Federated Hermes Risk Adjusted Performance
FHERX Fund | USD 14.60 0.05 0.34% |
Federated |
| = | 0.0144 |
ER[a] | = | Expected return on investing in Federated Hermes |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Federated Hermes Risk Adjusted Performance Peers Comparison
Federated Risk Adjusted Performance Relative To Other Indicators
Federated Hermes Sdg is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 247.48 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Federated Hermes Sdg is roughly 247.48
Risk Adjusted Performance |
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Thematic Opportunities
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Federated Hermes Technical Signals
All Federated Hermes Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.0144 | |||
Market Risk Adjusted Performance | 0.1036 | |||
Mean Deviation | 0.6413 | |||
Semi Deviation | 0.7722 | |||
Downside Deviation | 0.8202 | |||
Coefficient Of Variation | 5563.15 | |||
Standard Deviation | 0.8189 | |||
Variance | 0.6705 | |||
Information Ratio | (0.14) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | (0.14) | |||
Treynor Ratio | 0.0936 | |||
Maximum Drawdown | 3.56 | |||
Value At Risk | (1.07) | |||
Potential Upside | 1.52 | |||
Downside Variance | 0.6727 | |||
Semi Variance | 0.5964 | |||
Expected Short fall | (0.68) | |||
Skewness | 0.1454 | |||
Kurtosis | 0.5506 |