Ratings & Risk for Federated Capital Income A (CAPAX)

Morningstar Category: Conservative Allocation
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Average Above Average
    		136
    5-Year Above Average Above Average
    		106
    10-Year Low High
    		59
    Overall Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 12.34 0.15 -0.05
    5-Year 9.98 0.45 0.25
    10-Year 11.63 0.00 -0.25
    15-Year 11.35 0.40 0.10
    20-Year 10.73 0.51 0.20
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 90.26 0.70 10.20
    3-Year 89.52 0.89 0.30
    5-Year 88.08 0.87 0.58
    10-Year 67.96 0.97 -5.07

    Morningstar Moderate Target Risk

    Trailing data as of 10/31/2009