Altegris Crabel Multi Strategy Fund Manager Performance Evaluation
| CMSIX Fund | USD 9.60 0.00 0.00% |
The fund shows a Beta (market volatility) of -0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Altegris Crabel are expected to decrease at a much lower rate. During the bear market, Altegris Crabel is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Altegris Crabel Multi Strategy has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong forward indicators, Altegris Crabel is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreAltegris |
Altegris Crabel Relative Risk vs. Return Landscape
If you would invest (100.00) in Altegris Crabel Multi Strategy on September 4, 2024 and sell it today you would earn a total of 100.00 from holding Altegris Crabel Multi Strategy or generate -100.0% return on investment over 90 days. Altegris Crabel Multi Strategy is currently producing negative expected returns and takes up 0.0% volatility of returns over 90 trading days. Put another way, 0% of traded mutual funds are less volatile than Altegris, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Altegris Crabel Current Valuation
Fairly Valued
Today
Please note that Altegris Crabel's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Altegris Crabel Multi shows a prevailing Real Value of $9.59 per share. The current price of the fund is $9.6. We determine the value of Altegris Crabel Multi from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Altegris Crabel is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Altegris Mutual Fund. However, Altegris Crabel's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.6 | Real 9.59 | Hype 9.6 | Naive 9.68 |
The intrinsic value of Altegris Crabel's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Altegris Crabel's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Altegris Crabel Multi Strategy helps investors to forecast how Altegris mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Altegris Crabel more accurately as focusing exclusively on Altegris Crabel's fundamentals will not take into account other important factors: Altegris Crabel Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Altegris Crabel's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Altegris Crabel Multi Strategy, and traders can use it to determine the average amount a Altegris Crabel'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 = 0.0
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Based on monthly moving average Altegris Crabel is not performing at its full potential. However, 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 Altegris Crabel by adding Altegris Crabel to a well-diversified portfolio.
Altegris Crabel Fundamentals Growth
Altegris Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Altegris Crabel, and Altegris Crabel fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Altegris Mutual Fund performance.
About Altegris Crabel Performance
Evaluating Altegris Crabel's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Altegris Crabel has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Altegris Crabel has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The adviser seeks to achieve the funds investment objective by allocating its assets among multiple investment strategies, with a goal of delivering an all weather solution that has the potential to provide positive returns in all market environments. The adviser will execute a portion of the Tactical Futures strategy by investing up to 25 percent of the funds total assets in a wholly-owned and controlled subsidiary . The fund is non-diversified.Things to note about Altegris Crabel Multi performance evaluation
Checking the ongoing alerts about Altegris Crabel for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Altegris Crabel Multi help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Altegris Crabel is not yet fully synchronised with the market data | |
| The fund holds about 35.28% of its assets under management (AUM) in cash |
- Analyzing Altegris Crabel'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 Altegris Crabel's stock is overvalued or undervalued compared to its peers.
- Examining Altegris Crabel'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 Altegris Crabel's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Altegris Crabel's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Altegris Crabel's mutual fund. These opinions can provide insight into Altegris Crabel's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Altegris Mutual Fund
Altegris Crabel financial ratios help investors to determine whether Altegris Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Altegris with respect to the benefits of owning Altegris Crabel security.
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