Algebris UCITS (Germany) Manager Performance Evaluation
| 0P00018E8C | 148.23 0.09 0.06% |
The fund shows a Beta (market volatility) of -0.0134, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Algebris UCITS are expected to decrease at a much lower rate. During the bear market, Algebris UCITS is likely to outperform the market.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Algebris UCITS Funds are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Algebris UCITS is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
...moreAlgebris |
Algebris UCITS Relative Risk vs. Return Landscape
If you would invest 14,686 in Algebris UCITS Funds on September 2, 2024 and sell it today you would earn a total of 137.00 from holding Algebris UCITS Funds or generate 0.93% return on investment over 90 days. Algebris UCITS Funds is generating 0.0144% of daily returns and assumes 0.1176% volatility on return distribution over the 90 days horizon. Simply put, 1% of funds are less volatile than Algebris, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Algebris UCITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Algebris UCITS's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Algebris UCITS Funds, and traders can use it to determine the average amount a Algebris UCITS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1221
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0P00018E8C |
Estimated Market Risk
| 0.12 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Algebris UCITS is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Algebris UCITS by adding it to a well-diversified portfolio.
Things to note about Algebris UCITS Funds performance evaluation
Checking the ongoing alerts about Algebris UCITS for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Algebris UCITS Funds help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Algebris UCITS's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Algebris UCITS's fund performance include:- Analyzing Algebris UCITS's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Algebris UCITS's stock is overvalued or undervalued compared to its peers.
- Examining Algebris UCITS's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Algebris UCITS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Algebris UCITS's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Algebris UCITS's fund. These opinions can provide insight into Algebris UCITS's potential for growth and whether the stock is currently undervalued or overvalued.
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