Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FII (Federated Hermes Inc) | NA | -35.62% | -6.06% | -7.15% | 0.80% | 1.53% | 5.64% | … | … |
Data as of 04/07/2020, Common starting date is 05/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FII (Federated Hermes Inc) | 05/14/1998 | 04/07/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.83 | -35.62 | -6.06 | -7.15 | 0.80 | 1.53 | 5.64 | … | … | -39.89 | 27.06 | -23.36 | 32.28 | 3.48 | -10.32 | 18.45 | 47.91 | 39.97 | -39.58 | -0.92 | 68.72 | -53.90 | 24.51 | -6.94 | 24.12 | 5.00 | 17.01 | -19.84 | 10.11 | 230.31 | 10.69 | -8.52 |
| Sharpe Ratio | NA | -0.62 | -0.18 | -0.23 | 0.01 | NA | NA | … | … | -0.79 | 1.14 | -0.81 | 1.66 | 0.12 | -0.45 | 0.80 | 2.03 | 1.26 | -1.14 | -0.04 | 1.42 | -0.77 | 0.67 | -0.54 | 1.31 | 0.21 | 0.57 | -0.60 | 0.26 | 4.36 | 0.18 | -0.27 |
| Standard Deviation(%) | NA | 58.20 | 39.68 | 34.45 | 31.40 | NA | NA | … | … | 108.41 | 22.53 | 30.62 | 19.11 | 27.59 | 23.21 | 23.12 | 23.63 | 32.00 | 34.64 | 24.85 | 48.47 | 70.87 | 32.34 | 18.98 | 16.75 | 19.59 | 28.60 | 34.64 | 31.04 | 51.86 | 42.10 | 60.66 |
| Draw Down(%) | NA | 65.10 | 65.10 | 65.10 | 65.10 | NA | NA | … | … | 65.10 | 13.55 | 37.43 | 11.60 | 23.63 | 18.66 | 13.25 | 14.41 | 19.77 | 46.78 | 25.76 | 25.70 | 59.32 | 21.44 | 24.16 | 10.71 | 19.41 | 14.35 | 32.68 | 21.20 | 17.68 | 20.45 | 44.16 |
| Yield(%) | 0.00 | 2.60 | 3.68 | 3.02 | 3.77 | 3.95 | 4.85 | … | … | 0.00 | 4.12 | 2.98 | 3.48 | 4.42 | 3.03 | 3.54 | 4.64 | 6.06 | 3.68 | 3.43 | 5.50 | 9.08 | 2.37 | 1.86 | 1.93 | 1.44 | 1.14 | 0.71 | 0.62 | 1.72 | 0.00 | 0.00 |
Data as of 04/07/2020, Common starting date is 05/14/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FII (Federated Hermes Inc) |
-18.86%
Dec 2005 – Dec 2008 |
-10.33%
Dec 2006 – Dec 2011 |
-4.08%
Dec 2001 – Dec 2011 |
1.37%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FII (Federated Hermes Inc) |
71.01%
Aug 1998 – Aug 2001 |
39.32%
Aug 1998 – Aug 2003 |
20.74%
Aug 1998 – Aug 2008 |
14.03%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart