Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FHI (Federated Hermes, Inc.) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 11/03/2011, Common starting date is 07/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FHI (Federated Hermes, Inc.) | 07/27/2005 | 09/30/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | 10.99 | 21.21 | -31.58 | -47.22 | -36.13 | 26.66 | -5.14 |
| Sharpe Ratio | NA | 0.47 | -0.10 | -0.49 | NA | NA | NA | … | … | 0.78 | 1.22 | -0.63 | -0.75 | -1.53 | 1.85 | -0.97 |
| Standard Deviation(%) | NA | 19.04 | 43.50 | 43.28 | NA | NA | NA | … | … | 19.18 | 17.37 | 50.63 | 64.22 | 25.74 | 12.67 | 14.43 |
| Draw Down(%) | NA | 13.50 | 52.36 | 81.32 | NA | NA | NA | … | … | 13.50 | 12.05 | 51.16 | 67.88 | 40.66 | 5.05 | 11.57 |
| Yield(%) | 0.00 | 9.42 | 10.26 | 5.51 | 3.79 | 2.53 | 1.90 | … | … | 7.65 | 10.42 | 15.78 | 14.78 | 9.87 | NA | 2.34 |
Data as of 11/03/2011, Common starting date is 07/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHI (Federated Hermes, Inc.) |
-40.89%
Oct 2006 – Oct 2009 |
-19.80%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FHI (Federated Hermes, Inc.) |
-13.13%
Aug 2005 – Aug 2008 |
-17.12%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart