Federated Hermes Multi-Strategy Credit Fund Class F2 EUR Distributing Hedged

Morningstar Rating™(Relative to Category)31/10/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAbove AverageHigh3 star
5-Year--Not Rated
10-Year--Not Rated
OverallAbove AverageHigh3 star
 
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1 Year Daily Volatility Chart (annualised)
  • Federated Hermes Multi-Strategy Credit Fund Class F2 EUR Distributing Hedged
  • BBgBarc Global Aggregate TR Hdg EUR
%
Volatility Measurements31/10/2020
 
3-Yr Std Dev9.01 %
3-Yr Mean Return2.59 %
 
3-Yr Sharpe Ratio0.22
 
Modern Portfolio Statistics31/10/202031/10/2020
 Standard IndexBest Fit Index
 BBgBarc Global Aggregate TR Hdg EUR  ICE BofA Euran Ccy HY Constnd TR HEUR
3-Yr Beta1.421.00
3-Yr Alpha-1.99-0.28
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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