Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCPX (Federated Mini-Cap Index Instl) | NA | 8.60% | -7.73% | 1.53% | 3.87% | NA | NA | … | … |
Data as of 10/14/2009, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCPX (Federated Mini-Cap Index Instl) | 06/21/1996 | 10/14/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.60 | -7.73 | 1.53 | 3.87 | NA | NA | … | … | 19.72 | -34.02 | -2.63 | 17.12 | 3.74 | 17.61 | 45.79 | -21.12 | 1.41 | -5.14 | 18.85 | -4.34 | 20.49 | 5.57 |
| Sharpe Ratio | NA | 0.17 | -0.25 | -0.01 | 0.07 | NA | NA | … | … | 0.67 | -0.74 | -0.28 | 0.80 | 0.10 | 0.92 | 2.40 | -0.89 | -0.04 | -0.31 | 1.08 | -0.37 | -2.60 | 0.61 |
| Standard Deviation(%) | NA | 49.39 | 36.36 | 30.45 | 27.42 | NA | NA | … | … | 37.98 | 47.01 | 20.46 | 17.38 | 16.17 | 18.08 | 18.81 | 25.02 | 22.83 | 29.96 | 14.45 | 20.56 | 13.32 | 12.03 |
| Draw Down(%) | NA | 37.60 | 59.44 | 59.44 | 59.44 | NA | NA | … | … | 33.22 | 49.55 | 14.33 | 13.89 | 11.74 | 14.59 | 13.00 | 37.34 | 27.50 | 27.15 | 12.26 | 37.09 | 9.78 | 11.26 |
| Yield(%) | 0.00 | 7.77 | 7.88 | 7.21 | 6.41 | 5.72 | 4.29 | … | … | 0.06 | 5.71 | 8.20 | 13.17 | 4.19 | 0.14 | 0.35 | 0.30 | 0.60 | 14.14 | 11.80 | 6.25 | 11.54 | 9.15 |
Data as of 10/14/2009, 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 |
|---|---|---|---|---|
| FMCPX (Federated Mini-Cap Index Instl) |
-18.50%
Feb 2006 – Feb 2009 |
-7.39%
Feb 2004 – Feb 2009 |
0.16%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCPX (Federated Mini-Cap Index Instl) |
28.48%
Mar 2003 – Mar 2006 |
17.78%
Sep 2002 – Sep 2007 |
9.03%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart