Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/10/2012.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEDBX (Federated US Government Bond Svc) | NA | 4.43% | 8.84% | 7.85% | 6.24% | 5.92% | NA | 5.72% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDBX (Federated US Government Bond Svc) | 06/03/1996 | 09/10/2012 |
The return data shown below all have the same latest date: 09/10/2012.
AR inception is since 06/03/1996.
AR inception is since 06/03/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.43 | 8.84 | 7.85 | 6.24 | 5.92 | NA | 5.72 | 1.53 | 16.38 | 11.51 | -11.14 | 20.51 | 8.56 | 1.95 | 5.84 | 6.51 | 1.74 | 14.03 | 3.30 | 19.96 | -11.68 | 3.81 | 2.44 | 2.50 |
| Sharpe Ratio | NA | 0.35 | 0.67 | 0.54 | 0.45 | NA | NA | 0.11 | 0.25 | 1.04 | 0.86 | -0.73 | 1.38 | 0.66 | -0.21 | 0.51 | 0.66 | 0.10 | 1.36 | 0.10 | 2.00 | -1.81 | 0.07 | -8.00 | 0.11 |
| Standard Deviation(%) | NA | 12.24 | 13.02 | 13.76 | 11.36 | NA | NA | 10.24 | 8.85 | 15.72 | 13.25 | 15.46 | 14.17 | 8.42 | 6.35 | 7.24 | 8.36 | 10.70 | 9.51 | 10.11 | 7.96 | 8.25 | 6.77 | 6.57 | 7.55 |
| Draw Down(%) | NA | 8.96 | 14.32 | 18.76 | 18.76 | NA | NA | 18.76 | 5.80 | 8.96 | 10.74 | 17.12 | 8.88 | 6.48 | 6.71 | 5.64 | 9.46 | 13.42 | 5.56 | 9.96 | 5.72 | 12.33 | 6.83 | 5.03 | 3.88 |
| Yield(%) | 0.00 | 4.52 | 11.09 | 9.14 | 6.94 | 6.13 | 4.73 | 5.91 | 1.03 | 5.67 | 23.58 | 7.50 | 7.25 | 5.85 | 5.46 | 6.70 | 3.91 | 4.54 | 3.81 | 4.30 | 6.10 | 1.55 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDBX (Federated US Government Bond Svc) |
-2.69%
Nov 1996 - Nov 1999 |
2.71%
Nov 1996 - Nov 2001 |
4.14%
Jul 1996 - Jul 2006 |
4.99%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDBX (Federated US Government Bond Svc) |
12.63%
May 2000 - May 2003 |
9.62%
Jul 2007 - Jul 2012 |
7.53%
Aug 2000 - Aug 2010 |
6.24%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison Chart