Manulife All Competition

0P0000U5JR

54.63 0.81 1.51%

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Manulife All Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Manulife All and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Manulife and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Manulife All Cap does not affect the price movement of the other competitor.

	0P0000U5JR	0P0000MOTX	0P000075MK	0P0000VUYE	FTHI	0P00007694	BLB-UN	0P0001N8MZ	0P000075GQ
0P0000U5JR		0.48	0.71	0.77	-0.03	0.7	0.62	-0.23	0.62	0P0000U5JR
0P0000MOTX	0.48		0.35	0.27	0.58	0.53	0.25	0.68	0.28	0P0000MOTX
0P000075MK	0.71	0.35		0.95	-0.33	0.92	0.25	-0.15	0.89	0P000075MK
0P0000VUYE	0.77	0.27	0.95		-0.38	0.9	0.33	-0.29	0.9	0P0000VUYE
FTHI	-0.03	0.58	-0.33	-0.38		-0.11	0.18	0.68	-0.34	FTHI
0P00007694	0.7	0.53	0.92	0.9	-0.11		0.21	0.12	0.87	0P00007694
BLB-UN	0.62	0.25	0.25	0.33	0.18	0.21		-0.28	0.26	BLB-UN
0P0001N8MZ	-0.23	0.68	-0.15	-0.29	0.68	0.12	-0.28		-0.13	0P0001N8MZ
0P000075GQ	0.62	0.28	0.89	0.9	-0.34	0.87	0.26	-0.13		0P000075GQ
	0P0000U5JR	0P0000MOTX	0P000075MK	0P0000VUYE	FTHI	0P00007694	BLB-UN	0P0001N8MZ	0P000075GQ

Click cells to compare fundamentals

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Backtest Portfolio

High positive correlations

0P0000VUYE	+ 0.95	0P000075MK
0P00007694	+ 0.92	0P000075MK
0P00007694	+ 0.9	0P0000VUYE
0P000075GQ	+ 0.9	0P0000VUYE
0P000075GQ	+ 0.89	0P000075MK
0P000075GQ	+ 0.87	0P00007694

High negative correlations

FTHI	- 0.38	0P0000VUYE
0P000075GQ	- 0.34	FTHI
FTHI	- 0.33	0P000075MK
0P0001N8MZ	- 0.29	0P0000VUYE
0P0001N8MZ	- 0.28	BLB-UN
0P0001N8MZ	- 0.23	0P0000U5JR

Risk-Adjusted Indicators

There is a big difference between Manulife Fund performing well and Manulife All Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Manulife All's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
0P0000U5JR	0.71	(0.09)	0.00	2.17	0.00	0.00	1.35	(1.76)	4.28
0P0000MOTX	0.42	0.00	0.09	(0.02)	0.65	(0.40)	0.82	(1.12)	3.36
0P000075MK	0.59	(0.12)	0.00	7.56	0.00	0.00	0.90	(1.26)	8.87
0P0000VUYE	0.61	(0.20)	0.00	0.77	0.00	0.00	0.88	(1.07)	10.87
FTHI	0.50	0.04	0.12	0.10	0.59	(0.61)	1.32	(1.21)	3.79
0P00007694	0.60	(0.05)	0.00	0.32	0.00	0.00	1.00	(1.18)	6.86
BLB-UN	0.39	(0.05)	0.00	(0.37)	0.00	0.00	1.29	(1.86)	4.46
0P0001N8MZ	0.51	0.10	0.21	(3.51)	0.57	(0.54)	1.21	(1.04)	3.25
0P000075GQ	0.06	(0.03)	0.00	0.42	0.00	0.00	0.11	0.00	2.15

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All Fundamental Data

Manulife All Competitive Analysis

The better you understand Manulife All competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Manulife All's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Manulife All's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	0P0000U5JR	0P0000MOTX	0P000075MK	0P0000VUYE	FTHI	0P00007694	BLB-UN	0P0001N8MZ	0P000075GQ
	1.51 54.63 Manulife	0.25 43.86 Manulife	0.53 11.20 Manulife	0.88 14.93 Manulife	0.09 10.87 Fidelity	0.86 27.09 Fidelity	0.13 7.60 Bloom	0.77 14.32 Mackenzie	0.11 9.17 0P000075GQ
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	Very Weak	Insignificant	Very Weak	Very Weak	OK	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Unknown	Low	Unknown	Low	Unknown	About Average	About Average	Unknown	Unknown
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Under Valued	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Over Valued	Over Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Sell	Hold	Strong Buy	Strong Sell	Hold	Strong Sell	Cautious Hold	Strong Sell	Strong Sell
Cash Position Weight		4.16		6.68		N/A	N/A
Equity Positions Weight		95.41		79.53		N/A	N/A
Three Year Return		8.37		N/A		N/A	N/A
Net Asset		2.68 B		3.82 B		N/A	N/A
Minimum Initial Investment		500		500		N/A	N/A
Five Year Return		8.83		N/A		N/A	N/A
One Year Return		10.19		N/A		N/A	N/A
Bond Positions Weight		0.43		8.54		N/A	N/A
Ten Year Return		12.94		N/A		N/A	N/A
Day Typical Price	54.63	43.86	11.2	14.93	10.88	27.09	7.6	14.32	9.17
Accumulation Distribution	N/A	N/A	N/A	N/A	10.96	N/A	0.0013	N/A	N/A
Market Facilitation Index	N/A	N/A	N/A	N/A	0.0	N/A	0.01	N/A	N/A
Daily Balance Of Power	9.2 T	9.2 T	(9,223,372,036,855)	9.2 T	0.5	9.2 T	(1.00)	9.2 T	9.2 T
Period Momentum Indicator	0.81	0.11	(0.06)	0.13	0.01	0.23	(0.01)	0.11	0.01
Rate Of Daily Change	1.02	1.0	0.99	1.01	1.0	1.01	1.0	1.01	1.0
Day Median Price	54.63	43.86	11.2	14.93	10.88	27.09	7.6	14.32	9.17
Price Action Indicator	0.41	0.055	(0.03)	0.065	(0.01)	0.12	N/A	0.055	0.005
Coefficient Of Variation	(1,258)	7041.82	(1,044)	(766.90)	1844.1	(2,931)	(1,446)	584.76	(1,441)
Mean Deviation	0.7069	0.4198	0.5888	0.6123	0.5027	0.5994	0.3877	0.5074	0.0614
Jensen Alpha	(0.09)	0.0041	(0.12)	(0.20)	0.0445	(0.05)	(0.05)	0.1024	(0.03)
Total Risk Alpha	(0.01)	0.0452	(0.03)	(0.08)	0.0838	0.0363	(0.0008)	0.1583	(0.01)
Sortino Ratio	N/A	0.0868	N/A	N/A	0.1244	N/A	N/A	0.2128	N/A
Downside Variance	N/A	0.458	N/A	N/A	0.5019	N/A	N/A	0.5992	N/A
Standard Deviation	0.9372	0.5804	1.17	1.36	0.6939	0.9882	0.7772	0.6679	0.2557
Kurtosis	1.43	1.93	32.67	43.78	0.8827	21.22	3.72	0.1417	63.32
Potential Upside	1.35	0.8172	0.8961	0.8784	1.32	0.9981	1.29	1.21	0.1094
Treynor Ratio	2.17	(0.02)	7.56	0.7654	0.0992	0.3154	(0.37)	(3.51)	0.4159
Maximum Drawdown	4.28	3.36	8.87	10.87	3.79	6.86	4.46	3.25	2.15
Variance	0.8783	0.3368	1.38	1.86	0.4816	0.9765	0.604	0.4461	0.0654
Market Risk Adjusted Performance	2.18	(0.01)	7.57	0.7754	0.1092	0.3254	(0.36)	(3.50)	0.4259
Risk Adjusted Performance	(0.06)	0.0077	(0.07)	(0.09)	0.0398	(0.02)	(0.05)	0.1266	(0.07)
Skewness	(0.83)	(0.83)	(5.00)	(6.06)	0.029	(3.64)	(0.01)	(0.13)	(7.87)
Semi Deviation	N/A	0.6472	N/A	N/A	0.593	N/A	N/A	0.5706	N/A
Information Ratio	(0.03)	0.1012	(0.05)	(0.09)	0.127	0.017	(0)	0.2466	0.1281
Value At Risk	(1.76)	(1.12)	(1.26)	(1.07)	(1.21)	(1.18)	(1.86)	(1.04)	N/A
Expected Short fall	N/A	(0.40)	N/A	N/A	(0.61)	N/A	N/A	(0.54)	N/A
Downside Deviation	N/A	0.6767	N/A	N/A	0.7084	N/A	N/A	0.7741	N/A
Semi Variance	N/A	0.4189	N/A	N/A	0.3517	N/A	N/A	0.3256	N/A

Manulife All Competition Performance Charts

Five steps to successful analysis of Manulife All Competition

Manulife All's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Manulife All Cap in relation to its competition. Manulife All's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Manulife All in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Manulife All's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Manulife All Cap, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Manulife All position

In addition to having Manulife All in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Run Petroleum and Natural Gas Thematic Idea Now

Petroleum and Natural Gas

Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Petroleum and Natural Gas theme has 61 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Petroleum and Natural Gas Theme or any other thematic opportunities.

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