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Funds (13F)

Federated Hermes, Inc.

Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.9%
S&P 500 +13.9%
Last 12 months
+11.4%
S&P 500 +12.1%
Sharpe ratio
0.66
S&P 500 0.77
Biggest drop
−32.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$44.1k
Federated Hermes, Inc.S&P 500 $10,000 in Federated Hermes, Inc. from 9 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Federated Hermes, Inc.'s quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Federated Hermes, Inc.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+13.9%
Total return+341%+459%
Last 12 months+11.4%+12.1%
Last 3 months+0.6%—
Last month−0.1%—
This year so far+9.8%—
Volatility a year15.9%16.0%
Sharpe ratio0.660.77
Biggest drop−32.8%−31.8%
Beta to the S&P 5000.951.00
Alpha a year (t-statistic)−1.1% (−0.81)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA2.8%——
AAPL2.6%——
GOOGL2.0%——
ABBV1.6%——
MSFT1.4%——
GEV1.3%——
VIK1.3%——
AMZN1.2%——
MU1.2%——
GE1.1%——
USB1.1%——
AVGO1.1%——
FIX1.0%——
PWR0.9%——
BNY0.9%——
VZ0.9%——
PAYX0.8%——
PNC0.8%——
PLD0.8%——
PM0.8%——
PFE0.7%——
AMGN0.7%——
AMCR0.7%——
FISV0.7%——
DUK0.7%——
WEC0.7%——
FE0.7%——
AMP0.7%——
KIM0.7%——
PEP0.7%——
ALAB0.7%——
AMD0.7%——
VRT0.6%——
AMT0.6%——
COST0.6%——
CRWD0.6%——
TSLA0.6%——
META0.6%——
LULU0.6%——
MDT0.6%——
CVX0.6%——
TRV0.6%——
MRK0.5%——
VEEV0.5%——
PPL0.5%——
RF0.5%——
LITE0.5%——
EVRG0.5%——
HWM0.5%——
ADP0.5%——
LRCX0.5%——
DDOG0.5%——
NTRA0.5%——
INTU0.5%——
LLY0.5%——
CME0.5%——
GH0.4%——
KMB0.4%——
NFLX0.4%——
TSM0.4%——
TER0.4%——
ENB0.4%——
IT0.4%——
MO0.4%——
ANET0.4%——
MDLZ0.4%——
ACN0.4%——
KLAC0.4%——
JPM0.4%——
DRI0.3%——
FIVE0.3%——
AMAT0.3%——
TXN0.3%——
FTNT0.3%——
STT0.3%——
ADBE0.3%——
ALNY0.3%——
HEI0.3%——
MPWR0.3%——
TFC0.3%——
RYTM0.3%——
XEL0.3%——
TTD0.3%——
TRGP0.3%——
TRP0.3%——
TYL0.3%——
AAP0.3%——
BTI0.3%——
JNJ0.3%——
COHR0.3%——
SO0.3%——
TT0.3%——
EME0.3%——
EXPE0.3%——
SNOW0.3%——
WMT0.3%——
CAH0.3%——
LYV0.3%——
VST0.3%——
HSY0.3%——
RKLB0.3%——
DECK0.3%——
AHR0.3%——
AU0.2%——
REGN0.2%——
DOX0.2%——
DUOL0.2%——
WDC0.2%——
DOCU0.2%——
CART0.2%——
CHWY0.2%——
NNN0.2%——
LUV0.2%——
NEM0.2%——
TJX0.2%——
VLTO0.2%——
UNH0.2%——
ALSN0.2%——
COR0.2%——
ROK0.2%——
CRDO0.2%——
LOAR0.2%——
RTX0.2%——
INTC0.2%——
NVT0.2%——
HLT0.2%——
UBER0.2%——
MRNA0.2%——
CSGP0.2%——
JBL0.2%——
BIDU0.2%——
BWXT0.2%——
CHTR0.2%——
GDDY0.2%——
NTRS0.2%——
SPOT0.2%——
MPC0.2%——
NTAP0.2%——
CE0.2%——
SCHW0.2%——
CSCO0.2%——
EOG0.2%——
SPCX0.2%——
PRU0.2%——
ULS0.2%——
BBY0.2%——
GILD0.2%——
ISRG0.2%——
ULTA0.2%——
POWL0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Aug 2013 to 2 Nov 2026+11.9%+13.9%0.660.77−32.8%0.95−1.1% (−0.81)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.0%+13.9%0.510.66−32.8%0.95−2.0% (−1.04)
Last three years3 Nov 2023 to 2 Nov 2026+18.3%+21.8%0.981.16−16.8%0.88−1.0% (−0.31)
Last year7 Nov 2025 to 2 Nov 2026+13.2%+14.2%0.830.84−7.8%0.78+1.3% (0.22)
DateCompanyAction
14 Aug 2026ZIPBought
14 Aug 2026YORWBought
14 Aug 2026XEBought
14 Aug 2026WTIBought
14 Aug 2026WSBFBought
14 Aug 2026WERNBought
14 Aug 2026VRRMBought
14 Aug 2026VLGEABought
14 Aug 2026VGNTBought
14 Aug 2026VECOBought
14 Aug 2026UTLBought
14 Aug 2026USARBought
14 Aug 2026URGNBought
14 Aug 2026UPWKBought
14 Aug 2026UPLDBought
14 Aug 2026UIBought
14 Aug 2026TWSTBought
14 Aug 2026TRDABought
14 Aug 2026TRAXBought
14 Aug 2026TGBought
14 Aug 2026TEBought
14 Aug 2026SYREBought
14 Aug 2026SUJABought
14 Aug 2026STLNBought
14 Aug 2026SPCXBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZUMZSold
14 Aug 2026ZSSold
14 Aug 2026XPERSold
14 Aug 2026XNCRSold
14 Aug 2026WYYSold
14 Aug 2026WLDNSold
14 Aug 2026VTSISold
14 Aug 2026VSECSold
14 Aug 2026VRASold
14 Aug 2026VOXRSold
14 Aug 2026VIRSold
14 Aug 2026UPBDSold
14 Aug 2026UPBSold
14 Aug 2026TZOOSold
14 Aug 2026TUSold
14 Aug 2026TTANSold
14 Aug 2026TPBSold
14 Aug 2026TMDXSold
14 Aug 2026TDYSold
14 Aug 2026STRRSold
14 Aug 2026STEMSold
14 Aug 2026SSTISold
14 Aug 2026SRZNSold
14 Aug 2026SRADSold
14 Aug 2026SPWRSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest