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Federated Hermes MDT All Cap Core R6 (QKACX)

50.53 +0.39 (+0.78%)
At close: December 11 at 6:46:47 PM EST

Fund Summary

The fund invests primarily in the common stock of U.S. companies. Its investment adviser's investment strategy utilizes a whole market, all-cap/all-style approach by selecting most of its investments from companies listed in the Russell 3000® Index. The fund's investments may include, but are not limited to, equity securities of domestic issuers.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 39.49%
Worst 1Y Total Return --
Number of Years Up 12
Number of Years Down 5

Performance & Risk

YTD Return 35.51%
5y Average Return 18.71%
Rank in Category (ytd) 3
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
QKACXCategory AverageQKACXCategory AverageQKACXCategory Average
Alpha 3.1 -0.01 2.06 -0.01 0.17 -0.01
BETA 1.02 0.01 1.06 0.01 1.05 0.01
Mean Annual Return 1.3 0.01 1.6 0.01 1.21 0.01
R-squared 94.53 0.94 95.64 0.95 94.56 0.95
Standard Deviation 18.28 0.17 19.59 0.19 16.55 0.15
Sharpe Ratio 0.64 0 0.85 0.01 0.77 0.01
Treynor Ratio 10.59 0.03 15.31 0.1 11.59 0.1

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