FEDERATED GOVERNMENT Market Risk Adjusted Performance
| FITSX Fund | | | USD 9.12 -0.01 -0.11% |
The Market Risk Adjusted Performance lookup presents technical context for Federated Government Income and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Federated Government Income within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Federated Government Income has current Market Risk Adjusted Performance of 0.1751.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1751 | |
| ER[a] | = | Expected return on investing in FEDERATED GOVERNMENT |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
FEDERATED GOVERNMENT Market Risk Adjusted Performance Peers Comparison
FEDERATED Market Risk Adjusted Performance Relative To Other Indicators
Federated Government Income is rated
fifth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
6.18 of Maximum Drawdown per Market Risk Adjusted Performance. At
6.18 , Federated Government Income's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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