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ISIN
US31420C6701
CUSIP
31420C670
Issuer
Federated
Inception Date
Dec 2, 2010
Category
Bank Loan
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FFRSX Performance Chart

Federated Hermes Floating Rate Strat Inc Fund (FFRSX) is up 1.0% since the beginning of the year. FFRSX is currently trading at $8 per share. Investors who bought $1,000 worth of FFRSX shares 5 years ago would now be looking at an investment worth $1,178.


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S&P 500 Index

Returns By Period

Federated Hermes Floating Rate Strat Inc Fund (FFRSX) has returned 1.02% so far this year and 4.70% over the past 12 months.


Federated Hermes Floating Rate Strat Inc Fund

1D
0.00%
1M
0.22%
YTD
1.02%
6M
1.61%
1Y
4.70%
3Y*
6.46%
5Y*
3.33%
10Y*
3.37%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFRSX Monthly Returns History

Based on dividend-adjusted daily data since Dec 6, 2010, FFRSX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 77% of months were positive and 23% were negative. The best month was Apr 2020 with a return of +3.0%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FFRSX closed higher 23% of trading days. The best single day was Mar 26, 2020 with a return of +2.4%, while the worst single day was Mar 18, 2020 at -3.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.02%-0.58%0.26%0.91%0.45%0.00%1.02%
20250.70%0.19%-0.05%0.04%0.99%0.74%0.41%0.53%0.51%0.40%0.42%0.58%5.61%
20240.31%0.82%0.83%0.49%0.77%-0.23%0.52%0.51%0.48%0.59%0.94%0.47%6.71%
20232.05%0.71%-0.24%-0.23%-0.34%1.41%0.85%1.09%0.82%-0.46%0.93%1.20%8.04%
2022-0.07%-0.63%-0.19%-0.64%-2.46%-2.67%0.91%0.84%-2.59%0.57%0.72%0.30%-5.85%
20210.42%0.21%0.35%0.47%0.38%0.58%-0.15%0.40%0.29%0.01%-0.08%0.79%3.73%

Benchmark Metrics

Federated Hermes Floating Rate Strat Inc Fund has an annualized alpha of 4.55%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 07, 2010.

  • This fund captured 12.54% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.71%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.55%
Beta
0.01
0.00
Upside Capture
12.54%
Downside Capture
-4.71%

Expense Ratio

FFRSX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFRSX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FFRSX Risk / Return Rank: 8686
Overall Rank
FFRSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FFRSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FFRSX Omega Ratio Rank: 9797
Omega Ratio Rank
FFRSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FFRSX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Federated Hermes Floating Rate Strat Inc Fund (FFRSX) and compare them to S&P 500 Index.


FFRSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.96

Calmar ratioReturn relative to maximum drawdown

4.41

Martin ratioReturn relative to average drawdown

15.38

Dividends

Dividend History

Federated Hermes Floating Rate Strat Inc Fund provided a 5.80% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.49$0.55$0.60$0.60$0.36$0.28$0.32$0.45$0.42$0.37$0.38$0.36

Dividend yield

5.80%6.38%6.95%6.88%4.15%2.92%3.37%4.62%4.41%3.68%3.76%3.71%

Monthly Dividends

The table displays the monthly dividend distributions for Federated Hermes Floating Rate Strat Inc Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.03$0.03$0.04$0.04$0.00$0.17
2025$0.07$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.05$0.05$0.55
2024$0.06$0.05$0.05$0.05$0.06$0.00$0.06$0.05$0.05$0.05$0.05$0.07$0.60
2023$0.06$0.05$0.06$0.00$0.06$0.06$0.06$0.06$0.06$0.00$0.06$0.06$0.60
2022$0.03$0.03$0.03$0.03$0.03$0.00$0.00$0.04$0.00$0.05$0.05$0.06$0.36
2021$0.00$0.00$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Federated Hermes Floating Rate Strat Inc Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Federated Hermes Floating Rate Strat Inc Fund was 17.13%, occurring on Mar 23, 2020. Recovery took 197 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.13%Mar 2020
1mo 29d9mo 13d
11mo 12dJan 2020 - Dec 2020
Bear market2022
-7.54%Oct 2022
9mo 9d1y 1mo
1y 10moJan 2022 - Nov 2023
2011 pullback2011
-4.39%Aug 2011
25d4mo 6d
5mo 1dAug 2011 - Dec 2011
Rate-hike selloffLate 2018
-3.21%Dec 2018
2mo 24d1mo 27d
4mo 21dOct 2018 - Feb 2019
2016 pullback2016
-3.11%Feb 2016
6mo 25d1mo 24d
8mo 19dAug 2015 - Apr 2016

Drawdown Indicators


FFRSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.13%

-9.10%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-17.13%

Current Drawdown

Current decline from peak

0.00%

-2.97%

+2.97%

Average Drawdown

Average peak-to-trough decline

-0.91%

-1.13%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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