Federated Hermes Treasury Obl Automated (TOAXX)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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TOAXX Max Drawdown (5Y): 0.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Federated Hermes US Treas Cash Res Prem 0.10%
Dreyfus Instl Pref Trs Secs MMkt Hmltn 0.09%
Wilmington US Treasury Money Mkt Sel 0.06%
Federated Hermes Govt Obl Tx-Mgd Svc 0.09%
AB Government Money Market A 0.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.3036
Beta (5Y) 0.9190
Alpha (vs YCharts Benchmark) (5Y) -0.3036
Beta (vs YCharts Benchmark) (5Y) 0.919
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 0.63%
Historical Sharpe Ratio (5Y) -0.4435
Historical Sortino (5Y) -230.27
Monthly Value at Risk (VaR) 5% (5Y Lookback) -0.00%