30/2023 0.0212
10/31/2023 0.0204
09/29/2023 0.0211
08/31/2023 0.0216
07/31/2023 0.0203
06/30/2023 0.0194
05/31/2023 0.0196
04/28/2023 0.0197
03/31/2023 0.0192
02/28/2023 0.0199
01/31/2023 0.0168
11/30/2022 0.0191
10/31/2022 0.0175
09/30/2022 0.0177
08/31/2022 0.0173
07/29/2022 0.0157
06/30/2022 0.016
05/31/2022 0.0113
04/29/2022 0.0104
03/31/2022 0.0111
02/28/2022 0.0117
01/31/2022 0.0045
12/31/2021 0.0074
12/13/2021 0.0204
11/30/2021 0.0041
10/29/2021 0.0045
09/30/2021 0.0061
08/31/2021 0.0083
07/30/2021 0.0056
06/30/2021 0.0079
05/28/2021 0.0021
04/30/2021 0.0011
03/31/2021 0.0069
02/26/2021 0.0082
01/29/2021 0.0037
12/31/2020 0.0055
11/30/2020 0.0033
10/30/2020 0.0083
09/30/2020 0.0127
08/31/2020 0.0148
07/31/2020 0.0097
06/30/2020 0.0137
05/29/2020 0.0128
04/30/2020 0.0147
03/31/2020 0.018
02/28/2020 0.016
01/31/2020 0.0141
12/31/2019 0.0164
11/29/2019 0.0163
10/31/2019 0.0164
09/30/2019 0.0174
08/30/2019 0.0158
07/31/2019 0.0193
06/28/2019 0.0199
05/31/2019 0.0209
04/30/2019 0.0216
03/29/2019 0.0211
02/28/2019 0.0221
01/31/2019 0.0193
12/31/2018 0.0202
11/30/2018 0.021
10/31/2018 0.02
09/28/2018 0.0184
08/31/2018 0.0185
07/31/2018 0.0209
06/29/2018 0.0212
05/31/2018 0.022
04/30/2018 0.02
03/29/2018 0.022
02/28/2018 0.021
01/31/2018 0.018
12/29/2017 0.024
11/30/2017 0.019
10/31/2017 0.021
09/29/2017 0.019
08/31/2017 0.0187
07/31/2017 0.0188
06/30/2017 0.0199
05/31/2017 0.0212
04/28/2017 0.0215
03/31/2017 0.021
02/28/2017 0.019
01/31/2017 0.019
12/30/2016 0.02
11/30/2016 0.016
10/31/2016 0.016
09/30/2016 0.018
08/31/2016 0.016
07/29/2016 0.018
06/30/2016 0.018
05/31/2016 0.018
04/29/2016 0.017
03/31/2016 0.019
02/29/2016 0.018
01/29/2016 0.018
12/31/2015 0.022
11/30/2015 0.02
10/30/2015 0.018
09/30/2015 0.018
08/31/2015 0.02
07/31/2015 0.019
06/30/2015 0.019
05/29/2015 0.02
04/30/2015 0.026
03/31/2015 0.021
02/27/2015 0.02
01/30/2015 0.023
12/31/2014 0.023
11/28/2014 0.022
10/31/2014 0.022
09/30/2014 0.023
08/29/2014 0.023
07/31/2014 0.022
06/30/2014 0.023
05/30/2014 0.024
04/30/2014 0.024
03/31/2014 0.025
02/28/2014 0.024
01/31/2014 0.024
12/31/2013 0.026
11/29/2013 0.023
10/31/2013 0.025
09/30/2013 0.023
08/30/2013 0.022
07/31/2013 0.022
06/28/2013 0.021
05/31/2013 0.019
04/30/2013 0.023
03/28/2013 0.021
02/28/2013 0.022
01/31/2013 0.023
12/31/2012 0.024
11/30/2012 0.025
10/31/2012 0.026
09/28/2012 0.026
08/31/2012 0.025
07/31/2012 0.028
06/29/2012 0.029
05/31/2012 0.029
04/30/2012 0.029
03/30/2012 0.03
02/29/2012 0.031
01/31/2012 0.03
12/30/2011 0.029
11/30/2011 0.031
10/31/2011 0.032
09/30/2011 0.032
08/31/2011 0.035
07/29/2011 0.035
06/30/2011 0.037
05/31/2011 0.037
04/29/2011 0.036
03/31/2011 0.035
02/28/2011 0.033
01/31/2011 0.032
12/31/2010 0.033
11/30/2010 0.034
10/29/2010 0.034
09/30/2010 0.035
08/31/2010 0.036
07/30/2010 0.037
06/30/2010 0.037
05/28/2010 0.036
03/31/2010 0.038
02/26/2010 0.037
01/29/2010 0.037
12/31/2009 0.038
11/30/2009 0.04
10/30/2009 0.04
09/30/2009 0.04
08/31/2009 0.04
07/31/2009 0.04
06/30/2009 0.04
05/29/2009 0.04
04/30/2009 0.039
03/31/2009 0.04
02/27/2009 0.04
01/30/2009 0.037
12/31/2008 0.038
11/28/2008 0.043
10/31/2008 0.043
09/30/2008 0.044
08/29/2008 0.044
07/31/2008 0.043
06/30/2008 0.042
05/30/2008 0.041
04/30/2008 0.041
03/31/2008 0.041
02/29/2008 0.041
01/31/2008 0.043
12/31/2007 0.045
11/30/2007 0.044
10/31/2007 0.044
09/28/2007 0.046
08/31/2007 0.046
07/31/2007 0.045
06/29/2007 0.044
05/31/2007 0.044
04/30/2007 0.044
03/30/2007 0.045
02/28/2007 0.044
01/31/2007 0.044
12/29/2006 0.046
11/30/2006 0.045
10/31/2006 0.044
09/29/2006 0.045
08/31/2006 0.044
07/31/2006 0.045
06/30/2006 0.043
05/31/2006 0.043
04/28/2006 0.042
03/31/2006 0.042
02/28/2006 0.042
01/31/2006 0.041
12/30/2005 0.041
11/30/2005 0.042
10/31/2005 0.04
09/30/2005 0.04
08/31/2005 0.041
07/29/2005 0.04
06/30/2005 0.041
05/31/2005 0.04
04/29/2005 0.039
03/31/2005 0.04
02/28/2005 0.04
01/31/2005 0.04
12/31/2004 0.039
11/30/2004 0.039
10/29/2004 0.04
09/30/2004 0.039
08/31/2004 0.041
07/30/2004 0.04
06/30/2004 0.037
05/28/2004 0.037
04/30/2004 0.038
03/31/2004 0.041
02/27/2004 0.039
01/30/2004 0.04
12/31/2003 0.038
11/28/2003 0.036
10/31/2003 0.036
09/30/2003 0.033
08/29/2003 0.032
07/31/2003 0.031
06/30/2003 0.032
05/30/2003 0.035
04/30/2003 0.037
03/31/2003 0.038
02/28/2003 0.039
01/31/2003 0.037
12/31/2002 0.042
11/29/2002 0.046
10/31/2002 0.045
09/30/2002 0.051
08/30/2002 0.051
07/31/2002 0.044
06/28/2002 0.045
05/31/2002 0.048
04/30/2002 0.048
03/28/2002 0.048
02/28/2002 0.051
01/31/2002 0.051
12/31/2001 0.049
11/30/2001 0.051
10/31/2001 0.052
09/28/2001 0.051
08/31/2001 0.051
07/31/2001 0.052
06/29/2001 0.054
05/31/2001 0.054
04/30/2001 0.055
03/30/2001 0.055
02/28/2001 0.055
01/31/2001 0.055
12/29/2000 0.052
11/30/2000 0.057
10/31/2000 0.055
09/29/2000 0.053
08/31/2000 0.054
07/31/2000 0.055
06/30/2000 0.055
05/31/2000 0.055
04/28/2000 0.054
03/31/2000 0.053
02/29/2000 0.052
01/31/2000 0.05
12/31/1999 0.051
11/30/1999 0.053
10/29/1999 0.056
09/30/1999 0.057
08/31/1999 0.058
07/30/1999 0.061
06/30/1999 0.063
05/28/1999 0.061
04/30/1999 0.054
03/31/1999 0.054
02/26/1999 0.05
01/29/1999 0.052
12/31/1998 0.056
11/30/1998 0.05
10/30/1998 0.05
09/30/1998 0.053
08/31/1998 0.051
07/31/1998 0.052
06/30/1998 0.05
05/29/1998 0.052
04/30/1998 0.052
03/31/1998 0.052
02/27/1998 0.051
01/30/1998 0.053
12/31/1997 0.055
11/28/1997 0.057
10/31/1997 0.059
09/30/1997 0.057
08/29/1997 0.056
07/31/1997 0.057
06/30/1997 0.055
05/30/1997 0.056
04/30/1997 0.056
03/31/1997 0.057
02/28/1997 0.056
01/31/1997 0.058
12/31/1996 0.059
11/29/1996 0.057
10/31/1996 0.058
09/30/1996 0.057
08/30/1996 0.057
07/31/1996 0.057
06/28/1996 0.057
05/31/1996 0.057
04/30/1996 0.056
03/29/1996 0.051
02/29/1996 0.053
01/31/1996 0.056
12/29/1995 0.056
11/30/1995 0.056
10/31/1995 0.054
09/29/1995 0.055
08/31/1995 0.058
07/31/1995 0.057
06/30/1995 0.056
05/31/1995 0.056
04/28/1995 0.054
03/31/1995 0.056
02/28/1995 0.059
01/31/1995 0.062
12/30/1994 0.064
11/30/1994 0.063
10/31/1994 0.061
09/30/1994 0.059
08/31/1994 0.057
07/29/1994 0.057
06/30/1994 0.054
05/31/1994 0.056
04/29/1994 0.056
03/31/1994 0.056
02/28/1994 0.056
01/31/1994 0.065
12/31/1993 0.068
11/30/1993 0.071
10/29/1993 0.066
09/30/1993 0.062
08/31/1993 0.062
07/30/1993 0.063
06/30/1993 0.063
05/28/1993 0.064
04/30/1993 0.064
03/31/1993 0.062
02/26/1993 0.063
01/29/1993 0.065
12/31/1992 0.065
11/30/1992 0.066
10/30/1992 0.065
09/30/1992 0.066
08/31/1992 0.066
07/31/1992 0.067
06/30/1992 0.068
05/29/1992 0.068
04/30/1992 0.069
03/31/1992 0.069
02/28/1992 0.07
01/31/1992 0.07
12/31/1991 0.07
11/29/1991 0.072
10/31/1991 0.075
09/30/1991 0.075
08/30/1991 0.074
07/31/1991 0.075
06/28/1991 0.074
05/31/1991 0.075
04/30/1991 0.076
03/28/1991 0.077
02/28/1991 0.077
01/31/1991 0.077
12/31/1990 0.077
11/30/1990 0.077
10/31/1990 0.077
09/28/1990 0.077
08/31/1990 0.077
07/31/1990 0.077
06/29/1990 0.077
05/31/1990 0.077
04/30/1990 0.077
03/30/1990 0.078
02/28/1990 0.078
01/31/1990 0.078
12/29/1989 0.078
11/30/1989 0.078
10/31/1989 0.079
09/29/1989 0.079
08/31/1989 0.079
07/31/1989 0.078
06/30/1989 0.078
05/31/1989 0.078
04/28/1989 0.078
03/31/1989 0.077
02/28/1989 0.076
01/31/1989 0.078
12/30/1988 0.078
11/30/1988 0.078
10/31/1988 0.078
09/30/1988 0.078
08/31/1988 0.079
07/29/1988 0.079
06/30/1988 0.08
05/31/1988 0.08
04/29/1988 0.081
03/31/1988 0.082
02/29/1988 0.082
01/29/1988 0.083
12/31/1987 0.083
11/30/1987 0.083
10/30/1987 0.083
09/30/1987 0.083
08/31/1987 0.081
07/31/1987 0.081
06/30/1987 0.08
05/29/1987 0.081
04/30/1987 0.081
03/31/1987 0.083
02/27/1987 0.084
01/30/1987 0.084
12/31/1986 0.081
11/28/1986 0.083
10/31/1986 0.085
09/30/1986 0.082
08/29/1986 0.082
07/31/1986 0.085
06/30/1986 0.088
05/30/1986 0.089
04/30/1986 0.091
03/31/1986 0.093
02/28/1986 0.093
01/31/1986 0.093
12/31/1985 0.095
11/29/1985 0.096
10/31/1985 0.098
09/30/1985 0.099
08/30/1985 0.099
07/31/1985 0.099
06/28/1985 0.1
05/31/1985 0.101
04/30/1985 0.102
03/29/1985 0.103
02/28/1985 0.103
01/31/1985 0.104
12/31/1984 0.104
11/30/1984 0.105
10/31/1984 0.106
09/28/1984 0.103
08/31/1984 0.101
07/31/1984 0.102
06/29/1984 0.101
05/31/1984 0.1
04/30/1984 0.101
03/30/1984 0.103
02/29/1984 0.102
01/31/1984 0.103
12/30/1983 0.102
11/30/1983 0.1
10/31/1983 0.101
09/30/1983 0.102
08/31/1983 0.101
07/29/1983 0.102
06/30/1983 0.105
05/31/1983 0.106
04/29/1983 0.107
03/31/1983 0.104
02/28/1983 0.109
01/31/1983 0.113
12/31/1982 0.022
12/23/1982 0.41
09/23/1982 0.37
06/23/1982 0.33

Dividend Growth History for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $0.2427 2.70% 59.36% -
2022 $0.1523 1.48% 76.48% 59.36%
2021 $0.0863 0.82% -39.90% 67.70%
2020 $0.1436 1.40% -36.60% 19.12%
2019 $0.2265 2.28% -6.87% 1.74%
2018 $0.2432 2.41% 0.45% -0.04%
2017 $0.2421 2.39% 14.20% 0.04%
2016 $0.212 2.07% -13.82% 1.95%
2015 $0.246 2.37% -11.83% -0.17%
2014 $0.279 2.75% 3.33% -1.54%
2013 $0.27 2.54% -18.67% -1.06%
2012 $0.332 3.10% -17.82% -2.81%
2011 $0.404 3.81% 2.54% -4.16%
2010 $0.394 3.72% -16.88% -3.66%
2009 $0.474 4.54% -5.95% -4.67%
2008 $0.504 4.88% -5.79% -4.75%
2007 $0.535 5.22% 2.49% -4.82%
2006 $0.522 5.08% 7.85% -4.40%
2005 $0.484 4.60% 2.98% -3.76%
2004 $0.47 4.47% 10.85% -3.42%
2003 $0.424 3.99% -25.61% -2.75%
2002 $0.57 5.51% -10.09% -3.98%
2001 $0.634 6.17% -1.71% -4.27%
2000 $0.645 6.55% -3.73% -4.16%
1999 $0.67 6.45% 7.72% -4.14%
1998 $0.622 6.00% -8.39% -3.69%
1997 $0.679 6.71% 0.59% -3.88%
1996 $0.675 6.52% -0.59% -3.72%
1995 $0.679 7.08% -3.55% -3.61%
1994 $0.704 6.74% -8.93% -3.61%
1993 $0.773 7.24% -4.45% -3.79%
1992 $0.809 7.47% -9.81% -3.81%
1991 $0.897 8.63% -3.24% -4.00%
1990 $0.927 9.02% -0.96% -3.98%
1989 $0.936 9.37% -2.30% -3.89%
1988 $0.958 9.36% -2.94% -3.85%
1987 $0.987 9.19% -5.55% -3.82%
1986 $1.045 9.62% -12.84% -3.87%
1985 $1.199 11.57% -2.60% -4.12%
1984 $1.231 12.01% -1.68% -4.08%
1983 $1.252 11.69% 10.60% -4.02%
1982 $1.132 11.00% - -3.69%

Dividend Growth Chart for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX)


FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) Historical Returns And Risk Info

From 08/03/1983 to 06/12/2024, the compound annualized total return (dividend reinvested) of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 5.32%. Its cumulative total return (dividend reinvested) is 731.575%.

From 08/03/1983 to 06/12/2024, the Maximum Drawdown of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 19.3%.

From 08/03/1983 to 06/12/2024, the Sharpe Ratio of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 0.68.

From 08/03/1983 to 06/12/2024, the Annualized Standard Deviation of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 4.5%.

From 08/03/1983 to 06/12/2024, the Beta of FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 0.63.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Since
08/03/1983
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 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982
Annualized Return(%) 0.5 -2.6 -0.1 -4.0 -1.3 0.3 1.4 2.4 5.3 3.1 -11.3 -1.5 4.2 5.8 0.6 1.9 1.2 1.1 4.9 -1.7 2.4 4.9 3.8 5.7 6.9 6.1 5.0 2.0 4.4 2.9 8.4 8.1 10.4 1.5 6.6 9.0 4.7 15.4 -1.6 5.9 5.7 13.9 10.4 12.5 7.6 4.6 8.9 17.2 14.4 7.9 15.9
Sharpe Ratio NA -1.32 -0.46 -0.83 -0.48 -0.16 NA NA 0.68 -0.12 -1.51 -0.88 1.42 2.12 -0.28 0.53 0.45 0.43 2.08 -0.5 1.29 1.61 1.27 1.64 0.92 0.82 0.52 -0.07 1.0 0.68 1.91 1.49 1.53 -0.43 1.09 1.62 0.27 2.98 -1.13 1.2 0.82 2.9 1.35 1.67 0.72 0.1 1.13 1.7 0.82 0.3 3.11
Draw Down(%) NA 5.1 8.7 18.8 19.3 19.3 NA NA 19.3 10.7 16.3 2.1 3.1 0.7 2.5 1.4 3.2 1.6 0.9 4.1 1.0 1.4 2.7 1.8 3.8 2.4 2.0 2.0 3.2 2.3 1.8 2.4 2.9 3.4 1.5 1.7 2.8 1.7 4.3 1.7 2.7 0.9 1.6 1.7 1.9 4.3 1.9 4.4 6.2 3.8 0.8
Standard Deviation(%) NA 7.3 8.5 7.7 6.2 4.7 NA NA 4.5 9.1 8.4 1.7 2.8 2.1 2.6 2.4 2.1 2.5 2.3 3.5 1.8 3.0 2.9 3.4 6.4 3.8 3.2 2.7 3.4 3.3 3.8 3.9 4.1 4.1 3.0 3.3 4.5 3.9 4.0 3.2 4.0 3.5 3.8 4.0 4.1 5.7 4.1 7.0 9.4 6.1 8.3
Treynor Ratio NA -0.07 -0.03 -0.06 -0.03 -0.01 NA NA 0.05 -0.01 -0.11 -0.04 0.11 0.1 -0.01 0.02 0.02 0.02 0.09 -0.02 0.08 0.1 0.09 0.15 0.1 0.05 0.02 0.0 0.06 0.04 0.15 0.11 0.08 -0.03 0.08 0.08 0.02 0.17 -0.1 0.13 0.05 0.17 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Alpha NA 0.0 0.0 0.0 0.0 0.0 NA NA 0.01 0.0 0.0 0.0 0.0 0.01 0.0 0.0 0.0 0.0 0.01 0.0 0.01 0.0 0.0 0.02 0.0 -0.01 0.01 0.0 0.01 0.01 0.0 0.01 -0.01 0.01 0.0 0.01 0.01 0.0 -0.01 0.01 0.0 0.04 NA NA NA NA NA NA NA NA NA
Beta NA 1.3 1.35 1.13 0.98 0.86 NA NA 0.63 1.18 1.14 0.4 0.36 0.43 0.8 0.73 0.45 0.5 0.57 0.78 0.31 0.48 0.43 0.38 0.58 0.64 0.85 0.66 0.62 0.5 0.49 0.52 0.8 0.66 0.42 0.69 0.67 0.67 0.44 0.3 0.69 0.6 NA NA NA NA NA NA NA NA NA
RSquare NA 0.93 0.9 0.84 0.74 0.7 NA NA 0.39 0.86 0.86 0.53 0.27 0.63 0.76 0.79 0.61 0.74 0.63 0.72 0.28 0.61 0.61 0.58 0.48 0.64 0.89 0.76 0.79 0.69 0.54 0.75 0.81 0.71 0.6 0.83 0.91 0.86 0.53 0.28 0.82 0.05 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Yield(%) N/A 1.3 3.0 1.9 1.7 2.0 2.5 3.1 N/A 2.7 1.5 0.8 1.4 2.3 2.4 2.4 2.1 2.4 2.7 2.5 3.1 3.8 3.7 4.5 4.9 5.2 5.1 4.6 4.5 4.0 5.5 6.2 6.6 6.4 6.0 6.7 6.5 7.1 6.7 7.2 7.5 8.6 9.0 9.4 9.4 9.2 9.6 11.6 12.0 11.7 11.0
Dividend Growth(%) N/A -50.5 34.9 8.8 -28.2 -52.0 -55.6 -59.4 N/A 59.4 76.4 -39.9 -36.6 -6.9 0.5 14.2 -13.8 -11.8 3.3 -18.7 -17.8 2.5 -16.9 -6.0 -5.8 2.5 7.9 3.0 10.8 -25.6 -10.1 -1.7 -3.7 7.7 -8.4 0.6 -0.6 -3.6 -8.9 -4.4 -9.8 -3.2 -1.0 -2.3 -2.9 -5.6 -12.8 -2.6 -1.7 10.6 N/A

Return Calculator for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX)

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FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) Historical Return Chart

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FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 08/03/1983 to 06/12/2024, the worst annualized return of 3-year rolling returns for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is -6.42%.
From 08/03/1983 to 06/12/2024, the worst annualized return of 5-year rolling returns for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is -1.58%.
From 08/03/1983 to 06/12/2024, the worst annualized return of 10-year rolling returns for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is -0.19%.
From 08/03/1983 to 06/12/2024, the worst annualized return of 20-year rolling returns for FEDERATED GOVERNMENT INCOME TRUST INSTITUTIONAL SHARES (FICMX) is 1.95%.

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