Performance
Trailing returns
| 1 day |
| -0.10% | |||
| 1 week | +2.25% |
| |||
| 4 week |
| -3.12% | |||
| 3 month | +2.20% |
| |||
| YTD | +3.47% |
| |||
| 1 year | +11.40% |
| |||
| 3 years* | +10.07% |
| |||
| 5 years* | +9.01% |
| |||
| *annualized | |||||
| Best 3 month return | +21.14% | |
| Worst 3 month return | -9.09% |
Morningstar statistics
Morningstar category: Long Government
| Return | Risk | Rating | |
| 3 years | Low | Below Average |
 
|
| 5 years | Low | Below Average |
|
| 10 years | Low | Average |
|
| Overall | Low | Average |
|
Key statistics
| Total assets | 39.02M | |
| Front load | - | |
| Deferred load | - | |
| Expense ratio | 1.31% | |
| Management fee | - | |
| Fund family | Federated |
Asset allocation
| Cash | 13.14% | |
| Stocks | 0.00% | |
| Bonds | 86.86% | |
| Other | 0.00% |
Purchase information
| Initial | US$1,000,000 | |
| Additional | US$0 | |
| AIP Initial | US$50 |
10.14-0.01(-0.10%)
Aug 24, 4:00PM EDT
Overall Morningstar RatingTM
Description
The investment seeks total return. The fund primarily invests in a portfolio of U.S. government securities, including treasury securities, U.S. government agency securities and related derivative contracts. It evaluates investment strategy by comparing the performance and composition of the fund's portfolio to the performance and composition of an index composed of U.S. Treasury securities with maturities of 10 years or greater.
Fund filings (PDF) »
Fund filings (PDF) »
Asset manager:
Donald Ellenberger (Started: Jun 30, 2005)
Donald Ellenberger (Started: Jun 30, 2005)
not available
Risk
| 1 year | 3 years | 5 years | 10 years | ||
| Alpha* | -7.36 | -10.58 | -7.91 | -3.73 | |
| Beta* | 3.92 | 3.28 | 2.86 | 2.54 | |
| Mean annual return | 1.68 | 0.92 | 0.84 | 0.64 | |
| R-squared* | 44.50 | 57.22 | 62.13 | 71.57 | |
| Standard deviation | 13.42 | 11.76 | 12.98 | 11.10 | |
| Sharpe ratio | 1.49 | 0.94 | 0.72 | 0.53 | |
| * Against standard index | |||||
Top 10 holdings
| Security | Net Assets | |
| US Treasury Bond 4.25% | 14.53% | |
| US Treasury Bond 4.375% | 11.51% | |
| US Treasury Bond 3.125% | 10.62% | |
| US Treasury Bond 3% | 10.33% | |
| U.S. Treasury Inflation Protected Note, Series D-2021, .625%, 7/15/2021 | 7.01% | |
| US Treasury Bond 4.375% | 6.59% | |
| United States Treasury Bond, 3.875%, 8/15/2040 | 6.08% | |
| US Treasury Bond 6.125% | 5.59% | |
| US Treasury Bond 6.625% | 5.40% | |
| US Treasury Bond 4.75% | 3.49% |