Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FGMAX (Federated GNMA Instl) | NA | -57.27% | -24.61% | -13.77% | -4.82% | -1.24% | NA | … | … |
Data as of 01/23/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FGMAX (Federated GNMA Instl) | 06/21/1996 | 01/23/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -58.85 | -57.27 | -24.61 | -13.77 | -4.82 | -1.24 | NA | … | … | 4.80 | -2.59 | 1.72 | 6.33 | 5.61 | 5.30 | 6.96 | 6.14 | 3.89 | 2.61 | 3.35 | 2.09 | 6.95 | 7.30 | 10.80 | 0.78 | 6.71 | 8.86 | 6.73 |
| Sharpe Ratio | NA | 1.83 | 0.47 | 0.99 | 0.87 | NA | NA | … | … | 2.12 | -0.67 | 0.76 | 1.98 | 1.80 | 1.51 | 1.00 | 0.87 | 0.19 | 0.17 | 0.75 | 0.47 | 1.58 | 1.33 | 1.58 | -0.59 | 1.18 | -8.65 | 2.25 |
| Standard Deviation(%) | NA | 2.14 | 2.90 | 2.99 | 3.51 | NA | NA | … | … | 2.26 | 3.89 | 2.21 | 3.17 | 3.06 | 3.44 | 6.04 | 3.60 | 3.21 | 2.60 | 3.20 | 2.96 | 3.70 | 3.81 | 4.27 | 4.13 | 2.87 | 5.34 | 4.28 |
| Draw Down(%) | NA | 0.72 | 5.53 | 5.53 | 5.53 | NA | NA | … | … | 0.72 | 5.13 | 1.30 | 1.45 | 2.81 | 1.86 | 3.13 | 2.36 | 2.59 | 1.85 | 2.98 | 2.44 | 1.84 | 2.64 | 2.85 | 3.97 | 1.31 | 3.18 | 1.61 |
| Yield(%) | 0.00 | 2.80 | 2.57 | 3.17 | 4.00 | 4.60 | 4.58 | … | … | 2.83 | 2.23 | 2.82 | 3.73 | 4.19 | 4.67 | 4.99 | 5.19 | 5.11 | 4.70 | 4.16 | 4.46 | 4.17 | 6.12 | 6.71 | 6.03 | 6.15 | 6.69 | 4.04 |
Data as of 01/23/2015, 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 |
|---|---|---|---|---|
| FGMAX (Federated GNMA Instl) |
1.19%
Aug 2011 – Aug 2014 |
2.80%
Nov 2009 – Nov 2014 |
3.90%
Dec 2003 – Dec 2013 |
4.43%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FGMAX (Federated GNMA Instl) |
8.77%
Jan 2000 – Jan 2003 |
7.59%
Aug 1996 – Aug 2001 |
5.74%
Jan 2000 – Jan 2010 |
5.81%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart