Federated Hermes Multi-Strategy Credit Fund Class L2 GBP Distributing Hedged

Morningstar Rating™(Relative to Category)30/09/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageHigh2 star
5-Year--Not Rated
10-Year--Not Rated
OverallAverageHigh2 star
 
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1 Year Daily Volatility Chart (annualised)
  • Federated Hermes Multi-Strategy Credit Fund Class L2 GBP Distributing Hedged
  • BBgBarc Global Aggregate TR Hdg GBP
%
Volatility Measurements30/09/2020
 
3-Yr Std Dev9.69 %
3-Yr Mean Return2.52 %
 
3-Yr Sharpe Ratio0.20
 
Modern Portfolio Statistics30/09/202030/09/2020
 Standard IndexBest Fit Index
 BBgBarc Global Aggregate TR Hdg GBP  ICE BofA Sterling HY TR USD
3-Yr Beta1.481.04
3-Yr Alpha-2.68-1.44
 
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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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