Federated Hermes Market Risk Adjusted Performance
| FRIEX Fund | | | USD 21.32 -0.43 -1.98% |
This dataset for Federated Hermes Emerging reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Use
Investing Opportunities to better understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. Allocation decisions are shaped by the composition and weighting of holdings. All figures are based on reported data and are informational in nature. A position in Federated Hermes Emerging is indicated here. It is reflected in the overall portfolio structure. 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 unemployment.
Federated Hermes Emerging has current Market Risk Adjusted Performance of 0.1377.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1377 | |
| 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 Emerging is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
54.75 of Maximum Drawdown per Market Risk Adjusted Performance. At
54.75 , Federated Hermes Emerging's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators