Federated Hermes Inc (FHI)
41.75
+0.04
(+0.10%)
USD |
NYSE |
Nov 22, 09:33
Federated Hermes Max Drawdown (5Y): 64.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.89% |
| September 30, 2024 | 64.89% |
| August 31, 2024 | 64.89% |
| July 31, 2024 | 64.89% |
| June 30, 2024 | 64.89% |
| May 31, 2024 | 64.89% |
| April 30, 2024 | 64.89% |
| March 31, 2024 | 64.89% |
| February 29, 2024 | 64.89% |
| January 31, 2024 | 64.89% |
| December 31, 2023 | 64.89% |
| November 30, 2023 | 64.89% |
| October 31, 2023 | 64.89% |
| September 30, 2023 | 64.89% |
| August 31, 2023 | 64.89% |
| July 31, 2023 | 64.89% |
| June 30, 2023 | 64.89% |
| May 31, 2023 | 64.89% |
| April 30, 2023 | 64.89% |
| March 31, 2023 | 64.89% |
| February 28, 2023 | 64.89% |
| January 31, 2023 | 64.89% |
| December 31, 2022 | 64.89% |
| November 30, 2022 | 64.89% |
| October 31, 2022 | 64.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.89% |
| August 31, 2022 | 64.89% |
| July 31, 2022 | 64.89% |
| June 30, 2022 | 64.89% |
| May 31, 2022 | 64.89% |
| April 30, 2022 | 64.89% |
| March 31, 2022 | 64.89% |
| February 28, 2022 | 64.89% |
| January 31, 2022 | 64.89% |
| December 31, 2021 | 64.89% |
| November 30, 2021 | 64.89% |
| October 31, 2021 | 64.89% |
| September 30, 2021 | 64.89% |
| August 31, 2021 | 64.89% |
| July 31, 2021 | 64.89% |
| June 30, 2021 | 64.89% |
| May 31, 2021 | 64.89% |
| April 30, 2021 | 64.89% |
| March 31, 2021 | 64.89% |
| February 28, 2021 | 64.89% |
| January 31, 2021 | 64.89% |
| December 31, 2020 | 64.89% |
| November 30, 2020 | 64.89% |
| October 31, 2020 | 64.89% |
| September 30, 2020 | 64.89% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
37.47%
Minimum
Nov 2019
64.89%
Maximum
Mar 2020
63.07%
Average
64.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Raymond James Financial Inc | 45.59% |
| Federated Hermes Premier Municipal Income Fund | 40.60% |
| SEI Investments Co | 51.80% |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.371 |
| Beta (5Y) | 1.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
| Historical Sharpe Ratio (5Y) | 0.2138 |
| Historical Sortino (5Y) | 0.2338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.49% |