Federated Hermes Market Risk Adjusted Performance
| FIPRX Fund | | | USD 9.89 -0.02 -0.20% |
The Market Risk Adjusted Performance indicator for Federated Hermes is constructed from normalized market data. Values reflect historical observations within the available dataset. Use
Investing Opportunities to explore diversified allocation structure. Understanding allocation structure supports portfolio context. This captures an allocation to Federated Hermes Inflation. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. 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 Hermes Inflation has current Market Risk Adjusted Performance of 0.4672.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4672 | |
| ER[a] | = | Expected return on investing in Federated Hermes |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Federated Hermes Inflation is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1.53 of Maximum Drawdown per Market Risk Adjusted Performance. At
1.53 , Federated Hermes Inflation's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators